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NVDA vs. AMD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


NVDAAMD
YTD Return82.25%21.83%
1Y Return241.84%89.92%
3Y Return (Ann)91.85%32.43%
5Y Return (Ann)82.76%47.87%
10Y Return (Ann)71.07%46.83%
Sharpe Ratio5.091.82
Daily Std Dev47.19%47.13%
Max Drawdown-89.72%-96.57%
Current Drawdown-5.00%-15.04%

Fundamentals


NVDAAMD
Market Cap$2.36T$290.28B
EPS$11.97$0.54
PE Ratio78.77332.69
PEG Ratio1.270.73
Revenue (TTM)$60.92B$22.68B
Gross Profit (TTM)$15.36B$12.05B
EBITDA (TTM)$34.48B$3.85B

Correlation

0.54
-1.001.00

The correlation between NVDA and AMD is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

NVDA vs. AMD - Performance Comparison

In the year-to-date period, NVDA achieves a 82.25% return, which is significantly higher than AMD's 21.83% return. Over the past 10 years, NVDA has outperformed AMD with an annualized return of 71.07%, while AMD has yielded a comparatively lower 46.83% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%50,000.00%100,000.00%150,000.00%200,000.00%250,000.00%OctoberNovemberDecember2024FebruaryMarch
239,798.99%
1,565.75%
NVDA
AMD

Compare stocks, funds, or ETFs


NVIDIA Corporation

Advanced Micro Devices, Inc.

Risk-Adjusted Performance

NVDA vs. AMD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NVIDIA Corporation (NVDA) and Advanced Micro Devices, Inc. (AMD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
NVDA
NVIDIA Corporation
5.09
AMD
Advanced Micro Devices, Inc.
1.82

NVDA vs. AMD - Sharpe Ratio Comparison

The current NVDA Sharpe Ratio is 5.09, which is higher than the AMD Sharpe Ratio of 1.82. The chart below compares the 12-month rolling Sharpe Ratio of NVDA and AMD.


Rolling 12-month Sharpe Ratio1.002.003.004.005.006.00OctoberNovemberDecember2024FebruaryMarch
5.09
1.82
NVDA
AMD

Dividends

NVDA vs. AMD - Dividend Comparison

NVDA's dividend yield for the trailing twelve months is around 0.02%, while AMD has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
AMD
Advanced Micro Devices, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

NVDA vs. AMD - Drawdown Comparison

The maximum NVDA drawdown since its inception was -89.72%, smaller than the maximum AMD drawdown of -96.57%. The drawdown chart below compares losses from any high point along the way for NVDA and AMD


-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-5.00%
-15.04%
NVDA
AMD

Volatility

NVDA vs. AMD - Volatility Comparison

The current volatility for NVIDIA Corporation (NVDA) is 13.66%, while Advanced Micro Devices, Inc. (AMD) has a volatility of 14.62%. This indicates that NVDA experiences smaller price fluctuations and is considered to be less risky than AMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


8.00%10.00%12.00%14.00%16.00%18.00%20.00%OctoberNovemberDecember2024FebruaryMarch
13.66%
14.62%
NVDA
AMD