NVDA vs. AMD
Compare and contrast key facts about NVIDIA Corporation (NVDA) and Advanced Micro Devices, Inc. (AMD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NVDA or AMD.
Key characteristics
NVDA | AMD | |
---|---|---|
YTD Return | 82.25% | 21.83% |
1Y Return | 241.84% | 89.92% |
3Y Return (Ann) | 91.85% | 32.43% |
5Y Return (Ann) | 82.76% | 47.87% |
10Y Return (Ann) | 71.07% | 46.83% |
Sharpe Ratio | 5.09 | 1.82 |
Daily Std Dev | 47.19% | 47.13% |
Max Drawdown | -89.72% | -96.57% |
Current Drawdown | -5.00% | -15.04% |
Fundamentals
NVDA | AMD | |
---|---|---|
Market Cap | $2.36T | $290.28B |
EPS | $11.97 | $0.54 |
PE Ratio | 78.77 | 332.69 |
PEG Ratio | 1.27 | 0.73 |
Revenue (TTM) | $60.92B | $22.68B |
Gross Profit (TTM) | $15.36B | $12.05B |
EBITDA (TTM) | $34.48B | $3.85B |
Correlation
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
NVIDIA Corporation | 5.09 | ||||
Advanced Micro Devices, Inc. | 1.82 |
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.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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
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.