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NVEC vs. AMD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NVEC and AMD is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

NVEC vs. AMD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NVE Corporation (NVEC) and Advanced Micro Devices, Inc. (AMD). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%1,500.00%2,000.00%NovemberDecember2025FebruaryMarchApril
-17.62%
1,167.48%
NVEC
AMD

Key characteristics

Sharpe Ratio

NVEC:

-0.54

AMD:

-0.68

Sortino Ratio

NVEC:

-0.56

AMD:

-0.83

Omega Ratio

NVEC:

0.93

AMD:

0.90

Calmar Ratio

NVEC:

-0.54

AMD:

-0.58

Martin Ratio

NVEC:

-1.43

AMD:

-1.30

Ulcer Index

NVEC:

15.27%

AMD:

28.12%

Daily Std Dev

NVEC:

40.56%

AMD:

53.45%

Max Drawdown

NVEC:

-97.63%

AMD:

-96.57%

Current Drawdown

NVEC:

-35.92%

AMD:

-54.28%

Fundamentals

Market Cap

NVEC:

$282.83M

AMD:

$157.01B

EPS

NVEC:

$3.10

AMD:

$1.00

PE Ratio

NVEC:

18.86

AMD:

96.65

PEG Ratio

NVEC:

1.18

AMD:

0.44

PS Ratio

NVEC:

11.01

AMD:

6.09

PB Ratio

NVEC:

4.49

AMD:

2.73

Total Revenue (TTM)

NVEC:

$18.60M

AMD:

$20.31B

Gross Profit (TTM)

NVEC:

$15.88M

AMD:

$10.40B

EBITDA (TTM)

NVEC:

$11.82M

AMD:

$3.54B

Returns By Period

In the year-to-date period, NVEC achieves a -27.18% return, which is significantly lower than AMD's -19.99% return. Over the past 10 years, NVEC has underperformed AMD with an annualized return of 4.46%, while AMD has yielded a comparatively higher 45.76% annualized return.


NVEC

YTD

-27.18%

1M

-10.03%

6M

-21.37%

1Y

-23.38%

5Y*

7.55%

10Y*

4.46%

AMD

YTD

-19.99%

1M

-6.37%

6M

-38.14%

1Y

-38.60%

5Y*

11.78%

10Y*

45.76%

*Annualized

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Risk-Adjusted Performance

NVEC vs. AMD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NVEC
The Risk-Adjusted Performance Rank of NVEC is 1919
Overall Rank
The Sharpe Ratio Rank of NVEC is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of NVEC is 2222
Sortino Ratio Rank
The Omega Ratio Rank of NVEC is 2222
Omega Ratio Rank
The Calmar Ratio Rank of NVEC is 1818
Calmar Ratio Rank
The Martin Ratio Rank of NVEC is 1111
Martin Ratio Rank

AMD
The Risk-Adjusted Performance Rank of AMD is 1616
Overall Rank
The Sharpe Ratio Rank of AMD is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of AMD is 1616
Sortino Ratio Rank
The Omega Ratio Rank of AMD is 1818
Omega Ratio Rank
The Calmar Ratio Rank of AMD is 1515
Calmar Ratio Rank
The Martin Ratio Rank of AMD is 1616
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NVEC vs. AMD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NVE Corporation (NVEC) 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.


The chart of Sharpe ratio for NVEC, currently valued at -0.54, compared to the broader market-2.00-1.000.001.002.003.00
NVEC: -0.54
AMD: -0.68
The chart of Sortino ratio for NVEC, currently valued at -0.56, compared to the broader market-6.00-4.00-2.000.002.004.00
NVEC: -0.56
AMD: -0.83
The chart of Omega ratio for NVEC, currently valued at 0.93, compared to the broader market0.501.001.502.00
NVEC: 0.93
AMD: 0.90
The chart of Calmar ratio for NVEC, currently valued at -0.54, compared to the broader market0.001.002.003.004.005.00
NVEC: -0.54
AMD: -0.58
The chart of Martin ratio for NVEC, currently valued at -1.43, compared to the broader market-5.000.005.0010.0015.0020.00
NVEC: -1.43
AMD: -1.30

The current NVEC Sharpe Ratio is -0.54, which is comparable to the AMD Sharpe Ratio of -0.68. The chart below compares the historical Sharpe Ratios of NVEC and AMD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
-0.54
-0.68
NVEC
AMD

Dividends

NVEC vs. AMD - Dividend Comparison

NVEC's dividend yield for the trailing twelve months is around 6.84%, while AMD has not paid dividends to shareholders.


TTM2024202320222021202020192018201720162015
NVEC
NVE Corporation
6.84%4.91%5.10%6.18%5.86%7.12%5.60%4.57%4.65%5.60%9.01%
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%

Drawdowns

NVEC vs. AMD - Drawdown Comparison

The maximum NVEC drawdown since its inception was -97.63%, roughly equal to the maximum AMD drawdown of -96.57%. Use the drawdown chart below to compare losses from any high point for NVEC and AMD. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-35.92%
-54.28%
NVEC
AMD

Volatility

NVEC vs. AMD - Volatility Comparison

The current volatility for NVE Corporation (NVEC) is 17.63%, while Advanced Micro Devices, Inc. (AMD) has a volatility of 30.83%. This indicates that NVEC 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.


5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
17.63%
30.83%
NVEC
AMD

Financials

NVEC vs. AMD - Financials Comparison

This section allows you to compare key financial metrics between NVE Corporation and Advanced Micro Devices, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items