PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SGRY vs. AMD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SGRY and AMD is 0.23, 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: 0.2

Performance

SGRY vs. AMD - Performance Comparison

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

0.00%2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%NovemberDecember2025FebruaryMarchApril
17.17%
4,928.74%
SGRY
AMD

Key characteristics

Sharpe Ratio

SGRY:

-0.27

AMD:

-0.87

Sortino Ratio

SGRY:

-0.06

AMD:

-1.26

Omega Ratio

SGRY:

0.99

AMD:

0.85

Calmar Ratio

SGRY:

-0.20

AMD:

-0.74

Martin Ratio

SGRY:

-0.64

AMD:

-1.71

Ulcer Index

SGRY:

22.03%

AMD:

27.20%

Daily Std Dev

SGRY:

52.54%

AMD:

53.45%

Max Drawdown

SGRY:

-80.21%

AMD:

-96.57%

Current Drawdown

SGRY:

-68.35%

AMD:

-58.61%

Fundamentals

Market Cap

SGRY:

$2.71B

AMD:

$142.16B

EPS

SGRY:

-$1.33

AMD:

$1.00

PEG Ratio

SGRY:

1.66

AMD:

0.35

PS Ratio

SGRY:

0.87

AMD:

5.51

PB Ratio

SGRY:

1.51

AMD:

2.47

Total Revenue (TTM)

SGRY:

$2.40B

AMD:

$20.31B

Gross Profit (TTM)

SGRY:

$590.30M

AMD:

$10.40B

EBITDA (TTM)

SGRY:

$391.70M

AMD:

$3.54B

Returns By Period

In the year-to-date period, SGRY achieves a 0.24% return, which is significantly higher than AMD's -27.56% return.


SGRY

YTD

0.24%

1M

-13.00%

6M

-35.74%

1Y

-10.95%

5Y*

17.95%

10Y*

N/A

AMD

YTD

-27.56%

1M

-18.33%

6M

-43.90%

1Y

-40.33%

5Y*

8.99%

10Y*

44.16%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SGRY vs. AMD — Risk-Adjusted Performance Rank

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

SGRY
The Risk-Adjusted Performance Rank of SGRY is 3939
Overall Rank
The Sharpe Ratio Rank of SGRY is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of SGRY is 3737
Sortino Ratio Rank
The Omega Ratio Rank of SGRY is 3838
Omega Ratio Rank
The Calmar Ratio Rank of SGRY is 4141
Calmar Ratio Rank
The Martin Ratio Rank of SGRY is 4141
Martin Ratio Rank

AMD
The Risk-Adjusted Performance Rank of AMD is 99
Overall Rank
The Sharpe Ratio Rank of AMD is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of AMD is 1010
Sortino Ratio Rank
The Omega Ratio Rank of AMD is 1212
Omega Ratio Rank
The Calmar Ratio Rank of AMD is 99
Calmar Ratio Rank
The Martin Ratio Rank of AMD is 66
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.

SGRY vs. AMD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Surgery Partners, Inc. (SGRY) 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
The chart of Sharpe ratio for SGRY, currently valued at -0.27, compared to the broader market-2.00-1.000.001.002.003.00
SGRY: -0.27
AMD: -0.87
The chart of Sortino ratio for SGRY, currently valued at -0.06, compared to the broader market-6.00-4.00-2.000.002.004.00
SGRY: -0.06
AMD: -1.26
The chart of Omega ratio for SGRY, currently valued at 0.99, compared to the broader market0.501.001.502.00
SGRY: 0.99
AMD: 0.85
The chart of Calmar ratio for SGRY, currently valued at -0.20, compared to the broader market0.001.002.003.004.00
SGRY: -0.20
AMD: -0.74
The chart of Martin ratio for SGRY, currently valued at -0.64, compared to the broader market-5.000.005.0010.0015.0020.00
SGRY: -0.64
AMD: -1.71

The current SGRY Sharpe Ratio is -0.27, which is higher than the AMD Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of SGRY 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
-0.27
-0.87
SGRY
AMD

Dividends

SGRY vs. AMD - Dividend Comparison

Neither SGRY nor AMD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SGRY vs. AMD - Drawdown Comparison

The maximum SGRY drawdown since its inception was -80.21%, smaller than the maximum AMD drawdown of -96.57%. Use the drawdown chart below to compare losses from any high point for SGRY and AMD. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%NovemberDecember2025FebruaryMarchApril
-68.35%
-58.61%
SGRY
AMD

Volatility

SGRY vs. AMD - Volatility Comparison

The current volatility for Surgery Partners, Inc. (SGRY) is 10.53%, while Advanced Micro Devices, Inc. (AMD) has a volatility of 30.87%. This indicates that SGRY 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
10.53%
30.87%
SGRY
AMD

Financials

SGRY vs. AMD - Financials Comparison

This section allows you to compare key financial metrics between Surgery Partners, Inc. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab