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

Correlation

The correlation between SGRY and AMD is 0.43, 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

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.

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Key characteristics

Sharpe Ratio

SGRY:

-0.22

AMD:

-0.48

Sortino Ratio

SGRY:

-0.11

AMD:

-0.45

Omega Ratio

SGRY:

0.99

AMD:

0.94

Calmar Ratio

SGRY:

-0.22

AMD:

-0.42

Martin Ratio

SGRY:

-0.65

AMD:

-0.88

Ulcer Index

SGRY:

23.69%

AMD:

29.78%

Daily Std Dev

SGRY:

52.17%

AMD:

52.97%

Max Drawdown

SGRY:

-80.21%

AMD:

-96.57%

Current Drawdown

SGRY:

-65.80%

AMD:

-46.80%

Fundamentals

Market Cap

SGRY:

$2.98B

AMD:

$175.31B

EPS

SGRY:

-$1.33

AMD:

$1.37

PEG Ratio

SGRY:

1.66

AMD:

0.49

PS Ratio

SGRY:

0.94

AMD:

6.32

PB Ratio

SGRY:

1.67

AMD:

2.81

Total Revenue (TTM)

SGRY:

$3.17B

AMD:

$27.75B

Gross Profit (TTM)

SGRY:

$752.20M

AMD:

$14.13B

EBITDA (TTM)

SGRY:

$378.20M

AMD:

$5.95B

Returns By Period

In the year-to-date period, SGRY achieves a 8.31% return, which is significantly higher than AMD's -6.90% return.


SGRY

YTD

8.31%

1M

9.24%

6M

-22.46%

1Y

-11.40%

5Y*

19.22%

10Y*

N/A

AMD

YTD

-6.90%

1M

20.41%

6M

-21.70%

1Y

-25.31%

5Y*

15.65%

10Y*

47.58%

*Annualized

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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 3535
Overall Rank
The Sharpe Ratio Rank of SGRY is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of SGRY is 3232
Sortino Ratio Rank
The Omega Ratio Rank of SGRY is 3333
Omega Ratio Rank
The Calmar Ratio Rank of SGRY is 3737
Calmar Ratio Rank
The Martin Ratio Rank of SGRY is 3636
Martin Ratio Rank

AMD
The Risk-Adjusted Performance Rank of AMD is 2424
Overall Rank
The Sharpe Ratio Rank of AMD is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of AMD is 2323
Sortino Ratio Rank
The Omega Ratio Rank of AMD is 2424
Omega Ratio Rank
The Calmar Ratio Rank of AMD is 2323
Calmar Ratio Rank
The Martin Ratio Rank of AMD is 2929
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.


The current SGRY Sharpe Ratio is -0.22, which is higher than the AMD Sharpe Ratio of -0.48. 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.


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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.


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Volatility

SGRY vs. AMD - Volatility Comparison

The current volatility for Surgery Partners, Inc. (SGRY) is 11.24%, while Advanced Micro Devices, Inc. (AMD) has a volatility of 12.88%. 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.


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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


0.002.00B4.00B6.00B8.00B20212022202320242025
776.00M
7.44B
(SGRY) Total Revenue
(AMD) Total Revenue
Values in USD except per share items

SGRY vs. AMD - Profitability Comparison

The chart below illustrates the profitability comparison between Surgery Partners, Inc. and Advanced Micro Devices, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%20212022202320242025
20.9%
50.2%
(SGRY) Gross Margin
(AMD) Gross Margin
SGRY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Surgery Partners, Inc. reported a gross profit of 161.90M and revenue of 776.00M. Therefore, the gross margin over that period was 20.9%.

AMD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Advanced Micro Devices, Inc. reported a gross profit of 3.74B and revenue of 7.44B. Therefore, the gross margin over that period was 50.2%.

SGRY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Surgery Partners, Inc. reported an operating income of 61.90M and revenue of 776.00M, resulting in an operating margin of 8.0%.

AMD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Advanced Micro Devices, Inc. reported an operating income of 806.00M and revenue of 7.44B, resulting in an operating margin of 10.8%.

SGRY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Surgery Partners, Inc. reported a net income of -37.70M and revenue of 776.00M, resulting in a net margin of -4.9%.

AMD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Advanced Micro Devices, Inc. reported a net income of 709.00M and revenue of 7.44B, resulting in a net margin of 9.5%.