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

Performance

SPCE vs. AMD - Performance Comparison

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

-80.00%-60.00%-40.00%-20.00%0.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-64.16%
-15.63%
SPCE
AMD

Returns By Period

In the year-to-date period, SPCE achieves a -85.80% return, which is significantly lower than AMD's -5.75% return.


SPCE

YTD

-85.80%

1M

-9.73%

6M

-64.97%

1Y

-84.11%

5Y (annualized)

-48.05%

10Y (annualized)

N/A

AMD

YTD

-5.75%

1M

-10.93%

6M

-16.47%

1Y

15.18%

5Y (annualized)

27.76%

10Y (annualized)

48.08%

Fundamentals


SPCEAMD
Market Cap$203.86M$225.46B
EPS-$16.26$1.13
Total Revenue (TTM)$9.42M$24.30B
Gross Profit (TTM)-$71.76M$12.43B
EBITDA (TTM)-$376.20M$4.78B

Key characteristics


SPCEAMD
Sharpe Ratio-0.850.33
Sortino Ratio-1.900.78
Omega Ratio0.801.10
Calmar Ratio-0.840.41
Martin Ratio-1.250.73
Ulcer Index66.52%21.81%
Daily Std Dev98.34%48.57%
Max Drawdown-99.56%-96.57%
Current Drawdown-99.41%-34.27%

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Correlation

-0.50.00.51.00.3

The correlation between SPCE and AMD is 0.35, 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.

Risk-Adjusted Performance

SPCE vs. AMD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Virgin Galactic Holdings, Inc. (SPCE) 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 SPCE, currently valued at -0.85, compared to the broader market-4.00-2.000.002.004.00-0.850.33
The chart of Sortino ratio for SPCE, currently valued at -1.90, compared to the broader market-4.00-2.000.002.004.00-1.900.78
The chart of Omega ratio for SPCE, currently valued at 0.80, compared to the broader market0.501.001.502.000.801.10
The chart of Calmar ratio for SPCE, currently valued at -0.84, compared to the broader market0.002.004.006.00-0.840.41
The chart of Martin ratio for SPCE, currently valued at -1.25, compared to the broader market-10.000.0010.0020.0030.00-1.250.73
SPCE
AMD

The current SPCE Sharpe Ratio is -0.85, which is lower than the AMD Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of SPCE 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-1.00-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
-0.85
0.33
SPCE
AMD

Dividends

SPCE vs. AMD - Dividend Comparison

Neither SPCE nor AMD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SPCE vs. AMD - Drawdown Comparison

The maximum SPCE drawdown since its inception was -99.56%, roughly equal to the maximum AMD drawdown of -96.57%. Use the drawdown chart below to compare losses from any high point for SPCE and AMD. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-99.41%
-34.27%
SPCE
AMD

Volatility

SPCE vs. AMD - Volatility Comparison

Virgin Galactic Holdings, Inc. (SPCE) has a higher volatility of 31.58% compared to Advanced Micro Devices, Inc. (AMD) at 15.04%. This indicates that SPCE's price experiences larger fluctuations and is considered to be riskier than AMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
31.58%
15.04%
SPCE
AMD

Financials

SPCE vs. AMD - Financials Comparison

This section allows you to compare key financial metrics between Virgin Galactic Holdings, 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