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

Correlation

The correlation between SPCE and AMD is 0.40, 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

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.

Loading data...

Key characteristics

Sharpe Ratio

SPCE:

-0.90

AMD:

-0.55

Sortino Ratio

SPCE:

-2.17

AMD:

-0.58

Omega Ratio

SPCE:

0.77

AMD:

0.93

Calmar Ratio

SPCE:

-0.84

AMD:

-0.47

Martin Ratio

SPCE:

-1.13

AMD:

-1.00

Ulcer Index

SPCE:

74.39%

AMD:

29.68%

Daily Std Dev

SPCE:

92.88%

AMD:

52.92%

Max Drawdown

SPCE:

-99.80%

AMD:

-96.57%

Current Drawdown

SPCE:

-99.73%

AMD:

-48.85%

Fundamentals

Market Cap

SPCE:

$125.31M

AMD:

$166.74B

EPS

SPCE:

-$13.89

AMD:

$1.37

PS Ratio

SPCE:

17.81

AMD:

6.01

PB Ratio

SPCE:

0.36

AMD:

2.88

Total Revenue (TTM)

SPCE:

$5.05M

AMD:

$27.75B

Gross Profit (TTM)

SPCE:

-$65.64M

AMD:

$14.13B

EBITDA (TTM)

SPCE:

-$223.27M

AMD:

$5.95B

Returns By Period

In the year-to-date period, SPCE achieves a -46.26% return, which is significantly lower than AMD's -10.49% return.


SPCE

YTD

-46.26%

1M

22.48%

6M

-58.15%

1Y

-83.41%

5Y*

-60.70%

10Y*

N/A

AMD

YTD

-10.49%

1M

15.76%

6M

-26.62%

1Y

-28.83%

5Y*

15.75%

10Y*

47.02%

*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

SPCE vs. AMD — Risk-Adjusted Performance Rank

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

SPCE
The Risk-Adjusted Performance Rank of SPCE is 77
Overall Rank
The Sharpe Ratio Rank of SPCE is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of SPCE is 22
Sortino Ratio Rank
The Omega Ratio Rank of SPCE is 44
Omega Ratio Rank
The Calmar Ratio Rank of SPCE is 22
Calmar Ratio Rank
The Martin Ratio Rank of SPCE is 1919
Martin Ratio Rank

AMD
The Risk-Adjusted Performance Rank of AMD is 2121
Overall Rank
The Sharpe Ratio Rank of AMD is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of AMD is 2020
Sortino Ratio Rank
The Omega Ratio Rank of AMD is 2121
Omega Ratio Rank
The Calmar Ratio Rank of AMD is 1818
Calmar Ratio Rank
The Martin Ratio Rank of AMD is 2424
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.

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.


The current SPCE Sharpe Ratio is -0.90, which is lower than the AMD Sharpe Ratio of -0.55. 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.


Loading data...

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 -99.80%, 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.


Loading data...

Volatility

SPCE vs. AMD - Volatility Comparison

Virgin Galactic Holdings, Inc. (SPCE) has a higher volatility of 17.59% compared to Advanced Micro Devices, Inc. (AMD) at 13.24%. 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.


Loading data...

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


0.002.00B4.00B6.00B8.00B20212022202320242025
429.00K
7.44B
(SPCE) Total Revenue
(AMD) Total Revenue
Values in USD except per share items