SXR8.DE vs. AMD
SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) is S&P 500 fund tracking the S&P 500 Index, while AMD (Advanced Micro Devices, Inc.) is a stock. Over the past 10 years, SXR8.DE returned 14.87%/yr vs 60.42%/yr for AMD. At a 0.31 correlation, their price movements are largely independent.
Performance
SXR8.DE vs. AMD - Performance Comparison
Loading charts...
Different Trading Currencies
SXR8.DE is traded in EUR, while AMD is traded in USD. To make them comparable, the AMD values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, SXR8.DE achieves a 9.96% return, which is significantly lower than AMD's 142.55% return. Over the past 10 years, SXR8.DE has underperformed AMD with an annualized return of 14.87%, while AMD has yielded a comparatively higher 60.42% annualized return.
SXR8.DE
- 1D
- 1.56%
- 1M
- 1.65%
- YTD
- 9.96%
- 6M
- 11.01%
- 1Y
- 24.53%
- 3Y*
- 17.96%
- 5Y*
- 14.24%
- 10Y*
- 14.87%
AMD
- 1D
- 4.82%
- 1M
- 16.28%
- YTD
- 142.55%
- 6M
- 146.29%
- 1Y
- 332.46%
- 3Y*
- 56.48%
- 5Y*
- 45.78%
- 10Y*
- 60.42%
SXR8.DE vs. AMD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 9.96% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 34.49% | -1.05% | 6.67% |
AMD Advanced Micro Devices, Inc. | 142.55% | 56.26% | -12.65% | 120.77% | -52.20% | 68.64% | 83.49% | 154.04% | 88.00% | -20.49% |
Correlation
The correlation between SXR8.DE and AMD is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since May 19, 2010 | 0.31 |
The correlation between SXR8.DE and AMD shifts across timeframes, from 0.31 (all time) to 0.43 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SXR8.DE vs. AMD — Risk / Return Rank
SXR8.DE
AMD
SXR8.DE vs. AMD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SXR8.DE | AMD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.96 | ||
| Sortino ratioReturn per unit of downside risk | -1.71 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.60 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 3.52 | 11.86 | -8.34 |
| Martin ratioReturn relative to average drawdown | 12.50 | 24.28 | -11.78 |
Loading charts...
Drawdowns
SXR8.DE vs. AMD - Drawdown Comparison
The maximum SXR8.DE drawdown since its inception was -33.78%, smaller than the maximum AMD drawdown of -86.47%. Use the drawdown chart below to compare losses from any high point for SXR8.DE and AMD.
Loading charts...
Drawdown Indicators
| SXR8.DE | AMD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.78% | -86.47% | +52.69% |
Max Drawdown (1Y)Largest decline over 1 year | -6.94% | -28.26% | +21.32% |
Max Drawdown (3Y)Largest decline over 3 years | -23.32% | -63.06% | +39.74% |
Max Drawdown (5Y)Largest decline over 5 years | -23.32% | -63.06% | +39.74% |
Max Drawdown (10Y)Largest decline over 10 years | -33.78% | -63.06% | +29.28% |
Current DrawdownCurrent decline from peak | -1.72% | -5.46% | +3.74% |
Average DrawdownAverage peak-to-trough decline | -5.22% | -41.85% | +36.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 13.77% | -11.81% |
Volatility
SXR8.DE vs. AMD - Volatility Comparison
The current volatility for iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) is 3.08%, while Advanced Micro Devices, Inc. (AMD) has a volatility of 21.92%. This indicates that SXR8.DE 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.
Loading charts...
Volatility by Period
| SXR8.DE | AMD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.08% | 21.92% | -18.84% |
Volatility (6M)Calculated over the trailing 6-month period | 7.86% | 49.00% | -41.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.78% | 66.48% | -54.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.18% | 54.90% | -39.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.08% | 56.87% | -40.79% |
Dividends
SXR8.DE vs. AMD - Dividend Comparison
Neither SXR8.DE nor AMD has paid dividends to shareholders.
Frequently Asked Questions
SXR8.DE and AMD have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for SXR8.DE and AMD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer