TDG vs. AMD
TDG (TransDigm Group Incorporated) and AMD (Advanced Micro Devices, Inc.) are both stocks. TDG operates in Aerospace & Defense (Industrials), while AMD operates in Semiconductors (Technology). Over the past 10 years, TDG returned 22.15%/yr vs 60.51%/yr for AMD. At a 0.31 correlation, their price movements are largely independent.
Performance
TDG vs. AMD - Performance Comparison
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Returns By Period
In the year-to-date period, TDG achieves a -9.29% return, which is significantly lower than AMD's 128.95% return. Over the past 10 years, TDG has underperformed AMD with an annualized return of 22.15%, while AMD has yielded a comparatively higher 60.51% annualized return.
TDG
- 1D
- -2.62%
- 1M
- -0.72%
- YTD
- -9.29%
- 6M
- -10.46%
- 1Y
- -12.05%
- 3Y*
- 20.83%
- 5Y*
- 16.93%
- 10Y*
- 22.15%
AMD
- 1D
- 5.14%
- 1M
- 7.72%
- YTD
- 128.95%
- 6M
- 121.76%
- 1Y
- 322.01%
- 3Y*
- 57.74%
- 5Y*
- 43.72%
- 10Y*
- 60.51%
TDG vs. AMD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TDG TransDigm Group Incorporated | -9.29% | 12.15% | 32.27% | 66.57% | 1.77% | 2.82% | 10.51% | 84.41% | 23.83% | 19.84% |
AMD Advanced Micro Devices, Inc. | 128.95% | 77.30% | -18.06% | 127.59% | -54.99% | 56.91% | 99.98% | 148.43% | 79.57% | -9.35% |
Correlation
The correlation between TDG and AMD is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Mar 16, 2006 | 0.31 |
Over the past year, the correlation between TDG and AMD has dropped to 0.09 - well below their long-term average of 0.31, suggesting their price drivers have been diverging.
Fundamentals
TDG:
$70.21B
AMD:
$809.04B
TDG:
$34.79
AMD:
$3.05
TDG:
34.67
AMD:
160.78
TDG:
1.03
AMD:
4.29
TDG:
7.38
AMD:
21.50
TDG:
$9.50B
AMD:
$37.45B
TDG:
$5.61B
AMD:
$18.83B
TDG:
$4.78B
AMD:
$7.17B
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Return for Risk
TDG vs. AMD — Risk / Return Rank
TDG
AMD
TDG vs. AMD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TransDigm Group Incorporated (TDG) 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.
| TDG | AMD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -5.35 | ||
| Sortino ratioReturn per unit of downside risk | -4.91 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.60 | -0.66 |
| Calmar ratioReturn relative to maximum drawdown | -0.48 | 11.69 | -12.17 |
| Martin ratioReturn relative to average drawdown | -0.83 | 24.15 | -24.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TDG | AMD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.44 | 4.91 | -5.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.79 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 1.07 | -0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.85 | 0.16 | +0.68 |
Drawdowns
TDG vs. AMD - Drawdown Comparison
The maximum TDG drawdown since its inception was -62.64%, smaller than the maximum AMD drawdown of -96.59%. Use the drawdown chart below to compare losses from any high point for TDG and AMD.
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Drawdown Indicators
| TDG | AMD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.64% | -96.59% | +33.95% |
Max Drawdown (1Y)Largest decline over 1 year | -25.30% | -27.76% | +2.46% |
Max Drawdown (3Y)Largest decline over 3 years | -25.30% | -63.00% | +37.70% |
Max Drawdown (5Y)Largest decline over 5 years | -25.30% | -65.45% | +40.15% |
Max Drawdown (10Y)Largest decline over 10 years | -62.64% | -65.45% | +2.81% |
Current DrawdownCurrent decline from peak | -20.46% | -9.62% | -10.84% |
Average DrawdownAverage peak-to-trough decline | -7.95% | -56.67% | +48.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.58% | 13.41% | +1.17% |
Volatility
TDG vs. AMD - Volatility Comparison
The current volatility for TransDigm Group Incorporated (TDG) is 7.72%, while Advanced Micro Devices, Inc. (AMD) has a volatility of 22.76%. This indicates that TDG 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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Volatility by Period
| TDG | AMD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.72% | 22.76% | -15.04% |
Volatility (6M)Calculated over the trailing 6-month period | 21.00% | 49.01% | -28.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.63% | 66.18% | -38.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.81% | 55.54% | -27.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.78% | 56.93% | -23.15% |
Dividends
TDG vs. AMD - Dividend Comparison
TDG's dividend yield for the trailing twelve months is around 7.46%, while AMD has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
AMD Advanced Micro Devices, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TDG TransDigm Group Incorporated | 7.46% | 6.77% | 5.92% | 3.46% | 2.94% | 0.00% | 0.00% | 11.16% | 0.00% | 8.01% | 9.64% |
Financials
TDG vs. AMD - Financials Comparison
This section allows you to compare key financial metrics between TransDigm Group Incorporated 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.
Total Revenue: Total amount of money received from sales and other business activities
TDG vs. AMD - Profitability Comparison
TDG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, TransDigm Group Incorporated reported a gross profit of 1.51B and revenue of 2.54B. Therefore, the gross margin over that period was 59.4%.
AMD - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Advanced Micro Devices, Inc. reported a gross profit of 5.42B and revenue of 10.25B. Therefore, the gross margin over that period was 52.8%.
TDG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, TransDigm Group Incorporated reported an operating income of 1.18B and revenue of 2.54B, resulting in an operating margin of 46.3%.
AMD - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Advanced Micro Devices, Inc. reported an operating income of 1.48B and revenue of 10.25B, resulting in an operating margin of 14.4%.
TDG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, TransDigm Group Incorporated reported a net income of 535.00M and revenue of 2.54B, resulting in a net margin of 21.0%.
AMD - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Advanced Micro Devices, Inc. reported a net income of 1.38B and revenue of 10.25B, resulting in a net margin of 13.5%.
Frequently Asked Questions
TDG and AMD have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMD has higher volatility (22.76%) compared to TDG (7.72%). In terms of maximum drawdown, TDG dropped -62.64% vs AMD's -96.59%.
AMD currently has the higher Sharpe Ratio (4.91 vs -0.44), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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