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TWSCX vs. AMD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TWSCX and AMD is 0.44, 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.


-0.50.00.51.00.4

Performance

TWSCX vs. AMD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Strategic Allocation: Conservative Fund (TWSCX) and Advanced Micro Devices, Inc. (AMD). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025February
-1.05%
-27.32%
TWSCX
AMD

Key characteristics

Sharpe Ratio

TWSCX:

0.70

AMD:

-0.75

Sortino Ratio

TWSCX:

0.91

AMD:

-0.91

Omega Ratio

TWSCX:

1.15

AMD:

0.89

Calmar Ratio

TWSCX:

0.39

AMD:

-0.72

Martin Ratio

TWSCX:

1.94

AMD:

-1.18

Ulcer Index

TWSCX:

2.70%

AMD:

29.83%

Daily Std Dev

TWSCX:

7.44%

AMD:

46.81%

Max Drawdown

TWSCX:

-30.40%

AMD:

-96.57%

Current Drawdown

TWSCX:

-8.01%

AMD:

-45.74%

Returns By Period

In the year-to-date period, TWSCX achieves a 3.15% return, which is significantly higher than AMD's -5.05% return. Over the past 10 years, TWSCX has underperformed AMD with an annualized return of 0.95%, while AMD has yielded a comparatively higher 43.80% annualized return.


TWSCX

YTD

3.15%

1M

2.01%

6M

-1.05%

1Y

5.82%

5Y*

1.81%

10Y*

0.95%

AMD

YTD

-5.05%

1M

-5.57%

6M

-27.32%

1Y

-30.78%

5Y*

16.64%

10Y*

43.80%

*Annualized

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Risk-Adjusted Performance

TWSCX vs. AMD — Risk-Adjusted Performance Rank

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

TWSCX
The Risk-Adjusted Performance Rank of TWSCX is 3232
Overall Rank
The Sharpe Ratio Rank of TWSCX is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of TWSCX is 2828
Sortino Ratio Rank
The Omega Ratio Rank of TWSCX is 3838
Omega Ratio Rank
The Calmar Ratio Rank of TWSCX is 3131
Calmar Ratio Rank
The Martin Ratio Rank of TWSCX is 2929
Martin Ratio Rank

AMD
The Risk-Adjusted Performance Rank of AMD is 1111
Overall Rank
The Sharpe Ratio Rank of AMD is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of AMD is 1212
Sortino Ratio Rank
The Omega Ratio Rank of AMD is 1313
Omega Ratio Rank
The Calmar Ratio Rank of AMD is 77
Calmar Ratio Rank
The Martin Ratio Rank of AMD is 1616
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.

TWSCX vs. AMD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Strategic Allocation: Conservative Fund (TWSCX) 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 TWSCX, currently valued at 0.70, compared to the broader market-1.000.001.002.003.004.000.70-0.75
The chart of Sortino ratio for TWSCX, currently valued at 0.91, compared to the broader market0.002.004.006.008.0010.0012.000.91-0.91
The chart of Omega ratio for TWSCX, currently valued at 1.15, compared to the broader market1.002.003.004.001.150.89
The chart of Calmar ratio for TWSCX, currently valued at 0.39, compared to the broader market0.005.0010.0015.0020.000.39-0.72
The chart of Martin ratio for TWSCX, currently valued at 1.94, compared to the broader market0.0020.0040.0060.0080.001.94-1.18
TWSCX
AMD

The current TWSCX Sharpe Ratio is 0.70, which is higher than the AMD Sharpe Ratio of -0.75. The chart below compares the historical Sharpe Ratios of TWSCX 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-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.70
-0.75
TWSCX
AMD

Dividends

TWSCX vs. AMD - Dividend Comparison

TWSCX's dividend yield for the trailing twelve months is around 2.23%, while AMD has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
TWSCX
American Century Strategic Allocation: Conservative Fund
2.23%2.30%2.40%2.25%1.57%0.82%1.70%2.46%1.27%1.16%0.37%0.83%
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%0.00%

Drawdowns

TWSCX vs. AMD - Drawdown Comparison

The maximum TWSCX drawdown since its inception was -30.40%, smaller than the maximum AMD drawdown of -96.57%. Use the drawdown chart below to compare losses from any high point for TWSCX and AMD. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-8.01%
-45.74%
TWSCX
AMD

Volatility

TWSCX vs. AMD - Volatility Comparison

The current volatility for American Century Strategic Allocation: Conservative Fund (TWSCX) is 1.63%, while Advanced Micro Devices, Inc. (AMD) has a volatility of 12.24%. This indicates that TWSCX 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.


0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
1.63%
12.24%
TWSCX
AMD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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