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USD vs. AMD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USD vs. AMD - Performance Comparison

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

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Returns By Period

In the year-to-date period, USD achieves a 86.87% return, which is significantly lower than AMD's 138.87% return. Both investments have delivered pretty close results over the past 10 years, with USD having a 60.21% annualized return and AMD not far ahead at 60.93%.


USD

1D
2.08%
1M
-6.17%
YTD
86.87%
6M
97.77%
1Y
222.89%
3Y*
111.11%
5Y*
65.02%
10Y*
60.21%

AMD

1D
4.73%
1M
13.76%
YTD
138.87%
6M
142.70%
1Y
340.40%
3Y*
60.16%
5Y*
44.46%
10Y*
60.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD vs. AMD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USD
ProShares Ultra Semiconductors
86.87%62.08%139.64%228.79%-68.57%104.27%68.16%110.37%-26.88%81.72%
AMD
Advanced Micro Devices, Inc.
138.87%77.30%-18.06%127.59%-54.99%56.91%99.98%148.43%79.57%-9.35%

Correlation

The correlation between USD and AMD is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.66

Correlation (3Y)
Calculated over the trailing 3-year period

0.68

Correlation (5Y)
Calculated over the trailing 5-year period

0.76

Correlation (10Y)
Calculated over the trailing 10-year period

0.70

Correlation (All Time)
Calculated using the full available price history since Feb 1, 2007

0.65

The correlation between USD and AMD shifts across timeframes, from 0.65 (all time) to 0.76 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

USD vs. AMD — Risk / Return Rank

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

USD
USD Risk / Return Rank: 8888
Overall Rank
USD Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
USD Sortino Ratio Rank: 7979
Sortino Ratio Rank
USD Omega Ratio Rank: 8181
Omega Ratio Rank
USD Calmar Ratio Rank: 9595
Calmar Ratio Rank
USD Martin Ratio Rank: 9191
Martin Ratio Rank

AMD
AMD Risk / Return Rank: 9898
Overall Rank
AMD Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
AMD Sortino Ratio Rank: 9797
Sortino Ratio Rank
AMD Omega Ratio Rank: 9696
Omega Ratio Rank
AMD Calmar Ratio Rank: 9898
Calmar Ratio Rank
AMD Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

USD vs. AMD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Semiconductors (USD) 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.


USDAMDDifference
Sharpe ratioReturn per unit of total volatility

-1.81

Sortino ratioReturn per unit of downside risk

-1.49

Omega ratioGain probability vs. loss probability

1.41

1.60

-0.19

Calmar ratioReturn relative to maximum drawdown

6.58

12.04

-5.46

Martin ratioReturn relative to average drawdown

18.43

24.74

-6.31

USD vs. AMD - Sharpe Ratio Comparison

The current USD Sharpe Ratio is 3.20, which is lower than the AMD Sharpe Ratio of 5.01. The chart below compares the historical Sharpe Ratios of USD and AMD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

USD vs. AMD - Drawdown Comparison

The maximum USD drawdown since its inception was -88.63%, smaller than the maximum AMD drawdown of -96.59%. Use the drawdown chart below to compare losses from any high point for USD and AMD.


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Drawdown Indicators


USDAMDDifference

Max Drawdown

Largest peak-to-trough decline

-88.63%

-96.59%

+7.96%

Max Drawdown (1Y)

Largest decline over 1 year

-31.80%

-27.76%

-4.04%

Max Drawdown (3Y)

Largest decline over 3 years

-64.46%

-63.00%

-1.46%

Max Drawdown (5Y)

Largest decline over 5 years

-77.85%

-65.45%

-12.40%

Max Drawdown (10Y)

Largest decline over 10 years

-77.85%

-65.45%

-12.40%

Current Drawdown

Current decline from peak

-13.67%

-5.70%

-7.97%

Average Drawdown

Average peak-to-trough decline

-32.32%

-56.65%

+24.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.34%

13.48%

-2.14%

Volatility

USD vs. AMD - Volatility Comparison

ProShares Ultra Semiconductors (USD) has a higher volatility of 29.56% compared to Advanced Micro Devices, Inc. (AMD) at 22.71%. This indicates that USD'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.


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Volatility by Period


USDAMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.56%

22.71%

+6.85%

Volatility (6M)

Calculated over the trailing 6-month period

52.44%

50.12%

+2.32%

Volatility (1Y)

Calculated over the trailing 1-year period

65.34%

66.74%

-1.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

77.19%

55.71%

+21.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.61%

56.99%

+12.62%

Dividends

USD vs. AMD - Dividend Comparison

USD's dividend yield for the trailing twelve months is around 0.25%, while AMD has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
USD
ProShares Ultra Semiconductors
0.25%0.39%0.10%0.05%0.30%0.00%0.14%0.72%0.93%0.32%0.46%0.39%

Frequently Asked Questions


USD and AMD have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USD has higher volatility (29.56%) compared to AMD (22.71%). In terms of maximum drawdown, USD dropped -88.63% vs AMD's -96.59%.

AMD currently has the higher Sharpe Ratio (5.01 vs 3.20), 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.

Portfolio Optimizer

Find the right allocation for USD 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.

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