PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VNDA vs. AMD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between VNDA and AMD is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

VNDA vs. AMD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanda Pharmaceuticals Inc. (VNDA) 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
-15.55%
-26.93%
VNDA
AMD

Key characteristics

Sharpe Ratio

VNDA:

0.07

AMD:

-0.77

Sortino Ratio

VNDA:

0.77

AMD:

-0.95

Omega Ratio

VNDA:

1.08

AMD:

0.88

Calmar Ratio

VNDA:

0.06

AMD:

-0.73

Martin Ratio

VNDA:

0.24

AMD:

-1.21

Ulcer Index

VNDA:

20.43%

AMD:

29.70%

Daily Std Dev

VNDA:

66.58%

AMD:

46.90%

Max Drawdown

VNDA:

-98.42%

AMD:

-96.57%

Current Drawdown

VNDA:

-85.92%

AMD:

-45.94%

Fundamentals

Market Cap

VNDA:

$314.86M

AMD:

$185.19B

EPS

VNDA:

-$0.19

AMD:

$1.00

PEG Ratio

VNDA:

-2.42

AMD:

0.45

Total Revenue (TTM)

VNDA:

$145.59M

AMD:

$25.79B

Gross Profit (TTM)

VNDA:

$133.09M

AMD:

$13.19B

EBITDA (TTM)

VNDA:

-$24.22M

AMD:

$4.44B

Returns By Period

In the year-to-date period, VNDA achieves a -6.89% return, which is significantly lower than AMD's -5.39% return. Over the past 10 years, VNDA has underperformed AMD with an annualized return of -9.01%, while AMD has yielded a comparatively higher 43.77% annualized return.


VNDA

YTD

-6.89%

1M

2.29%

6M

-15.53%

1Y

1.83%

5Y*

-19.84%

10Y*

-9.01%

AMD

YTD

-5.39%

1M

-5.91%

6M

-26.93%

1Y

-34.27%

5Y*

14.88%

10Y*

43.77%

*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

VNDA vs. AMD — Risk-Adjusted Performance Rank

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

VNDA
The Risk-Adjusted Performance Rank of VNDA is 4949
Overall Rank
The Sharpe Ratio Rank of VNDA is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of VNDA is 5252
Sortino Ratio Rank
The Omega Ratio Rank of VNDA is 4747
Omega Ratio Rank
The Calmar Ratio Rank of VNDA is 4848
Calmar Ratio Rank
The Martin Ratio Rank of VNDA is 4848
Martin Ratio Rank

AMD
The Risk-Adjusted Performance Rank of AMD is 1010
Overall Rank
The Sharpe Ratio Rank of AMD is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of AMD is 1111
Sortino Ratio Rank
The Omega Ratio Rank of AMD is 1212
Omega Ratio Rank
The Calmar Ratio Rank of AMD is 77
Calmar Ratio Rank
The Martin Ratio Rank of AMD is 1313
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.

VNDA vs. AMD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanda Pharmaceuticals Inc. (VNDA) 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 VNDA, currently valued at 0.07, compared to the broader market-2.000.002.004.000.07-0.77
The chart of Sortino ratio for VNDA, currently valued at 0.77, compared to the broader market-6.00-4.00-2.000.002.004.006.000.77-0.95
The chart of Omega ratio for VNDA, currently valued at 1.08, compared to the broader market0.501.001.502.001.080.88
The chart of Calmar ratio for VNDA, currently valued at 0.06, compared to the broader market0.002.004.006.000.06-0.73
The chart of Martin ratio for VNDA, currently valued at 0.24, compared to the broader market0.0010.0020.0030.000.24-1.21
VNDA
AMD

The current VNDA Sharpe Ratio is 0.07, which is higher than the AMD Sharpe Ratio of -0.77. The chart below compares the historical Sharpe Ratios of VNDA 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-0.500.000.501.001.50SeptemberOctoberNovemberDecember2025February
0.07
-0.77
VNDA
AMD

Dividends

VNDA vs. AMD - Dividend Comparison

Neither VNDA nor AMD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

VNDA vs. AMD - Drawdown Comparison

The maximum VNDA drawdown since its inception was -98.42%, roughly equal to the maximum AMD drawdown of -96.57%. Use the drawdown chart below to compare losses from any high point for VNDA and AMD. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%SeptemberOctoberNovemberDecember2025February
-85.92%
-45.94%
VNDA
AMD

Volatility

VNDA vs. AMD - Volatility Comparison

Vanda Pharmaceuticals Inc. (VNDA) and Advanced Micro Devices, Inc. (AMD) have volatilities of 12.53% and 12.55%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


8.00%10.00%12.00%14.00%16.00%SeptemberOctoberNovemberDecember2025February
12.53%
12.55%
VNDA
AMD

Financials

VNDA vs. AMD - Financials Comparison

This section allows you to compare key financial metrics between Vanda Pharmaceuticals 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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab