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VNDA vs. AMD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between VNDA and AMD is 0.35, 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.


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.

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Key characteristics

Sharpe Ratio

VNDA:

-0.28

AMD:

-0.64

Sortino Ratio

VNDA:

-0.09

AMD:

-0.82

Omega Ratio

VNDA:

0.99

AMD:

0.90

Calmar Ratio

VNDA:

-0.15

AMD:

-0.56

Martin Ratio

VNDA:

-0.50

AMD:

-1.15

Ulcer Index

VNDA:

25.64%

AMD:

30.89%

Daily Std Dev

VNDA:

48.38%

AMD:

52.81%

Max Drawdown

VNDA:

-98.42%

AMD:

-96.57%

Current Drawdown

VNDA:

-86.30%

AMD:

-47.62%

Fundamentals

Market Cap

VNDA:

$258.72M

AMD:

$183.27B

EPS

VNDA:

-$0.75

AMD:

$1.34

PEG Ratio

VNDA:

-2.42

AMD:

0.58

PS Ratio

VNDA:

1.28

AMD:

6.60

PB Ratio

VNDA:

0.51

AMD:

3.17

Total Revenue (TTM)

VNDA:

$201.35M

AMD:

$27.75B

Gross Profit (TTM)

VNDA:

$186.45M

AMD:

$14.13B

EBITDA (TTM)

VNDA:

-$66.55M

AMD:

$5.95B

Returns By Period

In the year-to-date period, VNDA achieves a -9.39% return, which is significantly lower than AMD's -8.33% return. Over the past 10 years, VNDA has underperformed AMD with an annualized return of -9.23%, while AMD has yielded a comparatively higher 47.32% annualized return.


VNDA

YTD

-9.39%

1M

-2.25%

6M

-15.73%

1Y

-15.07%

3Y*

-23.85%

5Y*

-18.02%

10Y*

-9.23%

AMD

YTD

-8.33%

1M

14.57%

6M

-19.28%

1Y

-33.65%

3Y*

2.82%

5Y*

15.53%

10Y*

47.32%

*Annualized

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Vanda Pharmaceuticals Inc.

Advanced Micro Devices, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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 3636
Overall Rank
The Sharpe Ratio Rank of VNDA is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of VNDA is 3333
Sortino Ratio Rank
The Omega Ratio Rank of VNDA is 3434
Omega Ratio Rank
The Calmar Ratio Rank of VNDA is 4141
Calmar Ratio Rank
The Martin Ratio Rank of VNDA is 4040
Martin Ratio Rank

AMD
The Risk-Adjusted Performance Rank of AMD is 1616
Overall Rank
The Sharpe Ratio Rank of AMD is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of AMD is 1515
Sortino Ratio Rank
The Omega Ratio Rank of AMD is 1717
Omega Ratio Rank
The Calmar Ratio Rank of AMD is 1515
Calmar Ratio Rank
The Martin Ratio Rank of AMD is 2020
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.


The current VNDA Sharpe Ratio is -0.28, which is higher than the AMD Sharpe Ratio of -0.64. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

VNDA vs. AMD - Volatility Comparison

Vanda Pharmaceuticals Inc. (VNDA) has a higher volatility of 13.52% compared to Advanced Micro Devices, Inc. (AMD) at 10.78%. This indicates that VNDA'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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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


0.002.00B4.00B6.00B8.00B20212022202320242025
50.04M
7.44B
(VNDA) Total Revenue
(AMD) Total Revenue
Values in USD except per share items

VNDA vs. AMD - Profitability Comparison

The chart below illustrates the profitability comparison between Vanda Pharmaceuticals Inc. and Advanced Micro Devices, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%80.0%90.0%20212022202320242025
93.0%
50.2%
(VNDA) Gross Margin
(AMD) Gross Margin
VNDA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, Vanda Pharmaceuticals Inc. reported a gross profit of 46.52M and revenue of 50.04M. Therefore, the gross margin over that period was 93.0%.

AMD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, Advanced Micro Devices, Inc. reported a gross profit of 3.74B and revenue of 7.44B. Therefore, the gross margin over that period was 50.2%.

VNDA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, Vanda Pharmaceuticals Inc. reported an operating income of -41.03M and revenue of 50.04M, resulting in an operating margin of -82.0%.

AMD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, Advanced Micro Devices, Inc. reported an operating income of 806.00M and revenue of 7.44B, resulting in an operating margin of 10.8%.

VNDA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, Vanda Pharmaceuticals Inc. reported a net income of -29.49M and revenue of 50.04M, resulting in a net margin of -58.9%.

AMD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, Advanced Micro Devices, Inc. reported a net income of 709.00M and revenue of 7.44B, resulting in a net margin of 9.5%.