VNDA vs. AMD

Last updated Apr 1, 2026

Compare and contrast key facts about Vanda Pharmaceuticals Inc. (VNDA) and Advanced Micro Devices, Inc. (AMD).

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.

VNDA vs. AMD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VNDA Vanda Pharmaceuticals Inc.	-21.66%	84.13%	13.51%	-42.90%	-52.90%	19.41%	-19.93%	-37.20%	71.91%	-4.70%
AMD Advanced Micro Devices, Inc.	-5.01%	77.30%	-18.06%	127.59%	-54.99%	56.91%	99.98%	148.43%	79.57%	-9.35%

Fundamentals

Market Cap VNDA : $408.37M AMD : $335.46B
EPS VNDA : -$3.74 AMD : $2.64
PS Ratio VNDA : 1.89 AMD : 9.63
PB Ratio VNDA : 1.25 AMD : 5.32
Total Revenue (TTM) VNDA : $216.11M AMD : $34.64B
Gross Profit (TTM) VNDA : $201.31M AMD : $17.15B
EBITDA (TTM) VNDA : -$127.71M AMD : $6.18B

Returns By Period

In the year-to-date period, VNDA achieves a -21.66% return, which is significantly lower than AMD's -5.01% return. Over the past 10 years, VNDA has underperformed AMD with an annualized return of -1.92%, while AMD has yielded a comparatively higher 53.34% annualized return.

VNDA

• 1D: 3.91%
• 1M: -22.45%
• YTD: -21.66%
• 6M: 38.48%
• 1Y: 50.54%
• 3Y*: 0.59%
• 5Y*: -15.15%
• 10Y*: -1.92%

AMD

• 1D: 3.77%
• 1M: 1.61%
• YTD: -5.01%
• 6M: 25.74%
• 1Y: 98.00%
• 3Y*: 27.56%
• 5Y*: 20.20%
• 10Y*: 53.34%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

VNDA vs. AMD — Risk / Return Rank

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

VNDA

VNDA Risk / Return Rank: 69
VNDA Sharpe Ratio Rank: 64
VNDA Sortino Ratio Rank: 69
VNDA Omega Ratio Rank: 70
VNDA Calmar Ratio Rank: 69
VNDA Martin Ratio Rank: 73

AMD

AMD Risk / Return Rank: 85
AMD Sharpe Ratio Rank: 85
AMD Sortino Ratio Rank: 84
AMD Omega Ratio Rank: 83
AMD Calmar Ratio Rank: 89
AMD Martin Ratio Rank: 84

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.

VNDA vs. AMD - Risk-Adjusted Trends 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.

	VNDA	AMD	Difference
Sharpe ratio Return per unit of total volatility	0.63	1.52	-0.89
Sortino ratio Return per unit of downside risk	1.54	2.31	-0.77
Omega ratio Gain probability vs. loss probability	1.22	1.30	-0.08
Calmar ratio Return relative to maximum drawdown	1.36	3.50	-2.13
Martin ratio Return relative to average drawdown	4.13	7.16	-3.03
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VNDA vs. AMD - Sharpe Ratio Comparison

The current VNDA Sharpe Ratio is 0.63, which is lower than the AMD Sharpe Ratio of 1.52. 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.

Sharpe Ratios by Period

	VNDA	AMD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.63	1.52	-0.89
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.25	0.38	-0.63
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.03	0.91	-0.95
Sharpe Ratio (All Time) Calculated using the full available price history	-0.01	0.13	-0.14

Correlation

The correlation between VNDA and AMD is 0.24, 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.

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 -96.59%. Use the drawdown chart below to compare losses from any high point for VNDA and AMD.

Drawdown Indicators

	VNDA	AMD	Difference
Max Drawdown Largest peak-to-trough decline	-98.42%	-96.59%	-1.83%
Max Drawdown (1Y) Largest decline over 1 year	-34.69%	-27.76%	-6.93%
Max Drawdown (5Y) Largest decline over 5 years	-84.29%	-65.45%	-18.84%
Max Drawdown (10Y) Largest decline over 10 years	-89.26%	-65.45%	-23.81%
Current Drawdown Current decline from peak	-78.18%	-23.04%	-55.14%
Average Drawdown Average peak-to-trough decline	-64.96%	-56.90%	-8.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.46%	13.56%	-2.10%

Volatility

VNDA vs. AMD - Volatility Comparison

Vanda Pharmaceuticals Inc. (VNDA) has a higher volatility of 27.03% compared to Advanced Micro Devices, Inc. (AMD) at 16.50%. 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.

Volatility by Period

	VNDA	AMD	Difference
Volatility (1M) Calculated over the trailing 1-month period	27.03%	16.50%	+10.53%
Volatility (6M) Calculated over the trailing 6-month period	71.70%	49.06%	+22.64%
Volatility (1Y) Calculated over the trailing 1-year period	80.25%	64.69%	+15.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	59.88%	53.46%	+6.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	55.62%	58.64%	-3.02%

Financials