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

Performance

ZBRA vs. AMD - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
17.60%
-16.87%
ZBRA
AMD

Returns By Period

In the year-to-date period, ZBRA achieves a 40.68% return, which is significantly higher than AMD's -6.65% return. Over the past 10 years, ZBRA has underperformed AMD with an annualized return of 18.19%, while AMD has yielded a comparatively higher 47.89% annualized return.


ZBRA

YTD

40.68%

1M

3.20%

6M

17.60%

1Y

72.89%

5Y (annualized)

9.59%

10Y (annualized)

18.19%

AMD

YTD

-6.65%

1M

-12.86%

6M

-16.87%

1Y

15.47%

5Y (annualized)

28.68%

10Y (annualized)

47.89%

Fundamentals


ZBRAAMD
Market Cap$19.83B$223.30B
EPS$7.34$1.13
PE Ratio52.39121.77
PEG Ratio0.810.36
Total Revenue (TTM)$4.65B$24.30B
Gross Profit (TTM)$2.13B$12.43B
EBITDA (TTM)$735.00M$4.78B

Key characteristics


ZBRAAMD
Sharpe Ratio2.290.27
Sortino Ratio3.260.71
Omega Ratio1.401.09
Calmar Ratio1.170.34
Martin Ratio14.940.60
Ulcer Index4.98%22.03%
Daily Std Dev32.49%48.49%
Max Drawdown-73.42%-96.57%
Current Drawdown-37.43%-34.90%

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Correlation

-0.50.00.51.00.3

The correlation between ZBRA and AMD is 0.33, 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.

Risk-Adjusted Performance

ZBRA vs. AMD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Zebra Technologies Corporation (ZBRA) 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 ZBRA, currently valued at 2.29, compared to the broader market-4.00-2.000.002.004.002.290.27
The chart of Sortino ratio for ZBRA, currently valued at 3.26, compared to the broader market-4.00-2.000.002.004.003.260.71
The chart of Omega ratio for ZBRA, currently valued at 1.40, compared to the broader market0.501.001.502.001.401.09
The chart of Calmar ratio for ZBRA, currently valued at 1.17, compared to the broader market0.002.004.006.001.170.34
The chart of Martin ratio for ZBRA, currently valued at 14.94, compared to the broader market-10.000.0010.0020.0030.0014.940.60
ZBRA
AMD

The current ZBRA Sharpe Ratio is 2.29, which is higher than the AMD Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of ZBRA 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 Ratio0.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.29
0.27
ZBRA
AMD

Dividends

ZBRA vs. AMD - Dividend Comparison

Neither ZBRA nor AMD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ZBRA vs. AMD - Drawdown Comparison

The maximum ZBRA drawdown since its inception was -73.42%, smaller than the maximum AMD drawdown of -96.57%. Use the drawdown chart below to compare losses from any high point for ZBRA and AMD. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-37.43%
-34.90%
ZBRA
AMD

Volatility

ZBRA vs. AMD - Volatility Comparison

The current volatility for Zebra Technologies Corporation (ZBRA) is 8.28%, while Advanced Micro Devices, Inc. (AMD) has a volatility of 14.85%. This indicates that ZBRA 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.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
8.28%
14.85%
ZBRA
AMD

Financials

ZBRA vs. AMD - Financials Comparison

This section allows you to compare key financial metrics between Zebra Technologies Corporation 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