Advanced Micro Devices CDR (CAD Hedged)

10-Year Study

AMD.TO · Technology · CA · Common Stock

Executive Summary: Advanced Micro Devices CDR (CAD Hedged) has compounded at -8.5% annually over the last 10 years, with a maximum drawdown of 88.6% and an annualized volatility of 102.0%.

1Y CAGR
+165.5%
3Y CAGR
+31.2%
5Y CAGR
-7.9%
10Y CAGR
-8.5%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
88.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.11
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.18
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
61.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +124.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -87.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202610.5-15.61.336.2————————28.7%
2025-4.2-14.12.3-5.213.427.924.0-8.0-0.758.5-15.6-1.872.0%
202413.414.9-6.4-12.04.7-2.9-11.02.510.3-12.3-4.8-12.2-19.5%
202315.74.824.2-8.932.0-3.70.2-7.5-3.2-4.022.821.6124.1%
2022-19.0-3.5-0.5-14.5-21.3-9.8-60.7-10.4-25.6-5.428.2-16.6-87.5%
2021————-3.817.96.25.52.31.5-4.62.128.4%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 102.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 46.4% of variance. Idiosyncratic stock-specific factors contribute 19.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-04-0110000
2021-05-019618.790613341202
2021-06-0111337.849936686594
2021-07-0112036.281195297754
2021-08-0112697.627719108244
2021-09-0112993.734529770012
2021-10-0113186.820912096302
2021-11-0112573.670387209932
2021-12-0112842.810858992782
2022-01-0110403.289388723502
2022-02-0110039.171587752262
2022-03-019987.284353312005
2022-04-018539.501468453034
2022-05-016717.785254838259
2022-06-016058.069596497785
2022-07-012378.0652398190805
2022-08-012130.665548157141
2022-09-011585.376866671668
2022-10-011499.5443254982133
2022-11-011922.395553106074
2022-12-011603.0481872354899
2023-01-011854.2344528732847
2023-02-011942.591537199767
2023-03-012412.1458501238967
2023-04-012197.5644971902598
2023-05-012900.633634811519
2023-06-012794.6052299212147
2023-07-012799.65431622727
2023-08-012588.8597780231753
2023-09-012506.8140515792625
2023-10-012405.834492241327
2023-11-012953.6478372566717
2023-12-013592.3425689978394
2024-01-014073.257205733751
2024-02-014681.658141899645
2024-03-014381.244247792553
2024-04-013853.627007247745
2024-05-014036.652052275907
2024-06-013918.0014131278363
2024-07-013487.5764356840486
2024-08-013573.408976857504
2024-09-013941.983850820541
2024-10-013458.5449116852883
2024-11-013291.9289156444347
2024-12-012891.797974529608
2025-01-012769.3605206519956
2025-02-012378.0652205587853
2025-03-012432.3416560598616
2025-04-012304.8551447666364
2025-05-012614.1046028541637
2025-06-013342.418632717444
2025-07-014145.204981058945
2025-08-013814.4973973082
2025-09-013789.2525435867697
2025-10-016004.4884576423265
2025-11-015066.6421418911705
2025-12-014974.498425807948
2026-01-015494.542412469423
2026-02-014640.004113998989
2026-03-014701.854005616495
2026-04-016402.094903754862
Annual Return Matrix
YearAnnual Return
2022-0.8751793353623203
20231.2409448434566115
2024-0.19501052057617752
20250.7202095269525595
20260.286982999238772
Total Factor Risk
1.0195528342881197
VTI.US Exposure
0.017902731123969604
VEA.US Exposure
0.013166003683929157
VWO.US Exposure
-0.0009396917177482789
QQQ.US Exposure
0.06253267794974245
VTV.US Exposure
0.03704788016143027
IJR.US Exposure
-0.0014809115379402044
QUAL.US Exposure
-0.0032286846206546174
SHV.US Exposure
0.4644789867060452
TLT.US Exposure
-0.00324729740234247
LQD.US Exposure
0.07127118653766366
HYG.US Exposure
0.10507873964090234
GLD.US Exposure
0.0016392259095710064
USO.US Exposure
0.0017085980765375083
VNQ.US Exposure
0.0015913262755722266
BTC-USD.CC Exposure
0.0040760667755882
CPER.US Exposure
0.0017991019544915934
VIX.INDX Exposure
0.0014923246754498505
UUP.US Exposure
0.026553474357369156
TIP.US Exposure
0.0013668294938373054
Idiosyncratic Exposure
0.19719143195658612
Value Score
18.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
102.0%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →79.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$487.0B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+31.5%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+36.5%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.96
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Advanced Micro Devices CDR (CAD Hedged) a high-risk investment?

Advanced Micro Devices CDR (CAD Hedged) (AMD.TO) has an annualized volatility of 102.0% and experienced a maximum drawdown of 88.6% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of AMD.TO?

Over the past 10 years, AMD.TO has generated a Compound Annual Growth Rate (CAGR) of -8.5%. It has had a positive return in 60% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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