Advanced Micro Devices Inc

10-Year Study

AMD.US · Technology · US · Common Stock

Executive Summary: Advanced Micro Devices Inc has compounded at 51.3% annually over the last 10 years, with a maximum drawdown of 62.1% and an annualized volatility of 73.7%.

1Y CAGR
+173.1%
3Y CAGR
+34.1%
5Y CAGR
+28.8%
10Y CAGR
+51.3%

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 →
62.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.35
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
3.02
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
58.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +148.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -55.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202610.5-15.41.636.8————————29.9%
2025-4.0-13.92.9-5.213.728.124.2-7.8-0.558.3-15.1-1.577.3%
202413.814.8-6.3-12.25.4-2.8-10.92.810.4-12.2-4.8-11.9-18.1%
202316.04.624.7-8.832.3-3.60.4-7.6-2.7-4.223.021.7127.6%
2022-20.68.0-11.4-21.819.1-24.923.5-10.2-25.3-5.229.3-16.6-55.0%
2021-6.6-1.3-7.14.0-1.917.313.14.3-7.116.831.7-9.156.9%
20202.5-3.20.015.22.7-2.247.217.3-9.7-8.223.1-1.0100.0%
201932.2-3.68.58.3-0.810.80.33.3-7.817.015.417.1148.4%
201833.7-11.9-17.08.326.29.222.337.322.7-41.017.0-13.379.6%
2017-8.639.40.6-8.6-15.911.59.1-4.5-1.9-13.8-0.9-5.6-9.3%
2016———24.628.712.533.57.9-6.64.623.227.3297.9%

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 73.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 49.8% of variance. Idiosyncratic stock-specific factors contribute 16.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0112456.140350877191
2016-05-0116035.087719298246
2016-06-0118035.087719298244
2016-07-0124070.175438596492
2016-08-0125964.912280701756
2016-09-0124245.614035087718
2016-10-0125368.421052631576
2016-11-0131263.15789473684
2016-12-0139789.47368421053
2017-01-0136385.9649122807
2017-02-0150736.84210526315
2017-03-0151052.631578947374
2017-04-0146666.66666666667
2017-05-0139263.15789473684
2017-06-0143789.47368421053
2017-07-0147754.385964912275
2017-08-0145614.0350877193
2017-09-0144736.84210526316
2017-10-0138543.8596491228
2017-11-0138210.52631578947
2017-12-0136070.17543859649
2018-01-0148210.52631578947
2018-02-0142491.228070175435
2018-03-0135263.15789473685
2018-04-0138175.43859649123
2018-05-0148175.43859649123
2018-06-0152596.491228070176
2018-07-0164315.7894736842
2018-08-0188315.7894736842
2018-09-01108385.9649122807
2018-10-0163894.73684210526
2018-11-0174736.84210526316
2018-12-0164771.9298245614
2019-01-0185649.12280701754
2019-02-0182561.40350877192
2019-03-0189543.8596491228
2019-04-0196947.36842105263
2019-05-0196175.43859649124
2019-06-01106561.40350877192
2019-07-01106842.1052631579
2019-08-01110350.87719298244
2019-09-01101719.29824561403
2019-10-01119052.63157894737
2019-11-01137368.42105263157
2019-12-01160912.28070175435
2020-01-01164912.28070175438
2020-02-01159578.94736842104
2020-03-01159578.94736842104
2020-04-01183824.56140350876
2020-05-01188771.9298245614
2020-06-01184596.4912280702
2020-07-01271684.2105263158
2020-08-01318666.6666666666
2020-09-01287684.2105263158
2020-10-01264175.43859649124
2020-11-01325122.8070175439
2020-12-01321789.4736842105
2021-01-01300491.22807017545
2021-02-01296526.31578947365
2021-03-01275438.59649122803
2021-04-01286385.96491228073
2021-05-01280982.45614035084
2021-06-01329578.94736842107
2021-07-01372596.4912280701
2021-08-01388491.22807017545
2021-09-01361052.6315789474
2021-10-01421859.649122807
2021-11-01555684.2105263157
2021-12-01504912.2807017544
2022-01-01400877.1929824561
2022-02-01432771.9298245614
2022-03-01383649.1228070175
2022-04-01300070.17543859646
2022-05-01357403.50877192983
2022-06-01268315.7894736842
2022-07-01331473.68421052635
2022-08-01297789.47368421056
2022-09-01222315.78947368418
2022-10-01210736.84210526317
2022-11-01272385.9649122807
2022-12-01227263.1578947368
2023-01-01263684.2105263158
2023-02-01275719.298245614
2023-03-01343894.7368421053
2023-04-01313578.94736842107
2023-05-01414771.9298245614
2023-06-01399684.2105263158
2023-07-01401403.5087719299
2023-08-01370947.36842105264
2023-09-01360771.9298245614
2023-10-01345614.0350877193
2023-11-01425122.8070175439
2023-12-01517228.0701754386
2024-01-01588385.9649122807
2024-02-01675543.8596491228
2024-03-01633298.2456140352
2024-04-01555719.298245614
2024-05-01585614.0350877193
2024-06-01569157.8947368421
2024-07-01506947.3684210526
2024-08-01521263.15789473685
2024-09-01575719.298245614
2024-10-01505508.77192982455
2024-11-01481315.7894736843
2024-12-01423824.56140350876
2025-01-01406842.10526315786
2025-02-01350385.9649122807
2025-03-01360491.2280701754
2025-04-01341578.947368421
2025-05-01388526.31578947365
2025-06-01497894.7368421053
2025-07-01618631.5789473684
2025-08-01570631.5789473684
2025-09-01567684.2105263157
2025-10-01898666.6666666666
2025-11-01763263.1578947369
2025-12-01751438.596491228
2026-01-01830631.5789473683
2026-02-01702491.2280701754
2026-03-01713789.4736842106
2026-04-01976350.8771929824
Annual Return Matrix
YearAnnual Return
2017-0.09347442680776019
20180.7957198443579769
20191.4842903575297939
20200.9997819450501526
20210.5690764365936105
2022-0.5498957609451007
20231.2758993361123978
2024-0.18058476358456
20250.7729944531832105
20260.2993089279043706
Total Factor Risk
0.7373880139590696
VTI.US Exposure
-0.04339846840650481
VEA.US Exposure
0.05174808442426099
VWO.US Exposure
-0.009055837552974939
QQQ.US Exposure
0.19909778368387365
VTV.US Exposure
0.011376525483540829
IJR.US Exposure
0.024726009016660985
QUAL.US Exposure
-0.01166008269505825
SHV.US Exposure
0.4981809434286587
TLT.US Exposure
-0.021520690371228467
LQD.US Exposure
0.11362768453923691
HYG.US Exposure
0.006088411596032438
GLD.US Exposure
0.0009866681955153823
USO.US Exposure
-0.0010133081056083225
VNQ.US Exposure
-0.01807581887487723
BTC-USD.CC Exposure
0.01027214529961817
CPER.US Exposure
-0.00006994614988475441
VIX.INDX Exposure
-0.021923846502763553
UUP.US Exposure
0.002373058931693211
TIP.US Exposure
0.04179185412427472
Idiosyncratic Exposure
0.1664488299355343
Value Score
16.7
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
73.7%

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 →83.3x
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$354.6B
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 →
+32.1%
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 →
+37.9%
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 Inc a high-risk investment?

Advanced Micro Devices Inc (AMD.US) has an annualized volatility of 73.7% and experienced a maximum drawdown of 62.1% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AMD.US has generated a Compound Annual Growth Rate (CAGR) of 51.3%. It has had a positive return in 70% 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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