Advanced Micro Devices Inc

10-Year Study

AMD.XETRA · Technology · DE · Common Stock

Executive Summary: Advanced Micro Devices Inc has compounded at 50.5% annually over the last 10 years, with a maximum drawdown of 57.0% and an annualized volatility of 76.3%.

1Y CAGR
+159.9%
3Y CAGR
+28.9%
5Y CAGR
+29.8%
10Y CAGR
+50.5%

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 →
57.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.33
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
3.04
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
58.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +168.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -54.1%
% 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.
202610.5-16.62.035.6————————27.5%
2025-5.3-14.8-2.7-10.416.226.127.0-10.7-0.860.0-16.0-1.254.2%
202413.212.2-2.0-11.0-0.31.5-11.2-1.911.3-9.0-2.6-8.4-11.7%
202314.28.320.5-11.341.4-6.9-1.8-4.2-0.4-5.820.322.2125.8%
2022-23.610.8-8.9-16.714.7-23.022.0-7.0-20.7-8.517.0-15.9-54.1%
2021-3.5-1.3-5.53.7-5.921.113.25.1-4.316.433.4-6.376.4%
20204.4-4.96.312.6-4.3-1.541.913.3-6.1-7.715.9-1.079.1%
201939.4-4.210.37.44.25.74.12.1-8.217.316.016.0168.3%
201823.1-7.3-19.412.430.39.523.634.923.3-40.617.4-17.275.1%
2017-14.045.3-2.7-9.5-19.510.07.2-7.0-0.8-12.6-3.0-4.0-21.6%
2016———22.634.411.634.67.2-7.18.230.030.3352.2%

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 76.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 51.5% of variance. Idiosyncratic stock-specific factors contribute 14.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0112258.975393303752
2016-05-0116470.35094796289
2016-06-0118378.378378378377
2016-07-0124743.848325937877
2016-08-0126534.89310205728
2016-09-0124647.035094796287
2016-10-0126676.07906413877
2016-11-0134691.40782573618
2016-12-0145219.846712384024
2017-01-0138886.64784187172
2017-02-0156514.72367890278
2017-03-0154981.84751916095
2017-04-0149737.79749899153
2017-05-0140052.440500201694
2017-06-0144070.189592577655
2017-07-0147236.78902783381
2017-08-0143929.00363049617
2017-09-0143586.123436869704
2017-10-0138079.87091569181
2017-11-0136934.24768051634
2017-12-0135449.7781363453
2018-01-0143646.6317063332
2018-02-0140459.862847922544
2018-03-0132593.787817668413
2018-04-0136627.67244856797
2018-05-0147720.85518354175
2018-06-0152238.805970149246
2018-07-0164582.4929407019
2018-08-0187091.5691811214
2018-09-01107422.34772085518
2018-10-0163856.39370713998
2018-11-0174949.57644211374
2018-12-0162081.48446954417
2019-01-0186567.16417910447
2019-02-0182896.32916498589
2019-03-0191407.82573618394
2019-04-0198144.41306978618
2019-05-01102299.31423961274
2019-06-01108128.2775312626
2019-07-01112605.88947156111
2019-08-01114985.88140379183
2019-09-01105546.59136748688
2019-10-01123840.25816861638
2019-11-01143606.2928600242
2019-12-01166538.92698668817
2020-01-01173880.59701492538
2020-02-01165369.10044372728
2020-03-01175716.01452198467
2020-04-01197922.5494150867
2020-05-01189471.56111335213
2020-06-01186607.50302541346
2020-07-01264703.5094796289
2020-08-01299959.661153691
2020-09-01281766.84146833397
2020-10-01260024.20330778538
2020-11-01301492.5373134328
2020-12-01298346.1073013311
2021-01-01287858.0072609923
2021-02-01284187.1722468737
2021-03-01268616.3775716015
2021-04-01278539.7337636143
2021-05-01262202.5010084711
2021-06-01317466.7204517951
2021-07-01359459.45945945947
2021-08-01377732.95683743444
2021-09-01361395.7240822913
2021-10-01420814.84469544166
2021-11-01561516.7406212181
2021-12-01526260.5889471561
2022-01-01402178.29770068574
2022-02-01445582.8963291649
2022-03-01406131.5046389674
2022-04-01338120.2097620007
2022-05-01387817.6684146833
2022-06-01298628.47922549414
2022-07-01364461.47640177485
2022-08-01338805.9701492537
2022-09-01268576.0387252924
2022-10-01245703.91286809195
2022-11-01287414.2799515934
2022-12-01241629.6893908834
2023-01-01275837.03106091166
2023-02-01298830.1734570391
2023-03-01360145.2198467124
2023-04-01319362.64622831787
2023-05-01451714.4009681323
2023-06-01420411.4562323517
2023-07-01412747.0754336426
2023-08-01395441.7103670835
2023-09-01393989.51189995965
2023-10-01371117.3860427591
2023-11-01446389.67325534485
2023-12-01545703.912868092
2024-01-01617507.059298104
2024-02-01692860.0242033077
2024-03-01679144.8164582493
2024-04-01604356.5954013715
2024-05-01602662.3638563937
2024-06-01611940.2985074626
2024-07-01543686.9705526422
2024-08-01533198.8705123034
2024-09-01593465.1068979427
2024-10-01539895.1189995966
2024-11-01525857.2004840662
2024-12-01481807.18031464296
2025-01-01456474.3848325938
2025-02-01389108.5114965711
2025-03-01378701.0891488503
2025-04-01339451.3916901977
2025-05-01394312.2226704316
2025-06-01497377.97498991527
2025-07-01631544.9778136346
2025-08-01564098.426784994
2025-09-01559661.1536910044
2025-10-01895320.6938281565
2025-11-01751674.0621218233
2025-12-01742718.8382412263
2026-01-01820693.8281565147
2026-02-01684388.8664784187
2026-03-01698265.429608713
2026-04-01946954.4171036708
Annual Return Matrix
YearAnnual Return
2017-0.21605709188224798
20180.7512517068730087
20191.6825860948667963
20200.7914496790601913
20210.7639264467279614
2022-0.5408554346159743
20231.2584307178631051
2024-0.11709047900650504
20250.5415271265907569
20260.2749837062785139
Total Factor Risk
0.7627813805312483
VTI.US Exposure
-0.04557480907507367
VEA.US Exposure
0.033208943117803966
VWO.US Exposure
-0.00528349190367165
QQQ.US Exposure
0.19321527571677696
VTV.US Exposure
0.009154647731941329
IJR.US Exposure
0.025018573737596292
QUAL.US Exposure
-0.00661343014393872
SHV.US Exposure
0.5146620202246635
TLT.US Exposure
-0.014592137021399755
LQD.US Exposure
0.07968369556079324
HYG.US Exposure
0.014855253130666893
GLD.US Exposure
0.0014964819046263955
USO.US Exposure
-0.000275671586355637
VNQ.US Exposure
-0.012412829678565713
BTC-USD.CC Exposure
0.010548339637762413
CPER.US Exposure
0.00006264674443934998
VIX.INDX Exposure
-0.017354926818564365
UUP.US Exposure
0.02768283398292296
TIP.US Exposure
0.04319709097084683
Idiosyncratic Exposure
0.1493214937667294
Value Score
17
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
76.3%

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 →82.5x
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$311.4B
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 →
+30.5%
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 →
+36.0%
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.XETRA) has an annualized volatility of 76.3% and experienced a maximum drawdown of 57.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AMD.XETRA has generated a Compound Annual Growth Rate (CAGR) of 50.5%. 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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