Advanced Micro Devices (AMD): analysis and statistics
Return, volatility, Sharpe ratio and risk for Advanced Micro Devices, a component of both the S&P 500 and the Nasdaq 100 in the Information Technology sector. Data as of 2026-09-13.
| Last close price | $516.13 |
| Sector (GICS) | Information Technology |
| Annualized return (3.0 yr) | +69.18% |
| Total return over period | +379.18% |
| Annualized volatility | 58.38% |
| Period volatility | 100.78% |
| Sharpe ratio | 1.12 |
| Sortino ratio | 1.80 |
| Max drawdown | -63.00% |
| CVaR 95% (avg. loss, worst 5% of days) | -7.48% |
| Correlation with the S&P 500 | 0.60 |
| Period range | $78.21 – $580.91 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Advanced Micro Devices (AMD) has posted an annualized return of +69.18% with annual volatility of 58.38%, a Sharpe ratio of 1.12. Its worst stretch (max drawdown from a peak) was -63.00%. Its correlation with the S&P 500 is 0.60, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how AMD would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Advanced Micro Devices (AMD) is of both the S&P 500 and the Nasdaq 100.
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