Advanced Micro Devices (AMD): analysis and statistics
Return, volatility, Sharpe ratio and risk for Advanced Micro Devices, an S&P 500 component in the Information Technology sector. Data as of 2026-07-30.
| Last close price | $485.69 |
| Sector (GICS) | Information Technology |
| Annualized return (3.0 yr) | +62.34% |
| Total return over period | +324.55% |
| Annualized volatility | 58.12% |
| Sharpe ratio | 1.01 |
| Sortino ratio | 1.61 |
| Max drawdown | -63.00% |
| CVaR 95% (avg. loss, worst 5% of days) | -7.52% |
| Correlation with the S&P 500 | 0.62 |
| Period range | $78.21 – $580.91 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Advanced Micro Devices (AMD) has posted an annualized return of +62.34% with annual volatility of 58.12%, a Sharpe ratio of 1.01. Its worst stretch (max drawdown from a peak) was -63.00%. Its correlation with the S&P 500 is 0.62, 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 S&P 500 stocks, try the optimizer.
Optimize a portfolio with AMD →
Other Information Technology stocks
What is the Sharpe ratio? · How to optimize an S&P 500 portfolio