AMD vs NVDA: returns, Sharpe ratio and drawdown

Over the past year, AMD returned +182.97% against +25.18% for NVDA. Over five years, NVDA averaged +60.21% a year, compared with +40.37% for AMD. AMD had the higher Sharpe ratio over the past year (1.84 vs 0.67), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -20.22% for NVDA and -27.76% for AMD.