INTC vs AMD: returns, Sharpe ratio and drawdown

Over the past year, INTC returned +187.87% against +182.97% for AMD. Over five years, AMD averaged +40.37% a year, compared with +14.01% for INTC. AMD had the higher Sharpe ratio over the past year (1.84 vs 1.71), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -27.76% for AMD and -41.90% for INTC.