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1YD.DE vs. QCOM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

1YD.DE vs. QCOM - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Broadcom Inc (1YD.DE) and QUALCOMM Incorporated (QCOM). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

1YD.DE is traded in EUR, while QCOM is traded in USD. To make them comparable, the QCOM values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 1YD.DE achieves a 19.60% return, which is significantly lower than QCOM's 30.03% return. Over the past 10 years, 1YD.DE has outperformed QCOM with an annualized return of 39.76%, while QCOM has yielded a comparatively lower 17.70% annualized return.


1YD.DE

1D
-15.49%
1M
-0.96%
YTD
19.60%
6M
7.40%
1Y
55.13%
3Y*
70.14%
5Y*
58.20%
10Y*
39.76%

QCOM

1D
-10.26%
1M
14.77%
YTD
30.03%
6M
26.09%
1Y
48.43%
3Y*
22.51%
5Y*
13.59%
10Y*
17.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

1YD.DE vs. QCOM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
1YD.DE
Broadcom Inc
19.60%31.96%126.55%100.20%-10.78%74.73%28.39%30.62%0.10%25.52%
QCOM
QUALCOMM Incorporated
30.03%0.33%15.46%31.02%-34.78%31.40%62.49%64.40%-3.25%-10.49%

Correlation

The correlation between 1YD.DE and QCOM is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.09

Correlation (3Y)
Calculated over the trailing 3-year period

0.27

Correlation (5Y)
Calculated over the trailing 5-year period

0.32

Correlation (10Y)
Calculated over the trailing 10-year period

0.29

Correlation (All Time)
Calculated using the full available price history since Dec 8, 2010

0.27

The correlation between 1YD.DE and QCOM shifts across timeframes, from 0.09 (1 year) to 0.32 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

1YD.DE vs. QCOM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

1YD.DE
1YD.DE Risk / Return Rank: 7575
Overall Rank
1YD.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
1YD.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
1YD.DE Omega Ratio Rank: 7272
Omega Ratio Rank
1YD.DE Calmar Ratio Rank: 7777
Calmar Ratio Rank
1YD.DE Martin Ratio Rank: 7777
Martin Ratio Rank

QCOM
QCOM Risk / Return Rank: 7070
Overall Rank
QCOM Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
QCOM Sortino Ratio Rank: 6969
Sortino Ratio Rank
QCOM Omega Ratio Rank: 7373
Omega Ratio Rank
QCOM Calmar Ratio Rank: 6969
Calmar Ratio Rank
QCOM Martin Ratio Rank: 6868
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

1YD.DE vs. QCOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Broadcom Inc (1YD.DE) and QUALCOMM Incorporated (QCOM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


1YD.DEQCOMDifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

1.24

1.24

0.00

Calmar ratioReturn relative to maximum drawdown

2.29

1.48

+0.80

Martin ratioReturn relative to average drawdown

5.21

3.28

+1.94

1YD.DE vs. QCOM - Sharpe Ratio Comparison

The current 1YD.DE Sharpe Ratio is 1.27, which is comparable to the QCOM Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of 1YD.DE and QCOM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


1YD.DEQCOMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

1.05

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.42

0.34

+1.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.12

0.46

+0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

1.33

0.37

+0.96

Drawdowns

1YD.DE vs. QCOM - Drawdown Comparison

The maximum 1YD.DE drawdown since its inception was -46.15%, roughly equal to the maximum QCOM drawdown of -47.40%. Use the drawdown chart below to compare losses from any high point for 1YD.DE and QCOM.


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Drawdown Indicators


1YD.DEQCOMDifference

Max Drawdown

Largest peak-to-trough decline

-46.15%

-47.40%

+1.25%

Max Drawdown (1Y)

Largest decline over 1 year

-25.00%

-32.86%

+7.86%

Max Drawdown (3Y)

Largest decline over 3 years

-44.23%

-47.40%

+3.17%

Max Drawdown (5Y)

Largest decline over 5 years

-44.23%

-47.40%

+3.17%

Max Drawdown (10Y)

Largest decline over 10 years

-46.15%

-47.40%

+1.25%

Current Drawdown

Current decline from peak

-15.49%

-12.73%

-2.76%

Average Drawdown

Average peak-to-trough decline

-7.89%

-15.90%

+8.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.91%

14.82%

-3.91%

Volatility

1YD.DE vs. QCOM - Volatility Comparison

The current volatility for Broadcom Inc (1YD.DE) is 21.05%, while QUALCOMM Incorporated (QCOM) has a volatility of 29.40%. This indicates that 1YD.DE experiences smaller price fluctuations and is considered to be less risky than QCOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


1YD.DEQCOMDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.05%

29.40%

-8.35%

Volatility (6M)

Calculated over the trailing 6-month period

34.14%

39.83%

-5.69%

Volatility (1Y)

Calculated over the trailing 1-year period

44.97%

46.55%

-1.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.71%

40.13%

+0.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.79%

38.96%

+0.83%

Dividends

1YD.DE vs. QCOM - Dividend Comparison

1YD.DE's dividend yield for the trailing twelve months is around 0.51%, less than QCOM's 1.66% yield.


PositionTTM20252024202320222021202020192018201720162015
1YD.DE
Broadcom Inc
0.51%0.61%0.76%1.49%2.68%1.84%2.87%0.89%0.00%0.00%0.00%0.00%
QCOM
QUALCOMM Incorporated
1.66%2.06%2.18%2.18%2.67%1.47%1.69%2.81%4.27%3.50%3.17%3.72%

Financials

1YD.DE vs. QCOM - Financials Comparison

This section allows you to compare key financial metrics between Broadcom Inc and QUALCOMM Incorporated. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. 1YD.DE values in EUR, QCOM values in USD

Frequently Asked Questions


1YD.DE and QCOM have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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