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ADI vs. QCOM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ADI vs. QCOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Analog Devices, Inc. (ADI) and QUALCOMM Incorporated (QCOM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ADI achieves a 49.80% return, which is significantly higher than QCOM's 28.60% return. Over the past 10 years, ADI has outperformed QCOM with an annualized return of 23.95%, while QCOM has yielded a comparatively lower 18.18% annualized return.


ADI

1D
0.62%
1M
-2.77%
YTD
49.80%
6M
45.55%
1Y
84.16%
3Y*
32.45%
5Y*
21.45%
10Y*
23.95%

QCOM

1D
0.85%
1M
-0.24%
YTD
28.60%
6M
25.48%
1Y
48.99%
3Y*
24.96%
5Y*
12.79%
10Y*
18.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ADI vs. QCOM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ADI
Analog Devices, Inc.
49.80%29.75%8.82%23.36%-4.91%20.96%26.87%41.31%-1.64%25.30%
QCOM
QUALCOMM Incorporated
28.60%13.84%8.31%35.07%-38.58%22.25%77.08%60.76%-7.59%2.05%

Correlation

The correlation between ADI and QCOM is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.58

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

0.68

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

0.72

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

0.67

Correlation (All Time)
Calculated using the full available price history since Dec 17, 1991

0.47

The correlation between ADI and QCOM shifts across timeframes, from 0.47 (all time) to 0.72 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

ADI:

$198.09B

QCOM:

$233.45B

EPS

ADI:

$6.72

QCOM:

$9.11

PE Ratio

ADI:

60.10

QCOM:

23.89

PS Ratio

ADI:

15.63

QCOM:

5.33

PB Ratio

ADI:

5.87

QCOM:

8.56

Total Revenue (TTM)

ADI:

$12.74B

QCOM:

$44.49B

Gross Profit (TTM)

ADI:

$8.22B

QCOM:

$24.38B

EBITDA (TTM)

ADI:

$6.19B

QCOM:

$12.92B

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Return for Risk

ADI vs. QCOM — Risk / Return Rank

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

ADI
ADI Risk / Return Rank: 9393
Overall Rank
ADI Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
ADI Sortino Ratio Rank: 9393
Sortino Ratio Rank
ADI Omega Ratio Rank: 9191
Omega Ratio Rank
ADI Calmar Ratio Rank: 9393
Calmar Ratio Rank
ADI Martin Ratio Rank: 9393
Martin Ratio Rank

QCOM
QCOM Risk / Return Rank: 7171
Overall Rank
QCOM Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
QCOM Sortino Ratio Rank: 7070
Sortino Ratio Rank
QCOM Omega Ratio Rank: 7474
Omega Ratio Rank
QCOM Calmar Ratio Rank: 7070
Calmar Ratio Rank
QCOM Martin Ratio Rank: 6969
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.

ADI vs. QCOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Analog Devices, Inc. (ADI) 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.


ADIQCOMDifference
Sharpe ratioReturn per unit of total volatility

+1.63

Sortino ratioReturn per unit of downside risk

+1.77

Omega ratioGain probability vs. loss probability

1.43

1.24

+0.19

Calmar ratioReturn relative to maximum drawdown

5.38

1.49

+3.89

Martin ratioReturn relative to average drawdown

15.01

3.34

+11.67

ADI vs. QCOM - Sharpe Ratio Comparison

The current ADI Sharpe Ratio is 2.67, which is higher than the QCOM Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of ADI 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


ADIQCOMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.67

1.04

+1.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.31

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.47

+0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.42

-0.09

Drawdowns

ADI vs. QCOM - Drawdown Comparison

The maximum ADI drawdown since its inception was -82.88%, roughly equal to the maximum QCOM drawdown of -86.75%. Use the drawdown chart below to compare losses from any high point for ADI and QCOM.


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Drawdown Indicators


ADIQCOMDifference

Max Drawdown

Largest peak-to-trough decline

-82.88%

-86.75%

+3.87%

Max Drawdown (1Y)

Largest decline over 1 year

-15.73%

-33.13%

+17.40%

Max Drawdown (3Y)

Largest decline over 3 years

-32.20%

-44.23%

+12.03%

Max Drawdown (5Y)

Largest decline over 5 years

-32.20%

-44.29%

+12.09%

Max Drawdown (10Y)

Largest decline over 10 years

-33.62%

-44.29%

+10.67%

Current Drawdown

Current decline from peak

-7.72%

-12.93%

+5.21%

Average Drawdown

Average peak-to-trough decline

-33.92%

-32.88%

-1.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.63%

14.70%

-9.07%

Volatility

ADI vs. QCOM - Volatility Comparison

The current volatility for Analog Devices, Inc. (ADI) is 14.14%, while QUALCOMM Incorporated (QCOM) has a volatility of 29.80%. This indicates that ADI 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


ADIQCOMDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.14%

29.80%

-15.66%

Volatility (6M)

Calculated over the trailing 6-month period

24.77%

40.61%

-15.84%

Volatility (1Y)

Calculated over the trailing 1-year period

31.70%

47.39%

-15.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.04%

40.86%

-7.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.75%

39.13%

-6.38%

Dividends

ADI vs. QCOM - Dividend Comparison

ADI's dividend yield for the trailing twelve months is around 1.03%, less than QCOM's 1.65% yield.


PositionTTM20252024202320222021202020192018201720162015
ADI
Analog Devices, Inc.
1.03%1.46%1.73%1.73%1.85%1.57%1.68%1.82%2.24%2.02%2.31%2.89%
QCOM
QUALCOMM Incorporated
1.65%2.06%2.18%2.18%2.67%1.47%1.69%2.81%4.27%3.50%3.17%3.72%

Financials

ADI vs. QCOM - Financials Comparison

This section allows you to compare key financial metrics between Analog Devices, 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


2.00B4.00B6.00B8.00B10.00B12.00B20222023202420252026
3.62B
10.60B
(ADI) Total Revenue
(QCOM) Total Revenue
Values in USD except per share items

ADI vs. QCOM - Profitability Comparison

The chart below illustrates the profitability comparison between Analog Devices, Inc. and QUALCOMM Incorporated over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

55.0%60.0%65.0%70.0%20222023202420252026
67.3%
53.8%
Portfolio components
ADI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Analog Devices, Inc. reported a gross profit of 2.44B and revenue of 3.62B. Therefore, the gross margin over that period was 67.3%.

QCOM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, QUALCOMM Incorporated reported a gross profit of 5.70B and revenue of 10.60B. Therefore, the gross margin over that period was 53.8%.

ADI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Analog Devices, Inc. reported an operating income of 1.38B and revenue of 3.62B, resulting in an operating margin of 38.1%.

QCOM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, QUALCOMM Incorporated reported an operating income of 2.31B and revenue of 10.60B, resulting in an operating margin of 21.8%.

ADI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Analog Devices, Inc. reported a net income of 1.18B and revenue of 3.62B, resulting in a net margin of 32.5%.

QCOM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, QUALCOMM Incorporated reported a net income of 7.37B and revenue of 10.60B, resulting in a net margin of 69.5%.


Frequently Asked Questions


ADI and QCOM have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QCOM has higher volatility (29.80%) compared to ADI (14.14%). In terms of maximum drawdown, ADI dropped -82.88% vs QCOM's -86.75%.

ADI currently has the higher Sharpe Ratio (2.67 vs 1.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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