PortfoliosLab logoPortfoliosLab logo
AMAT vs. QCOM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AMAT vs. QCOM - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, AMAT achieves a 121.28% return, which is significantly higher than QCOM's 25.03% return. Over the past 10 years, AMAT has outperformed QCOM with an annualized return of 38.86%, while QCOM has yielded a comparatively lower 18.10% annualized return.


AMAT

1D
2.64%
1M
30.08%
YTD
121.28%
6M
119.38%
1Y
234.96%
3Y*
60.05%
5Y*
34.02%
10Y*
38.86%

QCOM

1D
4.32%
1M
5.47%
YTD
25.03%
6M
19.95%
1Y
39.72%
3Y*
22.00%
5Y*
11.87%
10Y*
18.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMAT vs. QCOM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AMAT
Applied Materials, Inc.
121.28%59.60%1.13%67.97%-37.54%83.64%43.29%89.86%-34.92%59.86%
QCOM
QUALCOMM Incorporated
25.03%13.84%8.31%35.07%-38.58%22.25%77.08%60.76%-7.59%2.05%

Correlation

The correlation between AMAT and QCOM is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

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

0.63

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

0.69

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

0.65

Correlation (All Time)
Calculated using the full available price history since Dec 16, 1991

0.48

The correlation between AMAT and QCOM shifts across timeframes, from 0.46 (1 year) to 0.69 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

AMAT:

$453.23B

QCOM:

$226.96B

EPS

AMAT:

$10.61

QCOM:

$9.11

PE Ratio

AMAT:

53.45

QCOM:

23.23

PS Ratio

AMAT:

15.67

QCOM:

5.18

PB Ratio

AMAT:

18.96

QCOM:

8.32

Total Revenue (TTM)

AMAT:

$29.02B

QCOM:

$44.49B

Gross Profit (TTM)

AMAT:

$14.21B

QCOM:

$24.38B

EBITDA (TTM)

AMAT:

$9.92B

QCOM:

$12.92B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

AMAT vs. QCOM — Risk / Return Rank

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

AMAT
AMAT Risk / Return Rank: 9797
Overall Rank
AMAT Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
AMAT Sortino Ratio Rank: 9696
Sortino Ratio Rank
AMAT Omega Ratio Rank: 9696
Omega Ratio Rank
AMAT Calmar Ratio Rank: 9898
Calmar Ratio Rank
AMAT Martin Ratio Rank: 9898
Martin Ratio Rank

QCOM
QCOM Risk / Return Rank: 6666
Overall Rank
QCOM Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
QCOM Sortino Ratio Rank: 6565
Sortino Ratio Rank
QCOM Omega Ratio Rank: 6767
Omega Ratio Rank
QCOM Calmar Ratio Rank: 6565
Calmar Ratio Rank
QCOM Martin Ratio Rank: 6565
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.

AMAT vs. QCOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Applied Materials, Inc. (AMAT) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AMATQCOMDifference
Sharpe ratioReturn per unit of total volatility

+3.90

Sortino ratioReturn per unit of downside risk

+2.77

Omega ratioGain probability vs. loss probability

1.59

1.19

+0.40

Calmar ratioReturn relative to maximum drawdown

10.67

1.10

+9.57

Martin ratioReturn relative to average drawdown

30.41

2.44

+27.97

AMAT vs. QCOM - Sharpe Ratio Comparison

The current AMAT Sharpe Ratio is 4.65, which is higher than the QCOM Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of AMAT 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.


Loading charts...

Drawdowns

AMAT vs. QCOM - Drawdown Comparison

The maximum AMAT drawdown since its inception was -85.22%, roughly equal to the maximum QCOM drawdown of -86.75%. Use the drawdown chart below to compare losses from any high point for AMAT and QCOM.


Loading charts...

Drawdown Indicators


AMATQCOMDifference

Max Drawdown

Largest peak-to-trough decline

-85.22%

-86.75%

+1.53%

Max Drawdown (1Y)

Largest decline over 1 year

-21.37%

-33.13%

+11.76%

Max Drawdown (3Y)

Largest decline over 3 years

-49.88%

-44.23%

-5.65%

Max Drawdown (5Y)

Largest decline over 5 years

-55.14%

-44.29%

-10.85%

Max Drawdown (10Y)

Largest decline over 10 years

-55.14%

-44.29%

-10.85%

Current Drawdown

Current decline from peak

0.00%

-15.34%

+15.34%

Average Drawdown

Average peak-to-trough decline

-38.78%

-32.87%

-5.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.49%

14.89%

-7.40%

Volatility

AMAT vs. QCOM - Volatility Comparison

The current volatility for Applied Materials, Inc. (AMAT) is 20.52%, while QUALCOMM Incorporated (QCOM) has a volatility of 27.32%. This indicates that AMAT 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.


Loading charts...

Volatility by Period


AMATQCOMDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.52%

27.32%

-6.80%

Volatility (6M)

Calculated over the trailing 6-month period

38.83%

42.18%

-3.35%

Volatility (1Y)

Calculated over the trailing 1-year period

49.03%

48.52%

+0.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.20%

41.17%

+3.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.94%

39.28%

+3.66%

Dividends

AMAT vs. QCOM - Dividend Comparison

AMAT's dividend yield for the trailing twelve months is around 0.34%, less than QCOM's 1.70% yield.


PositionTTM20252024202320222021202020192018201720162015
AMAT
Applied Materials, Inc.
0.34%0.69%0.93%0.75%1.05%0.60%1.01%1.36%2.14%0.78%1.24%2.14%
QCOM
QUALCOMM Incorporated
1.70%2.06%2.18%2.18%2.67%1.47%1.69%2.81%4.27%3.50%3.17%3.72%

Financials

AMAT vs. QCOM - Financials Comparison

This section allows you to compare key financial metrics between Applied Materials, 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


6.00B7.00B8.00B9.00B10.00B11.00B12.00B20222023202420252026
7.91B
10.60B
(AMAT) Total Revenue
(QCOM) Total Revenue
Values in USD except per share items

AMAT vs. QCOM - Profitability Comparison

The chart below illustrates the profitability comparison between Applied Materials, 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

45.0%50.0%55.0%60.0%20222023202420252026
49.9%
53.8%
Portfolio components
AMAT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Applied Materials, Inc. reported a gross profit of 3.95B and revenue of 7.91B. Therefore, the gross margin over that period was 49.9%.

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%.

AMAT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Applied Materials, Inc. reported an operating income of 2.52B and revenue of 7.91B, resulting in an operating margin of 31.9%.

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%.

AMAT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Applied Materials, Inc. reported a net income of 2.81B and revenue of 7.91B, resulting in a net margin of 35.5%.

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


AMAT and QCOM have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QCOM has higher volatility (27.32%) compared to AMAT (20.52%). In terms of maximum drawdown, AMAT dropped -85.22% vs QCOM's -86.75%.

AMAT currently has the higher Sharpe Ratio (4.65 vs 0.75), 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.

Portfolio Optimizer

Find the right allocation for AMAT and QCOM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer