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ARM vs. QCOM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ARM and QCOM is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

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Performance

ARM vs. QCOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Arm Holdings plc American Depositary Shares (ARM) and QUALCOMM Incorporated (QCOM). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%NovemberDecember2025FebruaryMarchApril
-8.51%
66.34%
RIOT
MSTR

Key characteristics

Sharpe Ratio

ARM:

-0.43

QCOM:

-0.63

Sortino Ratio

ARM:

-0.22

QCOM:

-0.69

Omega Ratio

ARM:

0.97

QCOM:

0.91

Calmar Ratio

ARM:

-0.57

QCOM:

-0.59

Martin Ratio

ARM:

-1.24

QCOM:

-1.09

Ulcer Index

ARM:

24.25%

QCOM:

23.16%

Daily Std Dev

ARM:

69.96%

QCOM:

39.98%

Max Drawdown

ARM:

-52.96%

QCOM:

-86.75%

Current Drawdown

ARM:

-52.96%

QCOM:

-42.98%

Fundamentals

Market Cap

ARM:

$103.00B

QCOM:

$140.97B

EPS

ARM:

$0.76

QCOM:

$9.27

PE Ratio

ARM:

128.58

QCOM:

13.75

PEG Ratio

ARM:

0.98

QCOM:

1.38

Total Revenue (TTM)

ARM:

$2.77B

QCOM:

$31.31B

Gross Profit (TTM)

ARM:

$2.63B

QCOM:

$17.50B

EBITDA (TTM)

ARM:

$555.00M

QCOM:

$10.16B

Returns By Period

In the year-to-date period, ARM achieves a -28.90% return, which is significantly lower than QCOM's -16.58% return.


ARM

YTD

-28.90%

1M

-29.71%

6M

-37.60%

1Y

-28.11%

5Y*

N/A

10Y*

N/A

QCOM

YTD

-16.58%

1M

-19.14%

6M

-23.73%

1Y

-23.41%

5Y*

16.88%

10Y*

9.75%

*Annualized

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QUALCOMM Incorporated

Risk-Adjusted Performance

ARM vs. QCOM — Risk-Adjusted Performance Rank

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

ARM
The Risk-Adjusted Performance Rank of ARM is 2929
Overall Rank
The Sharpe Ratio Rank of ARM is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of ARM is 3535
Sortino Ratio Rank
The Omega Ratio Rank of ARM is 3535
Omega Ratio Rank
The Calmar Ratio Rank of ARM is 1919
Calmar Ratio Rank
The Martin Ratio Rank of ARM is 2323
Martin Ratio Rank

QCOM
The Risk-Adjusted Performance Rank of QCOM is 2323
Overall Rank
The Sharpe Ratio Rank of QCOM is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of QCOM is 2323
Sortino Ratio Rank
The Omega Ratio Rank of QCOM is 2323
Omega Ratio Rank
The Calmar Ratio Rank of QCOM is 1818
Calmar Ratio Rank
The Martin Ratio Rank of QCOM is 2929
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ARM vs. QCOM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Arm Holdings plc American Depositary Shares (ARM) 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.


The chart of Sharpe ratio for RIOT, currently valued at -0.34, compared to the broader market-2.00-1.000.001.002.00
RIOT: -0.34
MSTR: 0.82
The chart of Sortino ratio for RIOT, currently valued at 0.07, compared to the broader market-6.00-4.00-2.000.002.004.00
RIOT: 0.07
MSTR: 1.77
The chart of Omega ratio for RIOT, currently valued at 1.01, compared to the broader market0.501.001.502.00
RIOT: 1.01
MSTR: 1.20
The chart of Calmar ratio for RIOT, currently valued at -0.31, compared to the broader market0.001.002.003.004.00
RIOT: -0.31
MSTR: 1.67
The chart of Martin ratio for RIOT, currently valued at -1.07, compared to the broader market-10.000.0010.0020.00
RIOT: -1.08
MSTR: 3.55

The current ARM Sharpe Ratio is -0.43, which is higher than the QCOM Sharpe Ratio of -0.63. The chart below compares the historical Sharpe Ratios of ARM and QCOM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.002.004.006.008.00NovemberDecember2025FebruaryMarchApril
-0.34
0.82
RIOT
MSTR

Dividends

ARM vs. QCOM - Dividend Comparison

ARM has not paid dividends to shareholders, while QCOM's dividend yield for the trailing twelve months is around 2.67%.


TTM20242023202220212020201920182017

Drawdowns

ARM vs. QCOM - Drawdown Comparison

The maximum ARM drawdown since its inception was -52.96%, smaller than the maximum QCOM drawdown of -86.75%. Use the drawdown chart below to compare losses from any high point for ARM and QCOM. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-99.78%
-38.03%
RIOT
MSTR

Volatility

ARM vs. QCOM - Volatility Comparison

The current volatility for Arm Holdings plc American Depositary Shares (ARM) is NaN%, while QUALCOMM Incorporated (QCOM) has a volatility of NaN%. This indicates that ARM 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.


10.00%15.00%20.00%25.00%30.00%35.00%40.00%45.00%NovemberDecember2025FebruaryMarchApril
25.42%
33.44%
RIOT
MSTR

Financials

ARM vs. QCOM - Financials Comparison

This section allows you to compare key financial metrics between Arm Holdings plc American Depositary Shares 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


0.002.00B4.00B6.00B8.00B10.00B12.00BJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
983.00M
11.67B
(ARM) Total Revenue
(QCOM) Total Revenue
Values in USD except per share items

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