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

Correlation

The correlation between ARM and QCOM is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

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.

-30.00%-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-8.66%
-10.70%
ARM
QCOM

Key characteristics

Sharpe Ratio

ARM:

1.29

QCOM:

0.53

Sortino Ratio

ARM:

2.24

QCOM:

0.96

Omega Ratio

ARM:

1.29

QCOM:

1.12

Calmar Ratio

ARM:

2.67

QCOM:

0.62

Martin Ratio

ARM:

5.11

QCOM:

1.06

Ulcer Index

ARM:

22.24%

QCOM:

19.35%

Daily Std Dev

ARM:

88.32%

QCOM:

38.44%

Max Drawdown

ARM:

-42.57%

QCOM:

-86.75%

Current Drawdown

ARM:

-19.95%

QCOM:

-26.78%

Fundamentals

Market Cap

ARM:

$155.04B

QCOM:

$182.83B

EPS

ARM:

$0.60

QCOM:

$8.94

PE Ratio

ARM:

245.87

QCOM:

18.41

PEG Ratio

ARM:

1.40

QCOM:

1.59

Total Revenue (TTM)

ARM:

$2.71B

QCOM:

$29.03B

Gross Profit (TTM)

ARM:

$2.54B

QCOM:

$16.28B

EBITDA (TTM)

ARM:

$393.00M

QCOM:

$8.68B

Returns By Period

In the year-to-date period, ARM achieves a 21.00% return, which is significantly higher than QCOM's 7.12% return.


ARM

YTD

21.00%

1M

12.99%

6M

-8.65%

1Y

89.95%

5Y*

N/A

10Y*

N/A

QCOM

YTD

7.12%

1M

7.52%

6M

-10.71%

1Y

15.50%

5Y*

13.93%

10Y*

11.77%

*Annualized

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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 8585
Overall Rank
The Sharpe Ratio Rank of ARM is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of ARM is 8484
Sortino Ratio Rank
The Omega Ratio Rank of ARM is 8282
Omega Ratio Rank
The Calmar Ratio Rank of ARM is 9494
Calmar Ratio Rank
The Martin Ratio Rank of ARM is 8181
Martin Ratio Rank

QCOM
The Risk-Adjusted Performance Rank of QCOM is 6262
Overall Rank
The Sharpe Ratio Rank of QCOM is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of QCOM is 5858
Sortino Ratio Rank
The Omega Ratio Rank of QCOM is 5757
Omega Ratio Rank
The Calmar Ratio Rank of QCOM is 7171
Calmar Ratio Rank
The Martin Ratio Rank of QCOM is 5959
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.


Sharpe ratio
The chart of Sharpe ratio for ARM, currently valued at 1.29, compared to the broader market-2.000.002.004.001.290.53
The chart of Sortino ratio for ARM, currently valued at 2.24, compared to the broader market-4.00-2.000.002.004.002.240.96
The chart of Omega ratio for ARM, currently valued at 1.29, compared to the broader market0.501.001.502.001.291.12
The chart of Calmar ratio for ARM, currently valued at 2.67, compared to the broader market0.002.004.006.002.670.62
The chart of Martin ratio for ARM, currently valued at 5.11, compared to the broader market-10.000.0010.0020.005.111.06
ARM
QCOM

The current ARM Sharpe Ratio is 1.29, which is higher than the QCOM Sharpe Ratio of 0.53. 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 Ratio0.000.501.001.502.002.50Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05Jan 12
1.29
0.53
ARM
QCOM

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 2.04%.


TTM20242023202220212020201920182017201620152014
ARM
Arm Holdings plc American Depositary Shares
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QCOM
QUALCOMM Incorporated
2.04%2.18%2.18%2.67%1.47%1.69%2.81%4.27%3.50%3.17%3.72%2.17%

Drawdowns

ARM vs. QCOM - Drawdown Comparison

The maximum ARM drawdown since its inception was -42.57%, 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.


-40.00%-30.00%-20.00%-10.00%AugustSeptemberOctoberNovemberDecember2025
-19.95%
-26.78%
ARM
QCOM

Volatility

ARM vs. QCOM - Volatility Comparison

Arm Holdings plc American Depositary Shares (ARM) has a higher volatility of 16.43% compared to QUALCOMM Incorporated (QCOM) at 8.03%. This indicates that ARM's price experiences larger fluctuations and is considered to be riskier 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%AugustSeptemberOctoberNovemberDecember2025
16.43%
8.03%
ARM
QCOM

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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