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ARQT vs. QCOM
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Performance

ARQT vs. QCOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Arcutis Biotherapeutics, Inc. (ARQT) and undefined (QCOM). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%OctoberNovemberDecember2025FebruaryMarch
-30.46%
101.19%
ARQT
QCOM

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Risk-Adjusted Performance

ARQT vs. undefined - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Arcutis Biotherapeutics, Inc. (ARQT) and undefined (undefined). 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 ARQT, currently valued at 0.48, compared to the broader market-3.00-2.00-1.000.001.002.003.000.48-0.23
The chart of Sortino ratio for ARQT, currently valued at 1.25, compared to the broader market-4.00-2.000.002.004.001.25-0.07
The chart of Omega ratio for ARQT, currently valued at 1.14, compared to the broader market0.501.001.502.001.140.99
The chart of Calmar ratio for ARQT, currently valued at 0.45, compared to the broader market0.001.002.003.004.005.000.45-0.26
The chart of Martin ratio for ARQT, currently valued at 1.64, compared to the broader market0.005.0010.0015.0020.001.64-0.40
ARQT
QCOM


Rolling 12-month Sharpe Ratio0.002.004.006.00OctoberNovemberDecember2025FebruaryMarch
0.48
-0.23
ARQT
QCOM

Drawdowns

ARQT vs. QCOM - Drawdown Comparison


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%OctoberNovemberDecember2025FebruaryMarch
-59.00%
-31.65%
ARQT
QCOM

Volatility

ARQT vs. QCOM - Volatility Comparison

Arcutis Biotherapeutics, Inc. (ARQT) has a higher volatility of 26.39% compared to undefined (QCOM) at 10.12%. This indicates that ARQT'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%OctoberNovemberDecember2025FebruaryMarch
26.39%
10.12%
ARQT
QCOM
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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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