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

Performance

AVAV vs. QCOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AeroVironment, Inc. (AVAV) 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, AVAV achieves a -29.48% return, which is significantly lower than QCOM's 25.03% return. Both investments have delivered pretty close results over the past 10 years, with AVAV having a 18.47% annualized return and QCOM not far behind at 18.10%.


AVAV

1D
-7.14%
1M
7.96%
YTD
-29.48%
6M
-28.63%
1Y
-12.57%
3Y*
20.96%
5Y*
8.68%
10Y*
18.47%

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)

AVAV vs. QCOM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AVAV
AeroVironment, Inc.
-29.48%57.18%22.10%47.14%38.09%-28.62%40.75%-9.14%20.99%109.32%
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 AVAV and QCOM is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.23

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

0.27

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

0.30

Correlation (All Time)
Calculated using the full available price history since Jan 23, 2007

0.33

The correlation between AVAV and QCOM shifts across timeframes, from 0.16 (1 year) to 0.33 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

AVAV:

$8.32B

QCOM:

$226.96B

EPS

AVAV:

-$4.63

QCOM:

$9.11

PS Ratio

AVAV:

6.94

QCOM:

5.18

PB Ratio

AVAV:

1.95

QCOM:

8.32

Total Revenue (TTM)

AVAV:

$1.19B

QCOM:

$44.49B

Gross Profit (TTM)

AVAV:

$104.63M

QCOM:

$24.38B

EBITDA (TTM)

AVAV:

-$242.06M

QCOM:

$12.92B

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Return for Risk

AVAV vs. QCOM — Risk / Return Rank

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

AVAV
AVAV Risk / Return Rank: 3838
Overall Rank
AVAV Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
AVAV Sortino Ratio Rank: 4040
Sortino Ratio Rank
AVAV Omega Ratio Rank: 3939
Omega Ratio Rank
AVAV Calmar Ratio Rank: 3737
Calmar Ratio Rank
AVAV Martin Ratio Rank: 3737
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.

AVAV vs. QCOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AeroVironment, Inc. (AVAV) 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.


AVAVQCOMDifference
Sharpe ratioReturn per unit of total volatility

-0.89

Sortino ratioReturn per unit of downside risk

-1.02

Omega ratioGain probability vs. loss probability

1.04

1.19

-0.15

Calmar ratioReturn relative to maximum drawdown

-0.17

1.10

-1.27

Martin ratioReturn relative to average drawdown

-0.30

2.44

-2.74

AVAV vs. QCOM - Sharpe Ratio Comparison

The current AVAV Sharpe Ratio is -0.14, which is lower than the QCOM Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of AVAV 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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Drawdowns

AVAV vs. QCOM - Drawdown Comparison

The maximum AVAV drawdown since its inception was -61.45%, smaller than the maximum QCOM drawdown of -86.75%. Use the drawdown chart below to compare losses from any high point for AVAV and QCOM.


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Drawdown Indicators


AVAVQCOMDifference

Max Drawdown

Largest peak-to-trough decline

-61.45%

-86.75%

+25.30%

Max Drawdown (1Y)

Largest decline over 1 year

-61.45%

-33.13%

-28.32%

Max Drawdown (3Y)

Largest decline over 3 years

-61.45%

-44.23%

-17.22%

Max Drawdown (5Y)

Largest decline over 5 years

-61.45%

-44.29%

-17.16%

Max Drawdown (10Y)

Largest decline over 10 years

-61.45%

-44.29%

-17.16%

Current Drawdown

Current decline from peak

-58.38%

-15.34%

-43.04%

Average Drawdown

Average peak-to-trough decline

-28.71%

-32.87%

+4.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.44%

14.89%

+19.55%

Volatility

AVAV vs. QCOM - Volatility Comparison

AeroVironment, Inc. (AVAV) and QUALCOMM Incorporated (QCOM) have volatilities of 26.86% and 27.32%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVAVQCOMDifference

Volatility (1M)

Calculated over the trailing 1-month period

26.86%

27.32%

-0.46%

Volatility (6M)

Calculated over the trailing 6-month period

57.90%

42.18%

+15.72%

Volatility (1Y)

Calculated over the trailing 1-year period

74.35%

48.52%

+25.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

56.01%

41.17%

+14.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.05%

39.28%

+12.77%

Dividends

AVAV vs. QCOM - Dividend Comparison

AVAV has not paid dividends to shareholders, while QCOM's dividend yield for the trailing twelve months is around 1.70%.


PositionTTM20252024202320222021202020192018201720162015
AVAV
AeroVironment, Inc.
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
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

AVAV vs. QCOM - Financials Comparison

This section allows you to compare key financial metrics between AeroVironment, 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


0.002.00B4.00B6.00B8.00B10.00B12.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
-10.80M
10.60B
(AVAV) Total Revenue
(QCOM) Total Revenue
Values in USD except per share items

Frequently Asked Questions


AVAV and QCOM have a correlation of 0.16, 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 AVAV (26.86%). In terms of maximum drawdown, AVAV dropped -61.45% vs QCOM's -86.75%.

QCOM currently has the higher Sharpe Ratio (0.75 vs -0.14), 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 AVAV 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.

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