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

Performance

FMAO vs. QCOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Farmers & Merchants Bancorp, Inc. (FMAO) 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, FMAO achieves a 37.21% return, which is significantly higher than QCOM's -12.83% return. Over the past 10 years, FMAO has underperformed QCOM with an annualized return of 10.74%, while QCOM has yielded a comparatively higher 12.34% annualized return.


FMAO

1D
0.06%
1M
9.61%
6M
26.42%
YTD
37.21%
1Y
45.19%
3Y*
20.41%
5Y*
12.41%
10Y*
10.74%
ALL TIME*
0.71%

QCOM

1D
-2.63%
1M
-16.25%
6M
-1.64%
YTD
-12.83%
1Y
1.71%
3Y*
6.05%
5Y*
1.88%
10Y*
12.34%
ALL TIME*
19.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.70M$2.49M$2.85M
$2.23B$2.34B$4.42B

FMAO vs. QCOM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FMAO
Farmers & Merchants Bancorp, Inc.
37.21%-12.98%23.07%-5.27%-14.95%46.86%-21.39%-19.94%-4.39%137.14%
QCOM
QUALCOMM Incorporated
-12.83%13.84%8.31%35.07%-38.58%22.25%77.08%60.76%-7.59%2.05%

Correlation

The correlation between FMAO and QCOM is 0.13, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.13

Correlation (3Y)
Balances recent behavior with more history.

0.23

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.25

Correlation (10Y)
Provides a long-term view across more market conditions.

0.22

Correlation (All Time)
Calculated using the full available price history since Nov 23, 2004

0.13

The correlation between FMAO and QCOM shifts across timeframes, from 0.13 (1 year) to 0.25 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

FMAO:

$459.31M

QCOM:

$154.99B

EPS

FMAO:

$3.89

QCOM:

$8.56

PE Ratio

FMAO:

8.57

QCOM:

17.24

PS Ratio

FMAO:

2.38

QCOM:

3.62

Total Revenue (TTM)

FMAO:

$144.20M

QCOM:

$44.07B

Gross Profit (TTM)

FMAO:

$92.81M

QCOM:

$23.90B

EBITDA (TTM)

FMAO:

$41.98M

QCOM:

$13.47B

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Return for Risk

FMAO vs. QCOM — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FMAO
FMAO Risk / Return Rank: 8080
Overall Rank
FMAO Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FMAO Sortino Ratio Rank: 7979
Sortino Ratio Rank
FMAO Omega Ratio Rank: 7575
Omega Ratio Rank
FMAO Calmar Ratio Rank: 8383
Calmar Ratio Rank
FMAO Martin Ratio Rank: 8282
Martin Ratio Rank

QCOM
QCOM Risk / Return Rank: 4646
Overall Rank
QCOM Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
QCOM Sortino Ratio Rank: 4545
Sortino Ratio Rank
QCOM Omega Ratio Rank: 4545
Omega Ratio Rank
QCOM Calmar Ratio Rank: 4747
Calmar Ratio Rank
QCOM Martin Ratio Rank: 4747
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FMAO vs. QCOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Farmers & Merchants Bancorp, Inc. (FMAO) 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.


FMAOQCOMDifference
Sharpe ratioReturn per unit of total volatility

+1.18

Sortino ratioReturn per unit of downside risk

+1.49

Omega ratioGain probability vs. loss probability

1.23

1.06

+0.17

Calmar ratioReturn relative to maximum drawdown

2.46

0.07

+2.39

Martin ratioReturn relative to average drawdown

5.79

0.15

+5.64

FMAO vs. QCOM - Sharpe Ratio Comparison

The current FMAO Sharpe Ratio is 1.23, which is higher than the QCOM Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of FMAO 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

FMAO vs. QCOM - Drawdown Comparison

The maximum FMAO drawdown since its inception was -84.94%, roughly equal to the maximum QCOM drawdown of -86.75%. Use the drawdown chart below to compare losses from any high point for FMAO and QCOM.


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Drawdown Indicators


FMAOQCOMDifference

Max Drawdown

Largest peak-to-trough decline

-84.94%

-86.75%

+1.81%

Max Drawdown (1Y)

Largest decline over 1 year

-17.92%

-40.98%

+23.06%

Max Drawdown (3Y)

Largest decline over 3 years

-34.97%

-44.23%

+9.26%

Max Drawdown (5Y)

Largest decline over 5 years

-57.16%

-44.29%

-12.87%

Max Drawdown (10Y)

Largest decline over 10 years

-62.88%

-44.29%

-18.59%

Current Drawdown

Current decline from peak

-12.08%

-40.98%

+28.90%

Average Drawdown

Average peak-to-trough decline

-53.92%

-32.85%

-21.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.60%

17.76%

-10.16%

Volatility

FMAO vs. QCOM - Volatility Comparison

Farmers & Merchants Bancorp, Inc. (FMAO) has a higher volatility of 13.77% compared to QUALCOMM Incorporated (QCOM) at 12.41%. This indicates that FMAO'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.


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Volatility by Period


FMAOQCOMDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.77%

12.41%

+1.36%

Volatility (6M)

Calculated over the trailing 6-month period

23.85%

45.70%

-21.85%

Volatility (1Y)

Calculated over the trailing 1-year period

35.92%

51.93%

-16.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.73%

41.93%

-1.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.29%

39.61%

+4.68%

Dividends

FMAO vs. QCOM - Dividend Comparison

FMAO's dividend yield for the trailing twelve months is around 2.75%, more than QCOM's 2.43% yield.


PositionTTM20252024202320222021202020192018201720162015
FMAO
Farmers & Merchants Bancorp, Inc.
2.75%3.64%3.00%3.43%2.99%2.16%2.87%2.02%1.45%1.23%2.60%3.23%
QCOM
QUALCOMM Incorporated
2.43%2.06%2.18%2.18%2.67%1.47%1.69%2.81%4.27%3.50%3.17%3.72%

Financials

FMAO vs. QCOM - Financials Comparison

This section allows you to compare key financial metrics between Farmers & Merchants Bancorp, 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


Values in USD except per share items

Frequently Asked Questions


FMAO and QCOM have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FMAO has higher volatility (13.77%) compared to QCOM (12.41%). In terms of maximum drawdown, FMAO dropped -84.94% vs QCOM's -86.75%.

FMAO currently has the higher Sharpe Ratio (1.23 vs 0.05), 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 FMAO and QCOM

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