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

Correlation

The correlation between MCHP and QCOM is 0.46, 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.


-0.50.00.51.00.5

Performance

MCHP vs. QCOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Microchip Technology Incorporated (MCHP) and QUALCOMM Incorporated (QCOM). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-24.82%
-3.66%
MCHP
QCOM

Key characteristics

Sharpe Ratio

MCHP:

-0.61

QCOM:

0.29

Sortino Ratio

MCHP:

-0.67

QCOM:

0.65

Omega Ratio

MCHP:

0.92

QCOM:

1.08

Calmar Ratio

MCHP:

-0.51

QCOM:

0.33

Martin Ratio

MCHP:

-1.00

QCOM:

0.53

Ulcer Index

MCHP:

24.25%

QCOM:

20.59%

Daily Std Dev

MCHP:

39.96%

QCOM:

37.98%

Max Drawdown

MCHP:

-62.53%

QCOM:

-86.75%

Current Drawdown

MCHP:

-37.85%

QCOM:

-26.39%

Fundamentals

Market Cap

MCHP:

$32.84B

QCOM:

$182.97B

EPS

MCHP:

$0.57

QCOM:

$9.28

PE Ratio

MCHP:

107.14

QCOM:

17.83

PEG Ratio

MCHP:

5.70

QCOM:

1.72

Total Revenue (TTM)

MCHP:

$4.76B

QCOM:

$40.70B

Gross Profit (TTM)

MCHP:

$2.63B

QCOM:

$22.79B

EBITDA (TTM)

MCHP:

$1.41B

QCOM:

$12.92B

Returns By Period

In the year-to-date period, MCHP achieves a 6.49% return, which is significantly lower than QCOM's 7.69% return. Over the past 10 years, MCHP has underperformed QCOM with an annualized return of 11.09%, while QCOM has yielded a comparatively higher 12.01% annualized return.


MCHP

YTD

6.49%

1M

4.43%

6M

-24.82%

1Y

-25.96%

5Y*

4.73%

10Y*

11.09%

QCOM

YTD

7.69%

1M

-2.83%

6M

-3.66%

1Y

9.01%

5Y*

16.30%

10Y*

12.01%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

MCHP vs. QCOM — Risk-Adjusted Performance Rank

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

MCHP
The Risk-Adjusted Performance Rank of MCHP is 1818
Overall Rank
The Sharpe Ratio Rank of MCHP is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of MCHP is 1717
Sortino Ratio Rank
The Omega Ratio Rank of MCHP is 1818
Omega Ratio Rank
The Calmar Ratio Rank of MCHP is 1616
Calmar Ratio Rank
The Martin Ratio Rank of MCHP is 2323
Martin Ratio Rank

QCOM
The Risk-Adjusted Performance Rank of QCOM is 5454
Overall Rank
The Sharpe Ratio Rank of QCOM is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of QCOM is 5050
Sortino Ratio Rank
The Omega Ratio Rank of QCOM is 4949
Omega Ratio Rank
The Calmar Ratio Rank of QCOM is 6161
Calmar Ratio Rank
The Martin Ratio Rank of QCOM is 5353
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.

MCHP vs. QCOM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Microchip Technology Incorporated (MCHP) 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 MCHP, currently valued at -0.61, compared to the broader market-2.000.002.00-0.610.29
The chart of Sortino ratio for MCHP, currently valued at -0.67, compared to the broader market-4.00-2.000.002.004.006.00-0.670.65
The chart of Omega ratio for MCHP, currently valued at 0.92, compared to the broader market0.501.001.502.000.921.08
The chart of Calmar ratio for MCHP, currently valued at -0.51, compared to the broader market0.002.004.006.00-0.510.33
The chart of Martin ratio for MCHP, currently valued at -1.00, compared to the broader market-10.000.0010.0020.0030.00-1.000.53
MCHP
QCOM

The current MCHP Sharpe Ratio is -0.61, which is lower than the QCOM Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of MCHP 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 Ratio-1.00-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
-0.61
0.29
MCHP
QCOM

Dividends

MCHP vs. QCOM - Dividend Comparison

MCHP's dividend yield for the trailing twelve months is around 2.23%, more than QCOM's 2.03% yield.


TTM20242023202220212020201920182017201620152014
MCHP
Microchip Technology Incorporated
2.23%3.16%1.76%1.65%0.98%1.07%1.40%2.02%1.65%2.24%3.07%3.15%
QCOM
QUALCOMM Incorporated
2.03%2.18%2.18%2.67%1.47%1.69%2.81%4.27%3.50%3.17%3.72%2.17%

Drawdowns

MCHP vs. QCOM - Drawdown Comparison

The maximum MCHP drawdown since its inception was -62.53%, smaller than the maximum QCOM drawdown of -86.75%. Use the drawdown chart below to compare losses from any high point for MCHP and QCOM. For additional features, visit the drawdowns tool.


-50.00%-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%SeptemberOctoberNovemberDecember2025February
-37.85%
-26.39%
MCHP
QCOM

Volatility

MCHP vs. QCOM - Volatility Comparison

Microchip Technology Incorporated (MCHP) has a higher volatility of 14.92% compared to QUALCOMM Incorporated (QCOM) at 8.12%. This indicates that MCHP'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.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%SeptemberOctoberNovemberDecember2025February
14.92%
8.12%
MCHP
QCOM

Financials

MCHP vs. QCOM - Financials Comparison

This section allows you to compare key financial metrics between Microchip Technology Incorporated 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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