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

Key characteristics


PATHQCOM
YTD Return-48.87%23.44%
1Y Return-15.78%66.63%
3Y Return (Ann)-36.89%12.26%
Sharpe Ratio-0.251.85
Sortino Ratio0.052.34
Omega Ratio1.011.32
Calmar Ratio-0.171.69
Martin Ratio-0.404.91
Ulcer Index37.43%14.01%
Daily Std Dev58.88%37.10%
Max Drawdown-87.61%-86.76%
Current Drawdown-85.08%-22.10%

Fundamentals


PATHQCOM
Market Cap$6.98B$196.06B
EPS-$0.20$7.82
PEG Ratio0.841.08
Total Revenue (TTM)$1.38B$28.72B
Gross Profit (TTM)$1.16B$16.13B
EBITDA (TTM)-$156.65M$9.05B

Correlation

-0.50.00.51.00.5

The correlation between PATH and QCOM is 0.47, 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.

Performance

PATH vs. QCOM - Performance Comparison

In the year-to-date period, PATH achieves a -48.87% return, which is significantly lower than QCOM's 23.44% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-40.00%-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctober
-33.97%
8.24%
PATH
QCOM

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Risk-Adjusted Performance

PATH vs. QCOM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for UiPath Inc. (PATH) 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.


PATH
Sharpe ratio
The chart of Sharpe ratio for PATH, currently valued at -0.25, compared to the broader market-4.00-2.000.002.004.00-0.25
Sortino ratio
The chart of Sortino ratio for PATH, currently valued at 0.05, compared to the broader market-4.00-2.000.002.004.006.000.05
Omega ratio
The chart of Omega ratio for PATH, currently valued at 1.01, compared to the broader market0.501.001.502.001.01
Calmar ratio
The chart of Calmar ratio for PATH, currently valued at -0.17, compared to the broader market0.002.004.006.00-0.17
Martin ratio
The chart of Martin ratio for PATH, currently valued at -0.40, compared to the broader market-10.000.0010.0020.0030.00-0.40
QCOM
Sharpe ratio
The chart of Sharpe ratio for QCOM, currently valued at 1.85, compared to the broader market-4.00-2.000.002.004.001.85
Sortino ratio
The chart of Sortino ratio for QCOM, currently valued at 2.34, compared to the broader market-4.00-2.000.002.004.006.002.34
Omega ratio
The chart of Omega ratio for QCOM, currently valued at 1.32, compared to the broader market0.501.001.502.001.32
Calmar ratio
The chart of Calmar ratio for QCOM, currently valued at 1.69, compared to the broader market0.002.004.006.001.69
Martin ratio
The chart of Martin ratio for QCOM, currently valued at 4.91, compared to the broader market-10.000.0010.0020.0030.004.91

PATH vs. QCOM - Sharpe Ratio Comparison

The current PATH Sharpe Ratio is -0.25, which is lower than the QCOM Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of PATH 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-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctober
-0.25
1.85
PATH
QCOM

Dividends

PATH vs. QCOM - Dividend Comparison

PATH has not paid dividends to shareholders, while QCOM's dividend yield for the trailing twelve months is around 1.88%.


TTM20232022202120202019201820172016201520142013
PATH
UiPath 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
1.88%2.18%2.67%1.47%1.69%2.81%4.27%3.50%3.17%3.72%2.17%1.75%

Drawdowns

PATH vs. QCOM - Drawdown Comparison

The maximum PATH drawdown since its inception was -87.61%, roughly equal to the maximum QCOM drawdown of -86.76%. Use the drawdown chart below to compare losses from any high point for PATH and QCOM. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctober
-85.08%
-22.10%
PATH
QCOM

Volatility

PATH vs. QCOM - Volatility Comparison

UiPath Inc. (PATH) has a higher volatility of 10.55% compared to QUALCOMM Incorporated (QCOM) at 8.96%. This indicates that PATH'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%20.00%30.00%40.00%JuneJulyAugustSeptemberOctober
10.55%
8.96%
PATH
QCOM

Financials

PATH vs. QCOM - Financials Comparison

This section allows you to compare key financial metrics between UiPath 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