QCI.DE vs. FRHC
QCI.DE (QUALCOMM Incorporated) and FRHC (Freedom Holding Corp.) are both stocks. QCI.DE operates in Semiconductors (Technology), while FRHC operates in Capital Markets (Financial Services). Over the past 5 years, QCI.DE returned 15.45%/yr vs 23.27%/yr for FRHC. At a 0.23 correlation, their price movements are largely independent.
Performance
QCI.DE vs. FRHC - Performance Comparison
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Different Trading Currencies
QCI.DE is traded in EUR, while FRHC is traded in USD. To make them comparable, the FRHC values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, QCI.DE achieves a 40.88% return, which is significantly higher than FRHC's 24.44% return.
QCI.DE
- 1D
- -3.98%
- 1M
- 26.42%
- YTD
- 40.88%
- 6M
- 38.49%
- 1Y
- 61.14%
- 3Y*
- 26.94%
- 5Y*
- 15.45%
- 10Y*
- 18.56%
FRHC
- 1D
- -5.98%
- 1M
- 7.32%
- YTD
- 24.44%
- 6M
- 13.12%
- 1Y
- -4.80%
- 3Y*
- 18.57%
- 5Y*
- 23.27%
- 10Y*
- —
QCI.DE vs. FRHC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QCI.DE QUALCOMM Incorporated | 40.88% | 1.25% | 14.93% | 32.20% | -36.86% | 37.87% | 56.63% | 66.16% | -4.33% | 22.00% |
FRHC Freedom Holding Corp. | 24.44% | -17.94% | 72.85% | 34.29% | -10.82% | 45.23% | 223.80% | 80.01% | 35.97% | 220.60% |
Correlation
The correlation between QCI.DE and FRHC is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Oct 4, 2017 | 0.23 |
The correlation between QCI.DE and FRHC shifts across timeframes, from 0.08 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
QCI.DE vs. FRHC — Risk / Return Rank
QCI.DE
FRHC
QCI.DE vs. FRHC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for QUALCOMM Incorporated (QCI.DE) and Freedom Holding Corp. (FRHC). 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.
| QCI.DE | FRHC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.39 | ||
| Sortino ratioReturn per unit of downside risk | +2.01 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.01 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 1.80 | -0.12 | +1.92 |
| Martin ratioReturn relative to average drawdown | 3.98 | -0.21 | +4.19 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QCI.DE | FRHC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | -0.12 | +1.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.62 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 1.37 | -0.99 |
Drawdowns
QCI.DE vs. FRHC - Drawdown Comparison
The maximum QCI.DE drawdown since its inception was -86.90%, which is greater than FRHC's maximum drawdown of -42.09%. Use the drawdown chart below to compare losses from any high point for QCI.DE and FRHC.
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Drawdown Indicators
| QCI.DE | FRHC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.90% | -42.09% | -44.81% |
Max Drawdown (1Y)Largest decline over 1 year | -34.46% | -41.91% | +7.45% |
Max Drawdown (3Y)Largest decline over 3 years | -48.43% | -41.91% | -6.52% |
Max Drawdown (5Y)Largest decline over 5 years | -48.43% | -42.09% | -6.34% |
Max Drawdown (10Y)Largest decline over 10 years | -48.43% | — | — |
Current DrawdownCurrent decline from peak | -3.98% | -20.97% | +16.99% |
Average DrawdownAverage peak-to-trough decline | -43.68% | -11.17% | -32.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.62% | 23.26% | -7.64% |
Volatility
QCI.DE vs. FRHC - Volatility Comparison
QUALCOMM Incorporated (QCI.DE) has a higher volatility of 31.32% compared to Freedom Holding Corp. (FRHC) at 11.62%. This indicates that QCI.DE's price experiences larger fluctuations and is considered to be riskier than FRHC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QCI.DE | FRHC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 31.32% | 11.62% | +19.70% |
Volatility (6M)Calculated over the trailing 6-month period | 42.78% | 27.74% | +15.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.77% | 39.53% | +9.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.62% | 37.98% | -0.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.49% | 47.94% | -9.45% |
Dividends
QCI.DE vs. FRHC - Dividend Comparison
QCI.DE's dividend yield for the trailing twelve months is around 1.61%, while FRHC has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRHC Freedom Holding Corp. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QCI.DE QUALCOMM Incorporated | 1.28% | 1.80% | 1.78% | 1.90% | 2.35% | 1.19% | 1.57% | 2.42% | 4.75% | 3.15% | 2.61% | 3.12% |
Financials
QCI.DE vs. FRHC - Financials Comparison
This section allows you to compare key financial metrics between QUALCOMM Incorporated and Freedom Holding Corp.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
QCI.DE and FRHC have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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