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QCI.DE vs. QCOM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

QCI.DE vs. QCOM - Performance Comparison

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

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Different Trading Currencies

QCI.DE is traded in EUR, while QCOM is traded in USD. To make them comparable, the QCOM 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 QCOM's 30.03% return. Both investments have delivered pretty close results over the past 10 years, with QCI.DE having a 18.56% annualized return and QCOM not far behind at 17.70%.


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%

QCOM

1D
-10.26%
1M
14.77%
YTD
30.03%
6M
26.09%
1Y
48.43%
3Y*
22.51%
5Y*
13.59%
10Y*
17.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QCI.DE vs. QCOM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QCI.DE
QUALCOMM Incorporated
40.88%1.25%14.93%32.20%-36.86%37.87%56.63%66.16%-4.33%-10.99%
QCOM
QUALCOMM Incorporated
30.03%0.33%15.46%31.02%-34.78%31.40%62.49%64.40%-3.25%-10.49%

Correlation

The correlation between QCI.DE and QCOM is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.79

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

0.71

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

0.67

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

0.60

Correlation (All Time)
Calculated using the full available price history since Aug 29, 2007

0.50

Over the past year, QCI.DE and QCOM have become more correlated (0.79) than their long-term average of 0.50, meaning their price movements have been converging.

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Return for Risk

QCI.DE vs. QCOM — Risk / Return Rank

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

QCI.DE
QCI.DE Risk / Return Rank: 7575
Overall Rank
QCI.DE Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
QCI.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
QCI.DE Omega Ratio Rank: 7878
Omega Ratio Rank
QCI.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
QCI.DE Martin Ratio Rank: 7171
Martin Ratio Rank

QCOM
QCOM Risk / Return Rank: 7070
Overall Rank
QCOM Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
QCOM Sortino Ratio Rank: 6969
Sortino Ratio Rank
QCOM Omega Ratio Rank: 7373
Omega Ratio Rank
QCOM Calmar Ratio Rank: 6969
Calmar Ratio Rank
QCOM Martin Ratio Rank: 6868
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.

QCI.DE vs. QCOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for QUALCOMM Incorporated (QCI.DE) 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.


QCI.DEQCOMDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.42

Omega ratioGain probability vs. loss probability

1.29

1.24

+0.05

Calmar ratioReturn relative to maximum drawdown

1.80

1.48

+0.32

Martin ratioReturn relative to average drawdown

3.98

3.28

+0.70

QCI.DE vs. QCOM - Sharpe Ratio Comparison

The current QCI.DE Sharpe Ratio is 1.27, which is comparable to the QCOM Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of QCI.DE 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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Sharpe Ratios by Period


QCI.DEQCOMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

1.05

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.34

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.46

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.37

0.00

Drawdowns

QCI.DE vs. QCOM - Drawdown Comparison

The maximum QCI.DE drawdown since its inception was -86.90%, which is greater than QCOM's maximum drawdown of -47.40%. Use the drawdown chart below to compare losses from any high point for QCI.DE and QCOM.


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Drawdown Indicators


QCI.DEQCOMDifference

Max Drawdown

Largest peak-to-trough decline

-86.90%

-47.40%

-39.50%

Max Drawdown (1Y)

Largest decline over 1 year

-34.46%

-32.86%

-1.60%

Max Drawdown (3Y)

Largest decline over 3 years

-48.43%

-47.40%

-1.03%

Max Drawdown (5Y)

Largest decline over 5 years

-48.43%

-47.40%

-1.03%

Max Drawdown (10Y)

Largest decline over 10 years

-48.43%

-47.40%

-1.03%

Current Drawdown

Current decline from peak

-3.98%

-12.73%

+8.75%

Average Drawdown

Average peak-to-trough decline

-43.68%

-15.90%

-27.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.62%

14.82%

+0.80%

Volatility

QCI.DE vs. QCOM - Volatility Comparison

QUALCOMM Incorporated (QCI.DE) has a higher volatility of 31.32% compared to QUALCOMM Incorporated (QCOM) at 29.40%. This indicates that QCI.DE'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


QCI.DEQCOMDifference

Volatility (1M)

Calculated over the trailing 1-month period

31.32%

29.40%

+1.92%

Volatility (6M)

Calculated over the trailing 6-month period

42.78%

39.83%

+2.95%

Volatility (1Y)

Calculated over the trailing 1-year period

48.77%

46.55%

+2.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.62%

40.13%

-2.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.49%

38.96%

-0.47%

Dividends

QCI.DE vs. QCOM - Dividend Comparison

QCI.DE's dividend yield for the trailing twelve months is around 1.61%, less than QCOM's 1.66% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
QCOM
QUALCOMM Incorporated
1.66%2.06%2.18%2.18%2.67%1.47%1.69%2.81%4.27%3.50%3.17%3.72%

Financials

QCI.DE vs. QCOM - Financials Comparison

This section allows you to compare key financial metrics between QUALCOMM 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


Please note, different currencies. QCI.DE values in EUR, QCOM values in USD

Frequently Asked Questions


QCI.DE and QCOM have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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