QCI.DE vs. QCOM
QCI.DE (QUALCOMM Incorporated) and QCOM (QUALCOMM Incorporated) are both stocks. Both operate in the Semiconductors industry within the Technology sector. Over the past 10 years, QCI.DE returned 18.56%/yr vs 17.70%/yr for QCOM. A 0.50 correlation means they provide meaningful diversification when combined.
Performance
QCI.DE vs. QCOM - Performance Comparison
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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%
QCI.DE vs. QCOM - 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% | -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
QCI.DE
QCOM
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.DE | QCOM | Difference | |
|---|---|---|---|
| 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 |
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 | QCOM | Difference | |
|---|---|---|---|
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.DE | QCOM | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -3.98% | -12.73% | +8.75% |
Average DrawdownAverage peak-to-trough decline | -43.68% | -15.90% | -27.78% |
Ulcer IndexDepth 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.DE | QCOM | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Total Revenue: Total amount of money received from sales and other business activities
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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