QCI.DE vs. SBGSF
QCI.DE (QUALCOMM Incorporated) and SBGSF (Schneider Electric S.E.) are both stocks. QCI.DE operates in Semiconductors (Technology), while SBGSF operates in Specialty Industrial Machinery (Industrials). Over the past 10 years, QCI.DE returned 14.05%/yr vs 22.38%/yr for SBGSF. At a 0.17 correlation, their price movements are largely independent.
Performance
QCI.DE vs. SBGSF - Performance Comparison
Loading charts...
Different Trading Currencies
QCI.DE is traded in EUR, while SBGSF is traded in USD. To make them comparable, the SBGSF 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 3.23% return, which is significantly lower than SBGSF's 14.11% return. Over the past 10 years, QCI.DE has underperformed SBGSF with an annualized return of 14.05%, while SBGSF has yielded a comparatively higher 22.38% annualized return.
QCI.DE
- 1D
- 4.21%
- 1M
- -23.16%
- 6M
- 13.28%
- YTD
- 3.23%
- 1Y
- 16.37%
- 3Y*
- 13.34%
- 5Y*
- 7.21%
- 10Y*
- 14.05%
- ALL TIME*
- 11.68%
SBGSF
- 1D
- 0.04%
- 1M
- -10.25%
- 6M
- 13.55%
- YTD
- 14.11%
- 1Y
- 11.72%
- 3Y*
- 20.15%
- 5Y*
- 17.76%
- 10Y*
- 22.38%
- ALL TIME*
- 8.71%
QCI.DE vs. SBGSF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QCI.DE QUALCOMM Incorporated | 3.23% | 1.53% | 15.40% | 32.98% | -36.61% | 38.70% | 57.79% | 67.74% | -4.19% | -10.02% |
SBGSF Schneider Electric S.E. | 14.11% | 0.10% | 34.65% | 45.65% | -21.48% | 76.67% | 35.10% | 59.96% | -14.56% | 10.99% |
Correlation
The correlation between QCI.DE and SBGSF is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2007 | 0.17 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
QCI.DE vs. SBGSF — Risk / Return Rank
QCI.DE
SBGSF
QCI.DE vs. SBGSF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for QUALCOMM Incorporated (QCI.DE) and Schneider Electric S.E. (SBGSF). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| QCI.DE | SBGSF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.08 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.47 | 0.61 | -0.13 |
| Martin ratioReturn relative to average drawdown | 0.94 | 1.49 | -0.55 |
Loading charts...
Drawdowns
QCI.DE vs. SBGSF - Drawdown Comparison
The maximum QCI.DE drawdown since its inception was -48.14%, smaller than the maximum SBGSF drawdown of -70.07%. Use the drawdown chart below to compare losses from any high point for QCI.DE and SBGSF.
Loading charts...
Drawdown Indicators
| QCI.DE | SBGSF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.14% | -70.07% | +21.93% |
Max Drawdown (1Y)Largest decline over 1 year | -34.36% | -19.46% | -14.90% |
Max Drawdown (3Y)Largest decline over 3 years | -48.14% | -33.09% | -15.05% |
Max Drawdown (5Y)Largest decline over 5 years | -48.14% | -34.99% | -13.15% |
Max Drawdown (10Y)Largest decline over 10 years | -48.14% | -34.99% | -13.15% |
Current DrawdownCurrent decline from peak | -29.70% | -10.54% | -19.16% |
Average DrawdownAverage peak-to-trough decline | -17.59% | -27.13% | +9.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.29% | 7.88% | +9.41% |
Volatility
QCI.DE vs. SBGSF - Volatility Comparison
QUALCOMM Incorporated (QCI.DE) has a higher volatility of 19.09% compared to Schneider Electric S.E. (SBGSF) at 11.73%. This indicates that QCI.DE's price experiences larger fluctuations and is considered to be riskier than SBGSF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| QCI.DE | SBGSF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.09% | 11.73% | +7.36% |
Volatility (6M)Calculated over the trailing 6-month period | 48.60% | 31.87% | +16.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 54.27% | 41.69% | +12.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.13% | 36.66% | +2.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.12% | 34.77% | +4.35% |
Dividends
QCI.DE vs. SBGSF - Dividend Comparison
QCI.DE's dividend yield for the trailing twelve months is around 2.05%, more than SBGSF's 1.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QCI.DE QUALCOMM Incorporated | 2.05% | 2.06% | 2.21% | 2.39% | 2.87% | 1.63% | 2.12% | 3.13% | 4.94% | 4.17% | 3.32% | 3.97% |
SBGSF Schneider Electric S.E. | 1.65% | 3.17% | 1.51% | 3.44% | 4.32% | 12.49% | 3.94% | 2.56% | 4.23% | 2.38% | 0.00% | 0.00% |
Financials
QCI.DE vs. SBGSF - Financials Comparison
This section allows you to compare key financial metrics between QUALCOMM Incorporated and Schneider Electric S.E.. 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 SBGSF have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for QCI.DE and SBGSF
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer