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

Performance

QCOM vs. AMD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in QUALCOMM Incorporated (QCOM) and Advanced Micro Devices, Inc. (AMD). The values are adjusted to include any dividend payments, if applicable.

0.00%10,000.00%20,000.00%30,000.00%40,000.00%50,000.00%60,000.00%70,000.00%JuneJulyAugustSeptemberOctoberNovember
46,788.69%
1,613.49%
QCOM
AMD

Returns By Period

In the year-to-date period, QCOM achieves a 12.57% return, which is significantly higher than AMD's -8.49% return. Over the past 10 years, QCOM has underperformed AMD with an annualized return of 11.57%, while AMD has yielded a comparatively higher 48.08% annualized return.


QCOM

YTD

12.57%

1M

-6.40%

6M

-16.44%

1Y

27.31%

5Y (annualized)

14.66%

10Y (annualized)

11.57%

AMD

YTD

-8.49%

1M

-13.51%

6M

-17.98%

1Y

11.84%

5Y (annualized)

26.81%

10Y (annualized)

48.08%

Fundamentals


QCOMAMD
Market Cap$186.97B$239.12B
EPS$8.68$1.11
PE Ratio18.83129.40
PEG Ratio1.780.38
Total Revenue (TTM)$38.96B$24.30B
Gross Profit (TTM)$21.90B$12.43B
EBITDA (TTM)$11.63B$4.55B

Key characteristics


QCOMAMD
Sharpe Ratio0.720.30
Sortino Ratio1.180.74
Omega Ratio1.151.09
Calmar Ratio0.870.37
Martin Ratio1.780.66
Ulcer Index15.25%21.70%
Daily Std Dev37.39%48.41%
Max Drawdown-86.76%-96.57%
Current Drawdown-28.96%-36.18%

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Correlation

-0.50.00.51.00.4

The correlation between QCOM and AMD is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

QCOM vs. AMD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for QUALCOMM Incorporated (QCOM) and Advanced Micro Devices, Inc. (AMD). 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.


Sharpe ratio
The chart of Sharpe ratio for QCOM, currently valued at 0.72, compared to the broader market-4.00-2.000.002.000.720.30
The chart of Sortino ratio for QCOM, currently valued at 1.18, compared to the broader market-4.00-2.000.002.004.001.180.74
The chart of Omega ratio for QCOM, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.09
The chart of Calmar ratio for QCOM, currently valued at 0.87, compared to the broader market0.002.004.006.000.870.37
The chart of Martin ratio for QCOM, currently valued at 1.78, compared to the broader market0.0010.0020.0030.001.780.66
QCOM
AMD

The current QCOM Sharpe Ratio is 0.72, which is higher than the AMD Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of QCOM and AMD, 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
0.72
0.30
QCOM
AMD

Dividends

QCOM vs. AMD - Dividend Comparison

QCOM's dividend yield for the trailing twelve months is around 2.06%, while AMD has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
QCOM
QUALCOMM Incorporated
2.06%2.18%2.67%1.47%1.69%2.81%4.27%3.50%3.17%3.72%2.17%1.75%
AMD
Advanced Micro Devices, 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%

Drawdowns

QCOM vs. AMD - Drawdown Comparison

The maximum QCOM drawdown since its inception was -86.76%, smaller than the maximum AMD drawdown of -96.57%. Use the drawdown chart below to compare losses from any high point for QCOM and AMD. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-28.96%
-36.18%
QCOM
AMD

Volatility

QCOM vs. AMD - Volatility Comparison

The current volatility for QUALCOMM Incorporated (QCOM) is 10.57%, while Advanced Micro Devices, Inc. (AMD) has a volatility of 14.59%. This indicates that QCOM experiences smaller price fluctuations and is considered to be less risky than AMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
10.57%
14.59%
QCOM
AMD

Financials

QCOM vs. AMD - Financials Comparison

This section allows you to compare key financial metrics between QUALCOMM Incorporated and Advanced Micro Devices, Inc.. 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