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

Correlation

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.


-0.50.00.51.00.4

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.

-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-28.23%
-24.95%
QCOM
AMD

Key characteristics

Sharpe Ratio

QCOM:

0.27

AMD:

-0.26

Sortino Ratio

QCOM:

0.62

AMD:

-0.06

Omega Ratio

QCOM:

1.08

AMD:

0.99

Calmar Ratio

QCOM:

0.32

AMD:

-0.30

Martin Ratio

QCOM:

0.58

AMD:

-0.52

Ulcer Index

QCOM:

17.56%

AMD:

24.19%

Daily Std Dev

QCOM:

38.16%

AMD:

47.92%

Max Drawdown

QCOM:

-86.75%

AMD:

-96.57%

Current Drawdown

QCOM:

-31.90%

AMD:

-42.56%

Fundamentals

Market Cap

QCOM:

$175.45B

AMD:

$202.88B

EPS

QCOM:

$8.94

AMD:

$1.13

PE Ratio

QCOM:

17.66

AMD:

110.64

PEG Ratio

QCOM:

1.56

AMD:

0.33

Total Revenue (TTM)

QCOM:

$38.96B

AMD:

$24.30B

Gross Profit (TTM)

QCOM:

$21.90B

AMD:

$12.43B

EBITDA (TTM)

QCOM:

$12.02B

AMD:

$4.78B

Returns By Period

In the year-to-date period, QCOM achieves a 7.91% return, which is significantly higher than AMD's -17.64% return. Over the past 10 years, QCOM has underperformed AMD with an annualized return of 10.82%, while AMD has yielded a comparatively higher 47.15% annualized return.


QCOM

YTD

7.91%

1M

-6.47%

6M

-31.90%

1Y

8.96%

5Y*

14.04%

10Y*

10.82%

AMD

YTD

-17.64%

1M

-12.61%

6M

-21.48%

1Y

-13.37%

5Y*

22.50%

10Y*

47.15%

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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 0.27, compared to the broader market-4.00-2.000.002.000.27-0.26
The chart of Sortino ratio for QCOM, currently valued at 0.62, compared to the broader market-4.00-2.000.002.004.000.62-0.06
The chart of Omega ratio for QCOM, currently valued at 1.08, compared to the broader market0.501.001.502.001.080.99
The chart of Calmar ratio for QCOM, currently valued at 0.32, compared to the broader market0.002.004.006.000.32-0.30
The chart of Martin ratio for QCOM, currently valued at 0.58, compared to the broader market0.0010.0020.000.58-0.52
QCOM
AMD

The current QCOM Sharpe Ratio is 0.27, which is higher than the AMD Sharpe Ratio of -0.26. 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 Ratio-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.27
-0.26
QCOM
AMD

Dividends

QCOM vs. AMD - Dividend Comparison

QCOM's dividend yield for the trailing twelve months is around 2.19%, while AMD has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
QCOM
QUALCOMM Incorporated
2.19%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 -86.75%, 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%JulyAugustSeptemberOctoberNovemberDecember
-31.90%
-42.56%
QCOM
AMD

Volatility

QCOM vs. AMD - Volatility Comparison

QUALCOMM Incorporated (QCOM) and Advanced Micro Devices, Inc. (AMD) have volatilities of 9.20% and 9.59%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
9.20%
9.59%
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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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