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

Correlation

The correlation between QCOM and ARM is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

QCOM vs. ARM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in QUALCOMM Incorporated (QCOM) and Arm Holdings plc American Depositary Shares (ARM). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-10.70%
-8.66%
QCOM
ARM

Key characteristics

Sharpe Ratio

QCOM:

0.53

ARM:

1.29

Sortino Ratio

QCOM:

0.96

ARM:

2.24

Omega Ratio

QCOM:

1.12

ARM:

1.29

Calmar Ratio

QCOM:

0.62

ARM:

2.67

Martin Ratio

QCOM:

1.06

ARM:

5.11

Ulcer Index

QCOM:

19.35%

ARM:

22.24%

Daily Std Dev

QCOM:

38.44%

ARM:

88.32%

Max Drawdown

QCOM:

-86.75%

ARM:

-42.57%

Current Drawdown

QCOM:

-26.78%

ARM:

-19.95%

Fundamentals

Market Cap

QCOM:

$182.83B

ARM:

$155.04B

EPS

QCOM:

$8.94

ARM:

$0.60

PE Ratio

QCOM:

18.41

ARM:

245.87

PEG Ratio

QCOM:

1.59

ARM:

1.40

Total Revenue (TTM)

QCOM:

$29.03B

ARM:

$2.71B

Gross Profit (TTM)

QCOM:

$16.28B

ARM:

$2.54B

EBITDA (TTM)

QCOM:

$8.68B

ARM:

$393.00M

Returns By Period

In the year-to-date period, QCOM achieves a 7.12% return, which is significantly lower than ARM's 21.00% return.


QCOM

YTD

7.12%

1M

7.52%

6M

-10.71%

1Y

15.50%

5Y*

13.93%

10Y*

11.77%

ARM

YTD

21.00%

1M

12.99%

6M

-8.65%

1Y

89.95%

5Y*

N/A

10Y*

N/A

*Annualized

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

QCOM vs. ARM — Risk-Adjusted Performance Rank

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

QCOM
The Risk-Adjusted Performance Rank of QCOM is 6262
Overall Rank
The Sharpe Ratio Rank of QCOM is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of QCOM is 5858
Sortino Ratio Rank
The Omega Ratio Rank of QCOM is 5757
Omega Ratio Rank
The Calmar Ratio Rank of QCOM is 7171
Calmar Ratio Rank
The Martin Ratio Rank of QCOM is 5959
Martin Ratio Rank

ARM
The Risk-Adjusted Performance Rank of ARM is 8585
Overall Rank
The Sharpe Ratio Rank of ARM is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of ARM is 8484
Sortino Ratio Rank
The Omega Ratio Rank of ARM is 8282
Omega Ratio Rank
The Calmar Ratio Rank of ARM is 9494
Calmar Ratio Rank
The Martin Ratio Rank of ARM is 8181
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

QCOM vs. ARM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for QUALCOMM Incorporated (QCOM) and Arm Holdings plc American Depositary Shares (ARM). 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 0.53, compared to the broader market-2.000.002.004.000.531.29
The chart of Sortino ratio for QCOM, currently valued at 0.95, compared to the broader market-4.00-2.000.002.004.000.962.24
The chart of Omega ratio for QCOM, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.29
The chart of Calmar ratio for QCOM, currently valued at 0.62, compared to the broader market0.002.004.006.000.622.67
The chart of Martin ratio for QCOM, currently valued at 1.06, compared to the broader market-10.000.0010.0020.0030.001.065.11
QCOM
ARM

The current QCOM Sharpe Ratio is 0.53, which is lower than the ARM Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of QCOM and ARM, 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 Ratio0.000.501.001.502.002.50Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05Jan 12
0.53
1.29
QCOM
ARM

Dividends

QCOM vs. ARM - Dividend Comparison

QCOM's dividend yield for the trailing twelve months is around 2.04%, while ARM has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
QCOM
QUALCOMM Incorporated
2.04%2.18%2.18%2.67%1.47%1.69%2.81%4.27%3.50%3.17%3.72%2.17%
ARM
Arm Holdings plc American Depositary Shares
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. ARM - Drawdown Comparison

The maximum QCOM drawdown since its inception was -86.75%, which is greater than ARM's maximum drawdown of -42.57%. Use the drawdown chart below to compare losses from any high point for QCOM and ARM. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%AugustSeptemberOctoberNovemberDecember2025
-26.78%
-19.95%
QCOM
ARM

Volatility

QCOM vs. ARM - Volatility Comparison

The current volatility for QUALCOMM Incorporated (QCOM) is 8.03%, while Arm Holdings plc American Depositary Shares (ARM) has a volatility of 16.43%. This indicates that QCOM experiences smaller price fluctuations and is considered to be less risky than ARM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%AugustSeptemberOctoberNovemberDecember2025
8.03%
16.43%
QCOM
ARM

Financials

QCOM vs. ARM - Financials Comparison

This section allows you to compare key financial metrics between QUALCOMM Incorporated and Arm Holdings plc American Depositary Shares. 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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