QCOM vs. ARM
Compare and contrast key facts about QUALCOMM Incorporated (QCOM) and Arm Holdings plc American Depositary Shares (ARM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QCOM or ARM.
Performance
QCOM vs. ARM - Performance Comparison
Returns By Period
In the year-to-date period, QCOM achieves a 12.57% return, which is significantly lower than ARM's 71.31% return.
QCOM
12.57%
-6.40%
-16.44%
27.31%
14.66%
11.57%
ARM
71.31%
-15.88%
16.66%
134.10%
N/A
N/A
Fundamentals
QCOM | ARM | |
---|---|---|
Market Cap | $186.97B | $149.21B |
EPS | $8.68 | $0.61 |
PE Ratio | 18.83 | 232.73 |
PEG Ratio | 1.78 | 1.78 |
Total Revenue (TTM) | $38.96B | $3.54B |
Gross Profit (TTM) | $21.90B | $3.33B |
EBITDA (TTM) | $11.63B | $473.00M |
Key characteristics
QCOM | ARM | |
---|---|---|
Sharpe Ratio | 0.72 | 1.49 |
Sortino Ratio | 1.18 | 2.39 |
Omega Ratio | 1.15 | 1.31 |
Calmar Ratio | 0.87 | 3.11 |
Martin Ratio | 1.78 | 6.72 |
Ulcer Index | 15.25% | 19.68% |
Daily Std Dev | 37.39% | 89.04% |
Max Drawdown | -86.76% | -42.57% |
Current Drawdown | -28.96% | -30.96% |
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Correlation
The correlation between QCOM and ARM is 0.62, 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.
Risk-Adjusted Performance
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.
Dividends
QCOM vs. ARM - Dividend Comparison
QCOM's dividend yield for the trailing twelve months is around 2.06%, while ARM has not paid dividends to shareholders.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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 -86.76%, 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.
Volatility
QCOM vs. ARM - Volatility Comparison
The current volatility for QUALCOMM Incorporated (QCOM) is 10.57%, while Arm Holdings plc American Depositary Shares (ARM) has a volatility of 16.65%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities