PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
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%20.00%JulyAugustSeptemberOctoberNovemberDecember
-28.23%
-17.83%
QCOM
ARM

Key characteristics

Sharpe Ratio

QCOM:

0.27

ARM:

1.02

Sortino Ratio

QCOM:

0.62

ARM:

1.99

Omega Ratio

QCOM:

1.08

ARM:

1.26

Calmar Ratio

QCOM:

0.32

ARM:

2.12

Martin Ratio

QCOM:

0.58

ARM:

4.27

Ulcer Index

QCOM:

17.56%

ARM:

21.16%

Daily Std Dev

QCOM:

38.16%

ARM:

88.27%

Max Drawdown

QCOM:

-86.75%

ARM:

-42.57%

Current Drawdown

QCOM:

-31.90%

ARM:

-29.15%

Fundamentals

Market Cap

QCOM:

$175.45B

ARM:

$152.40B

EPS

QCOM:

$8.94

ARM:

$0.61

PE Ratio

QCOM:

17.66

ARM:

237.70

PEG Ratio

QCOM:

1.56

ARM:

1.38

Total Revenue (TTM)

QCOM:

$38.96B

ARM:

$3.54B

Gross Profit (TTM)

QCOM:

$21.90B

ARM:

$3.33B

EBITDA (TTM)

QCOM:

$12.02B

ARM:

$581.00M

Returns By Period

In the year-to-date period, QCOM achieves a 7.91% return, which is significantly lower than ARM's 75.79% return.


QCOM

YTD

7.91%

1M

-6.47%

6M

-31.90%

1Y

8.96%

5Y*

14.04%

10Y*

10.82%

ARM

YTD

75.79%

1M

-0.72%

6M

-17.83%

1Y

93.13%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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 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 0.23, compared to the broader market-4.00-2.000.002.000.241.02
The chart of Sortino ratio for QCOM, currently valued at 0.58, compared to the broader market-4.00-2.000.002.004.000.581.99
The chart of Omega ratio for QCOM, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.26
The chart of Calmar ratio for QCOM, currently valued at 0.28, compared to the broader market0.002.004.006.000.282.12
The chart of Martin ratio for QCOM, currently valued at 0.51, compared to the broader market0.0010.0020.000.514.27
QCOM
ARM

The current QCOM Sharpe Ratio is 0.27, which is lower than the ARM Sharpe Ratio of 1.02. 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 Ratio0.501.001.502.002.50Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15
0.24
1.02
QCOM
ARM

Dividends

QCOM vs. ARM - Dividend Comparison

QCOM's dividend yield for the trailing twelve months is around 2.19%, while ARM 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%
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%0.00%JulyAugustSeptemberOctoberNovemberDecember
-31.90%
-29.15%
QCOM
ARM

Volatility

QCOM vs. ARM - Volatility Comparison

The current volatility for QUALCOMM Incorporated (QCOM) is 9.20%, while Arm Holdings plc American Depositary Shares (ARM) has a volatility of 12.44%. 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%JulyAugustSeptemberOctoberNovemberDecember
9.20%
12.44%
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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab