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

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.

50.00%100.00%150.00%200.00%JuneJulyAugustSeptemberOctoberNovember
43.68%
102.44%
QCOM
ARM

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

YTD

12.57%

1M

-6.40%

6M

-16.44%

1Y

27.31%

5Y (annualized)

14.66%

10Y (annualized)

11.57%

ARM

YTD

71.31%

1M

-15.88%

6M

16.66%

1Y

134.10%

5Y (annualized)

N/A

10Y (annualized)

N/A

Fundamentals


QCOMARM
Market Cap$186.97B$149.21B
EPS$8.68$0.61
PE Ratio18.83232.73
PEG Ratio1.781.78
Total Revenue (TTM)$38.96B$3.54B
Gross Profit (TTM)$21.90B$3.33B
EBITDA (TTM)$11.63B$473.00M

Key characteristics


QCOMARM
Sharpe Ratio0.721.49
Sortino Ratio1.182.39
Omega Ratio1.151.31
Calmar Ratio0.873.11
Martin Ratio1.786.72
Ulcer Index15.25%19.68%
Daily Std Dev37.39%89.04%
Max Drawdown-86.76%-42.57%
Current Drawdown-28.96%-30.96%

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Correlation

-0.50.00.51.00.6

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.


Sharpe ratio
The chart of Sharpe ratio for QCOM, currently valued at 0.72, compared to the broader market-4.00-2.000.002.000.721.49
The chart of Sortino ratio for QCOM, currently valued at 1.18, compared to the broader market-4.00-2.000.002.004.001.182.39
The chart of Omega ratio for QCOM, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.31
The chart of Calmar ratio for QCOM, currently valued at 0.87, compared to the broader market0.002.004.006.000.873.11
The chart of Martin ratio for QCOM, currently valued at 1.78, compared to the broader market0.0010.0020.0030.001.786.72
QCOM
ARM

The current QCOM Sharpe Ratio is 0.72, which is lower than the ARM Sharpe Ratio of 1.49. 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 Ratio1.001.502.002.50Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10
0.72
1.49
QCOM
ARM

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.


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%
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 -86.76%, 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.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-28.96%
-30.96%
QCOM
ARM

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.


10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
10.57%
16.65%
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