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QCOM vs. CMCSA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

QCOM vs. CMCSA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in QUALCOMM Incorporated (QCOM) and Comcast Corporation (CMCSA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QCOM achieves a 25.03% return, which is significantly higher than CMCSA's -5.28% return. Over the past 10 years, QCOM has outperformed CMCSA with an annualized return of 18.10%, while CMCSA has yielded a comparatively lower 1.27% annualized return.


QCOM

1D
4.32%
1M
6.21%
YTD
25.03%
6M
19.95%
1Y
39.72%
3Y*
22.00%
5Y*
11.87%
10Y*
18.10%

CMCSA

1D
2.21%
1M
-2.66%
YTD
-5.28%
6M
3.97%
1Y
-17.53%
3Y*
-8.98%
5Y*
-10.72%
10Y*
1.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QCOM vs. CMCSA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QCOM
QUALCOMM Incorporated
25.03%13.84%8.31%35.07%-38.58%22.25%77.08%60.76%-7.59%2.05%
CMCSA
Comcast Corporation
-5.28%-17.35%-11.84%29.08%-28.68%-2.22%19.13%34.04%-12.71%17.45%

Correlation

The correlation between QCOM and CMCSA is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.05

Correlation (3Y)
Calculated over the trailing 3-year period

0.18

Correlation (5Y)
Calculated over the trailing 5-year period

0.30

Correlation (10Y)
Calculated over the trailing 10-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Dec 16, 1991

0.30

Over the past year, the correlation between QCOM and CMCSA has dropped to 0.05 - well below their long-term average of 0.30, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

QCOM:

$226.96B

CMCSA:

$88.62B

EPS

QCOM:

$9.11

CMCSA:

$5.05

PE Ratio

QCOM:

23.23

CMCSA:

4.85

PS Ratio

QCOM:

5.18

CMCSA:

0.72

PB Ratio

QCOM:

8.32

CMCSA:

1.00

Total Revenue (TTM)

QCOM:

$44.49B

CMCSA:

$125.28B

Gross Profit (TTM)

QCOM:

$24.38B

CMCSA:

$77.26B

EBITDA (TTM)

QCOM:

$12.92B

CMCSA:

$45.00B

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Return for Risk

QCOM vs. CMCSA — Risk / Return Rank

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

QCOM
QCOM Risk / Return Rank: 6666
Overall Rank
QCOM Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
QCOM Sortino Ratio Rank: 6565
Sortino Ratio Rank
QCOM Omega Ratio Rank: 6767
Omega Ratio Rank
QCOM Calmar Ratio Rank: 6565
Calmar Ratio Rank
QCOM Martin Ratio Rank: 6565
Martin Ratio Rank

CMCSA
CMCSA Risk / Return Rank: 1616
Overall Rank
CMCSA Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
CMCSA Sortino Ratio Rank: 1717
Sortino Ratio Rank
CMCSA Omega Ratio Rank: 1616
Omega Ratio Rank
CMCSA Calmar Ratio Rank: 1818
Calmar Ratio Rank
CMCSA Martin Ratio Rank: 1414
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QCOM vs. CMCSA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for QUALCOMM Incorporated (QCOM) and Comcast Corporation (CMCSA). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


QCOMCMCSADifference
Sharpe ratioReturn per unit of total volatility

+1.37

Sortino ratioReturn per unit of downside risk

+2.07

Omega ratioGain probability vs. loss probability

1.19

0.90

+0.29

Calmar ratioReturn relative to maximum drawdown

1.10

-0.67

+1.76

Martin ratioReturn relative to average drawdown

2.44

-1.26

+3.70

QCOM vs. CMCSA - Sharpe Ratio Comparison

The current QCOM Sharpe Ratio is 0.75, which is higher than the CMCSA Sharpe Ratio of -0.62. The chart below compares the historical Sharpe Ratios of QCOM and CMCSA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

QCOM vs. CMCSA - Drawdown Comparison

The maximum QCOM drawdown since its inception was -86.75%, which is greater than CMCSA's maximum drawdown of -67.89%. Use the drawdown chart below to compare losses from any high point for QCOM and CMCSA.


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Drawdown Indicators


QCOMCMCSADifference

Max Drawdown

Largest peak-to-trough decline

-86.75%

-67.89%

-18.86%

Max Drawdown (1Y)

Largest decline over 1 year

-33.13%

-27.34%

-5.79%

Max Drawdown (3Y)

Largest decline over 3 years

-44.23%

-39.87%

-4.36%

Max Drawdown (5Y)

Largest decline over 5 years

-44.29%

-52.11%

+7.82%

Max Drawdown (10Y)

Largest decline over 10 years

-44.29%

-52.11%

+7.82%

Current Drawdown

Current decline from peak

-15.34%

-47.99%

+32.65%

Average Drawdown

Average peak-to-trough decline

-32.87%

-24.62%

-8.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.89%

14.38%

+0.51%

Volatility

QCOM vs. CMCSA - Volatility Comparison

QUALCOMM Incorporated (QCOM) has a higher volatility of 27.32% compared to Comcast Corporation (CMCSA) at 7.12%. This indicates that QCOM's price experiences larger fluctuations and is considered to be riskier than CMCSA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QCOMCMCSADifference

Volatility (1M)

Calculated over the trailing 1-month period

27.32%

7.12%

+20.20%

Volatility (6M)

Calculated over the trailing 6-month period

42.18%

24.86%

+17.32%

Volatility (1Y)

Calculated over the trailing 1-year period

48.52%

29.24%

+19.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.17%

26.96%

+14.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.28%

26.49%

+12.79%

Dividends

QCOM vs. CMCSA - Dividend Comparison

QCOM's dividend yield for the trailing twelve months is around 1.70%, less than CMCSA's 11.84% yield.


PositionTTM20252024202320222021202020192018201720162015
CMCSA
Comcast Corporation
11.84%4.35%3.25%2.60%3.03%1.95%1.72%1.40%2.69%1.18%1.96%1.73%
QCOM
QUALCOMM Incorporated
1.70%2.06%2.18%2.18%2.67%1.47%1.69%2.81%4.27%3.50%3.17%3.72%

Financials

QCOM vs. CMCSA - Financials Comparison

This section allows you to compare key financial metrics between QUALCOMM Incorporated and Comcast Corporation. 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


10.00B15.00B20.00B25.00B30.00B20222023202420252026
10.60B
31.46B
(QCOM) Total Revenue
(CMCSA) Total Revenue
Values in USD except per share items

QCOM vs. CMCSA - Profitability Comparison

The chart below illustrates the profitability comparison between QUALCOMM Incorporated and Comcast Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

54.0%56.0%58.0%60.0%62.0%64.0%66.0%20222023202420252026
53.8%
65.4%
Portfolio components
QCOM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, QUALCOMM Incorporated reported a gross profit of 5.70B and revenue of 10.60B. Therefore, the gross margin over that period was 53.8%.

CMCSA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Comcast Corporation reported a gross profit of 20.57B and revenue of 31.46B. Therefore, the gross margin over that period was 65.4%.

QCOM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, QUALCOMM Incorporated reported an operating income of 2.31B and revenue of 10.60B, resulting in an operating margin of 21.8%.

CMCSA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Comcast Corporation reported an operating income of 4.14B and revenue of 31.46B, resulting in an operating margin of 13.1%.

QCOM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, QUALCOMM Incorporated reported a net income of 7.37B and revenue of 10.60B, resulting in a net margin of 69.5%.

CMCSA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Comcast Corporation reported a net income of 2.17B and revenue of 31.46B, resulting in a net margin of 6.9%.


Frequently Asked Questions


QCOM and CMCSA have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QCOM has higher volatility (27.32%) compared to CMCSA (7.12%). In terms of maximum drawdown, QCOM dropped -86.75% vs CMCSA's -67.89%.

QCOM currently has the higher Sharpe Ratio (0.75 vs -0.62), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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