QCOM vs. LVHD

Last updated Jul 17, 2026

QCOM (QUALCOMM Incorporated) is a stock, while LVHD (Franklin U.S. Low Volatility High Dividend Index ETF) is Dividend fund tracking the Franklin U.S. Low Volatility High Dividend Index. Over the past 10 years, QCOM returned 15.01%/yr vs 8.26%/yr for LVHD. At a 0.31 correlation, their price movements are largely independent.

Performance

QCOM vs. LVHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in QUALCOMM Incorporated (QCOM) and Franklin U.S. Low Volatility High Dividend Index ETF (LVHD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QCOM achieves a 0.75% return, which is significantly lower than LVHD's 14.62% return. Over the past 10 years, QCOM has outperformed LVHD with an annualized return of 15.01%, while LVHD has yielded a comparatively lower 8.26% annualized return.

QCOM

• 1D: -4.14%
• 1M: -20.30%
• 6M: 6.78%
• YTD: 0.75%
• 1Y: 13.07%
• 3Y*: 13.85%
• 5Y*: 6.35%
• 10Y*: 15.01%

LVHD

• 1D: 2.24%
• 1M: 3.49%
• 6M: 10.72%
• YTD: 14.62%
• 1Y: 16.67%
• 3Y*: 10.97%
• 5Y*: 7.75%
• 10Y*: 8.26%

*Multi-year figures are annualized to reflect compound growth (CAGR)

QCOM vs. LVHD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
QCOM QUALCOMM Incorporated	0.75%	13.84%	8.31%	35.07%	-38.58%	22.25%	77.08%	60.76%	-7.59%	2.05%
LVHD Franklin U.S. Low Volatility High Dividend Index ETF	14.62%	7.50%	10.18%	-0.95%	-1.82%	26.90%	-1.28%	22.91%	-5.58%	14.25%

Correlation

The correlation between QCOM and LVHD is -0.01, 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	-0.01
Correlation (3Y) Calculated over the trailing 3-year period	0.13
Correlation (5Y) Calculated over the trailing 5-year period	0.25
Correlation (10Y) Calculated over the trailing 10-year period	0.30
Correlation (All Time) Calculated using the full available price history since Dec 29, 2015	0.31

The correlation between QCOM and LVHD shifts across timeframes, from -0.01 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.

Return for Risk

QCOM vs. LVHD — Risk / Return Rank

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

QCOM

QCOM Risk / Return Rank: 54
QCOM Sharpe Ratio Rank: 54
QCOM Sortino Ratio Rank: 52
QCOM Omega Ratio Rank: 54
QCOM Calmar Ratio Rank: 55
QCOM Martin Ratio Rank: 54

LVHD

LVHD Risk / Return Rank: 60
LVHD Sharpe Ratio Rank: 60
LVHD Sortino Ratio Rank: 65
LVHD Omega Ratio Rank: 55
LVHD Calmar Ratio Rank: 67
LVHD Martin Ratio Rank: 50

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. LVHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for QUALCOMM Incorporated (QCOM) and Franklin U.S. Low Volatility High Dividend Index ETF (LVHD). 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.

	QCOM	LVHD	Difference
Sharpe ratio: Return per unit of total volatility	0.26	1.61	-1.35
Sortino ratio: Return per unit of downside risk	0.74	2.42	-1.68
Omega ratio: Gain probability vs. loss probability	1.10	1.28	-0.18
Calmar ratio: Return relative to maximum drawdown	0.40	2.71	-2.32
Martin ratio: Return relative to average drawdown	0.80	6.72	-5.92

QCOM vs. LVHD - Sharpe Ratio Comparison

The current QCOM Sharpe Ratio is 0.26, which is lower than the LVHD Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of QCOM and LVHD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

QCOM vs. LVHD - Drawdown Comparison

The maximum QCOM drawdown since its inception was -86.75%, which is greater than LVHD's maximum drawdown of -37.32%. Use the drawdown chart below to compare losses from any high point for QCOM and LVHD.

Drawdown Indicators

	QCOM	LVHD	Difference
Max Drawdown Largest peak-to-trough decline	-86.75%	-37.32%	-49.43%
Max Drawdown (1Y) Largest decline over 1 year	-33.13%	-6.17%	-26.96%
Max Drawdown (3Y) Largest decline over 3 years	-44.23%	-14.29%	-29.94%
Max Drawdown (5Y) Largest decline over 5 years	-44.29%	-16.75%	-27.54%
Max Drawdown (10Y) Largest decline over 10 years	-44.29%	-37.32%	-6.97%
Current Drawdown Current decline from peak	-31.78%	0.00%	-31.78%
Average Drawdown Average peak-to-trough decline	-32.84%	-4.02%	-28.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.37%	2.49%	+13.88%

Volatility

QCOM vs. LVHD - Volatility Comparison

QUALCOMM Incorporated (QCOM) has a higher volatility of 16.95% compared to Franklin U.S. Low Volatility High Dividend Index ETF (LVHD) at 4.92%. This indicates that QCOM's price experiences larger fluctuations and is considered to be riskier than LVHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QCOM	LVHD	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.95%	4.92%	+12.03%
Volatility (6M) Calculated over the trailing 6-month period	45.13%	8.10%	+37.03%
Volatility (1Y) Calculated over the trailing 1-year period	51.38%	10.44%	+40.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	41.88%	13.02%	+28.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	39.59%	15.56%	+24.03%

Dividends

QCOM vs. LVHD - Dividend Comparison

QCOM's dividend yield for the trailing twelve months is around 2.10%, less than LVHD's 3.17% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LVHD Franklin U.S. Low Volatility High Dividend Index ETF	3.17%	3.35%	4.23%	3.55%	3.30%	2.56%	3.27%	3.30%	3.82%	3.33%	2.48%	0.00%
QCOM QUALCOMM Incorporated	2.10%	2.06%	2.18%	2.18%	2.67%	1.47%	1.69%	2.81%	4.27%	3.50%	3.17%	3.72%

Frequently Asked Questions

Can I hold both QCOM and LVHD in my portfolio?

QCOM and LVHD have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QCOM or LVHD?

QCOM has higher volatility (16.95%) compared to LVHD (4.92%). In terms of maximum drawdown, QCOM dropped -86.75% vs LVHD's -37.32%.

Which has better risk-adjusted returns?

LVHD currently has the higher Sharpe Ratio (1.61 vs 0.26), 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.