QCOM vs. MCHP
Compare and contrast key facts about QUALCOMM Incorporated (QCOM) and Microchip Technology Incorporated (MCHP).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QCOM or MCHP.
Performance
QCOM vs. MCHP - Performance Comparison
Returns By Period
In the year-to-date period, QCOM achieves a 12.57% return, which is significantly higher than MCHP's -29.20% return. Over the past 10 years, QCOM has underperformed MCHP with an annualized return of 11.57%, while MCHP has yielded a comparatively higher 13.27% annualized return.
QCOM
12.57%
-6.40%
-16.44%
27.31%
14.66%
11.57%
MCHP
-29.20%
-17.17%
-32.68%
-21.88%
7.58%
13.27%
Fundamentals
| QCOM | MCHP | |
|---|---|---|
| Market Cap | $186.97B | $36.14B |
| EPS | $8.68 | $1.44 |
| PE Ratio | 18.83 | 46.74 |
| PEG Ratio | 1.78 | 6.46 |
| Total Revenue (TTM) | $38.96B | $5.50B |
| Gross Profit (TTM) | $21.90B | $3.19B |
| EBITDA (TTM) | $11.63B | $1.54B |
Key characteristics
| QCOM | MCHP | |
|---|---|---|
| Sharpe Ratio | 0.72 | -0.62 |
| Sortino Ratio | 1.18 | -0.70 |
| Omega Ratio | 1.15 | 0.92 |
| Calmar Ratio | 0.87 | -0.61 |
| Martin Ratio | 1.78 | -1.61 |
| Ulcer Index | 15.25% | 13.77% |
| Daily Std Dev | 37.39% | 35.83% |
| Max Drawdown | -86.76% | -62.53% |
| Current Drawdown | -28.96% | -36.47% |
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Correlation
The correlation between QCOM and MCHP is 0.46, 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. MCHP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for QUALCOMM Incorporated (QCOM) and Microchip Technology Incorporated (MCHP). 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. MCHP - Dividend Comparison
QCOM's dividend yield for the trailing twelve months is around 2.06%, less than MCHP's 2.86% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MCHP Microchip Technology Incorporated | 2.86% | 1.76% | 1.65% | 0.98% | 1.07% | 1.40% | 2.02% | 1.65% | 2.24% | 3.08% | 3.16% | 3.16% |
Drawdowns
QCOM vs. MCHP - Drawdown Comparison
The maximum QCOM drawdown since its inception was -86.76%, which is greater than MCHP's maximum drawdown of -62.53%. Use the drawdown chart below to compare losses from any high point for QCOM and MCHP. For additional features, visit the drawdowns tool.
Volatility
QCOM vs. MCHP - Volatility Comparison
QUALCOMM Incorporated (QCOM) has a higher volatility of 10.57% compared to Microchip Technology Incorporated (MCHP) at 9.90%. This indicates that QCOM's price experiences larger fluctuations and is considered to be riskier than MCHP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
QCOM vs. MCHP - Financials Comparison
This section allows you to compare key financial metrics between QUALCOMM Incorporated and Microchip Technology Incorporated. 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