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

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.


-0.50.00.51.00.5

Performance

QCOM vs. MCHP - Performance Comparison

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

-40.00%-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-28.23%
-36.32%
QCOM
MCHP

Key characteristics

Sharpe Ratio

QCOM:

0.27

MCHP:

-0.98

Sortino Ratio

QCOM:

0.62

MCHP:

-1.35

Omega Ratio

QCOM:

1.08

MCHP:

0.84

Calmar Ratio

QCOM:

0.32

MCHP:

-0.87

Martin Ratio

QCOM:

0.58

MCHP:

-2.14

Ulcer Index

QCOM:

17.56%

MCHP:

17.45%

Daily Std Dev

QCOM:

38.16%

MCHP:

38.01%

Max Drawdown

QCOM:

-86.75%

MCHP:

-62.53%

Current Drawdown

QCOM:

-31.90%

MCHP:

-43.02%

Fundamentals

Market Cap

QCOM:

$175.45B

MCHP:

$31.30B

EPS

QCOM:

$8.94

MCHP:

$1.44

PE Ratio

QCOM:

17.66

MCHP:

40.48

PEG Ratio

QCOM:

1.56

MCHP:

7.20

Total Revenue (TTM)

QCOM:

$38.96B

MCHP:

$5.50B

Gross Profit (TTM)

QCOM:

$21.90B

MCHP:

$3.19B

EBITDA (TTM)

QCOM:

$12.02B

MCHP:

$1.95B

Returns By Period

In the year-to-date period, QCOM achieves a 7.91% return, which is significantly higher than MCHP's -36.50% return. Over the past 10 years, QCOM has underperformed MCHP with an annualized return of 10.82%, while MCHP has yielded a comparatively higher 11.55% annualized return.


QCOM

YTD

7.91%

1M

-6.47%

6M

-31.90%

1Y

8.96%

5Y*

14.04%

10Y*

10.82%

MCHP

YTD

-36.50%

1M

-13.11%

6M

-36.32%

1Y

-35.33%

5Y*

3.07%

10Y*

11.55%

Compare stocks, funds, or ETFs

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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.


Sharpe ratio
The chart of Sharpe ratio for QCOM, currently valued at 0.23, compared to the broader market-4.00-2.000.002.000.24-0.98
The chart of Sortino ratio for QCOM, currently valued at 0.58, compared to the broader market-4.00-2.000.002.004.000.58-1.35
The chart of Omega ratio for QCOM, currently valued at 1.07, compared to the broader market0.501.001.502.001.070.84
The chart of Calmar ratio for QCOM, currently valued at 0.28, compared to the broader market0.002.004.006.000.28-0.87
The chart of Martin ratio for QCOM, currently valued at 0.51, compared to the broader market0.0010.0020.000.51-2.14
QCOM
MCHP

The current QCOM Sharpe Ratio is 0.27, which is higher than the MCHP Sharpe Ratio of -0.98. The chart below compares the historical Sharpe Ratios of QCOM and MCHP, 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 Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.24
-0.98
QCOM
MCHP

Dividends

QCOM vs. MCHP - Dividend Comparison

QCOM's dividend yield for the trailing twelve months is around 2.19%, less than MCHP's 3.23% yield.


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%
MCHP
Microchip Technology Incorporated
3.23%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 -86.75%, 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.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-31.90%
-43.02%
QCOM
MCHP

Volatility

QCOM vs. MCHP - Volatility Comparison

The current volatility for QUALCOMM Incorporated (QCOM) is 9.20%, while Microchip Technology Incorporated (MCHP) has a volatility of 14.43%. This indicates that QCOM experiences smaller price fluctuations and is considered to be less risky than MCHP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
9.20%
14.43%
QCOM
MCHP

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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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.

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