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

Correlation

The correlation between QCOM and MCHP is 0.55, 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.


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.

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Key characteristics

Sharpe Ratio

QCOM:

-0.34

MCHP:

-0.54

Sortino Ratio

QCOM:

-0.17

MCHP:

-0.53

Omega Ratio

QCOM:

0.98

MCHP:

0.93

Calmar Ratio

QCOM:

-0.32

MCHP:

-0.50

Martin Ratio

QCOM:

-0.54

MCHP:

-0.95

Ulcer Index

QCOM:

25.90%

MCHP:

33.61%

Daily Std Dev

QCOM:

43.82%

MCHP:

59.41%

Max Drawdown

QCOM:

-86.75%

MCHP:

-63.77%

Current Drawdown

QCOM:

-31.95%

MCHP:

-37.50%

Fundamentals

Market Cap

QCOM:

$167.03B

MCHP:

$32.79B

EPS

QCOM:

$9.80

MCHP:

-$0.01

PEG Ratio

QCOM:

2.14

MCHP:

5.70

PS Ratio

QCOM:

3.95

MCHP:

7.45

PB Ratio

QCOM:

5.75

MCHP:

4.63

Total Revenue (TTM)

QCOM:

$42.29B

MCHP:

$4.40B

Gross Profit (TTM)

QCOM:

$23.55B

MCHP:

$2.34B

EBITDA (TTM)

QCOM:

$13.28B

MCHP:

$857.70M

Returns By Period

In the year-to-date period, QCOM achieves a -0.44% return, which is significantly lower than MCHP's 7.09% return. Both investments have delivered pretty close results over the past 10 years, with QCOM having a 11.13% annualized return and MCHP not far ahead at 11.66%.


QCOM

YTD

-0.44%

1M

9.24%

6M

-8.65%

1Y

-14.78%

5Y*

16.87%

10Y*

11.13%

MCHP

YTD

7.09%

1M

57.48%

6M

-11.50%

1Y

-31.72%

5Y*

9.69%

10Y*

11.66%

*Annualized

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Risk-Adjusted Performance

QCOM vs. MCHP — Risk-Adjusted Performance Rank

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

QCOM
The Risk-Adjusted Performance Rank of QCOM is 3232
Overall Rank
The Sharpe Ratio Rank of QCOM is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of QCOM is 3030
Sortino Ratio Rank
The Omega Ratio Rank of QCOM is 3030
Omega Ratio Rank
The Calmar Ratio Rank of QCOM is 2929
Calmar Ratio Rank
The Martin Ratio Rank of QCOM is 3838
Martin Ratio Rank

MCHP
The Risk-Adjusted Performance Rank of MCHP is 2121
Overall Rank
The Sharpe Ratio Rank of MCHP is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of MCHP is 2121
Sortino Ratio Rank
The Omega Ratio Rank of MCHP is 2121
Omega Ratio Rank
The Calmar Ratio Rank of MCHP is 1818
Calmar Ratio Rank
The Martin Ratio Rank of MCHP is 2626
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current QCOM Sharpe Ratio is -0.34, which is higher than the MCHP Sharpe Ratio of -0.54. 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.


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Dividends

QCOM vs. MCHP - Dividend Comparison

QCOM's dividend yield for the trailing twelve months is around 2.24%, less than MCHP's 2.98% yield.


TTM20242023202220212020201920182017201620152014
QCOM
QUALCOMM Incorporated
2.24%2.18%2.18%2.67%1.47%1.69%2.81%4.27%3.50%3.17%3.72%2.17%
MCHP
Microchip Technology Incorporated
2.98%3.16%1.76%1.65%0.98%1.07%1.40%2.02%1.65%2.24%3.07%3.15%

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 -63.77%. Use the drawdown chart below to compare losses from any high point for QCOM and MCHP. For additional features, visit the drawdowns tool.


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Volatility

QCOM vs. MCHP - Volatility Comparison

The current volatility for QUALCOMM Incorporated (QCOM) is 13.39%, while Microchip Technology Incorporated (MCHP) has a volatility of 18.85%. 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.


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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


0.002.00B4.00B6.00B8.00B10.00B12.00B20212022202320242025
10.98B
970.50M
(QCOM) Total Revenue
(MCHP) Total Revenue
Values in USD except per share items

QCOM vs. MCHP - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

50.0%55.0%60.0%65.0%70.0%20212022202320242025
55.0%
51.6%
(QCOM) Gross Margin
(MCHP) Gross Margin
QCOM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, QUALCOMM Incorporated reported a gross profit of 6.04B and revenue of 10.98B. Therefore, the gross margin over that period was 55.0%.

MCHP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Microchip Technology Incorporated reported a gross profit of 501.10M and revenue of 970.50M. Therefore, the gross margin over that period was 51.6%.

QCOM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, QUALCOMM Incorporated reported an operating income of 3.12B and revenue of 10.98B, resulting in an operating margin of 28.4%.

MCHP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Microchip Technology Incorporated reported an operating income of -100.30M and revenue of 970.50M, resulting in an operating margin of -10.3%.

QCOM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, QUALCOMM Incorporated reported a net income of 2.81B and revenue of 10.98B, resulting in a net margin of 25.6%.

MCHP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Microchip Technology Incorporated reported a net income of -156.80M and revenue of 970.50M, resulting in a net margin of -16.2%.