QCOM vs. MSFU
QCOM (QUALCOMM Incorporated) is a stock, while MSFU (Direxion Daily MSFT Bull 2X Shares) is Leveraged Equities fund tracking the Microsoft Corporation (150%). Over the past 3 years, QCOM returned 24.31%/yr vs -5.80%/yr for MSFU. At a 0.42 correlation, their price movements are largely independent.
Performance
QCOM vs. MSFU - Performance Comparison
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Returns By Period
In the year-to-date period, QCOM achieves a 30.40% return, which is significantly higher than MSFU's -37.11% return.
QCOM
- 1D
- 4.29%
- 1M
- 9.99%
- YTD
- 30.40%
- 6M
- 24.43%
- 1Y
- 45.72%
- 3Y*
- 24.31%
- 5Y*
- 12.76%
- 10Y*
- 18.41%
MSFU
- 1D
- 4.68%
- 1M
- -11.32%
- YTD
- -37.11%
- 6M
- -35.10%
- 1Y
- -39.10%
- 3Y*
- -5.80%
- 5Y*
- —
- 10Y*
- —
QCOM vs. MSFU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
QCOM QUALCOMM Incorporated | 30.40% | 13.84% | 8.31% | 35.07% | -12.65% |
MSFU Direxion Daily MSFT Bull 2X Shares | -37.11% | 13.36% | 5.80% | 83.04% | -13.28% |
Correlation
The correlation between QCOM and MSFU is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Sep 7, 2022 | 0.42 |
Over the past year, the correlation between QCOM and MSFU has dropped to 0.15 - well below their long-term average of 0.42, suggesting their price drivers have been diverging.
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Return for Risk
QCOM vs. MSFU — Risk / Return Rank
QCOM
MSFU
QCOM vs. MSFU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for QUALCOMM Incorporated (QCOM) and Direxion Daily MSFT Bull 2X Shares (MSFU). 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 | MSFU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.72 | ||
| Sortino ratioReturn per unit of downside risk | +2.51 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 0.88 | +0.35 |
| Calmar ratioReturn relative to maximum drawdown | 1.39 | -0.66 | +2.04 |
| Martin ratioReturn relative to average drawdown | 3.08 | -1.22 | +4.29 |
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Drawdowns
QCOM vs. MSFU - Drawdown Comparison
The maximum QCOM drawdown since its inception was -86.75%, which is greater than MSFU's maximum drawdown of -59.83%. Use the drawdown chart below to compare losses from any high point for QCOM and MSFU.
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Drawdown Indicators
| QCOM | MSFU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.75% | -59.83% | -26.92% |
Max Drawdown (1Y)Largest decline over 1 year | -33.13% | -59.83% | +26.70% |
Max Drawdown (3Y)Largest decline over 3 years | -44.23% | -59.83% | +15.60% |
Max Drawdown (5Y)Largest decline over 5 years | -44.29% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -44.29% | — | — |
Current DrawdownCurrent decline from peak | -11.71% | -51.32% | +39.61% |
Average DrawdownAverage peak-to-trough decline | -32.87% | -16.78% | -16.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.90% | 32.21% | -17.31% |
Volatility
QCOM vs. MSFU - Volatility Comparison
QUALCOMM Incorporated (QCOM) has a higher volatility of 26.79% compared to Direxion Daily MSFT Bull 2X Shares (MSFU) at 21.34%. This indicates that QCOM's price experiences larger fluctuations and is considered to be riskier than MSFU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QCOM | MSFU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 26.79% | 21.34% | +5.45% |
Volatility (6M)Calculated over the trailing 6-month period | 42.38% | 45.46% | -3.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.72% | 51.01% | -2.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.22% | 46.39% | -5.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.31% | 46.39% | -7.08% |
Dividends
QCOM vs. MSFU - Dividend Comparison
QCOM's dividend yield for the trailing twelve months is around 1.63%, less than MSFU's 12.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSFU Direxion Daily MSFT Bull 2X Shares | 12.58% | 8.15% | 7.00% | 2.11% | 0.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QCOM QUALCOMM Incorporated | 1.63% | 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
QCOM and MSFU have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QCOM has higher volatility (26.79%) compared to MSFU (21.34%). In terms of maximum drawdown, QCOM dropped -86.75% vs MSFU's -59.83%.
QCOM currently has the higher Sharpe Ratio (0.94 vs -0.77), 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.
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