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QCOM vs. MSFU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QCOM vs. MSFU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in QUALCOMM Incorporated (QCOM) and Direxion Daily MSFT Bull 2X Shares (MSFU). The values are adjusted to include any dividend payments, if applicable.

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

QCOM vs. MSFU - Yearly Performance Comparison


2026 (YTD)2025202420232022
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

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

QCOM
QCOM Risk / Return Rank: 7070
Overall Rank
QCOM Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
QCOM Sortino Ratio Rank: 6969
Sortino Ratio Rank
QCOM Omega Ratio Rank: 7272
Omega Ratio Rank
QCOM Calmar Ratio Rank: 6969
Calmar Ratio Rank
QCOM Martin Ratio Rank: 6868
Martin Ratio Rank

MSFU
MSFU Risk / Return Rank: 33
Overall Rank
MSFU Sharpe Ratio Rank: 33
Sharpe Ratio Rank
MSFU Sortino Ratio Rank: 44
Sortino Ratio Rank
MSFU Omega Ratio Rank: 33
Omega Ratio Rank
MSFU Calmar Ratio Rank: 44
Calmar Ratio Rank
MSFU Martin Ratio Rank: 33
Martin Ratio Rank
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. 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.


QCOMMSFUDifference
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

QCOM vs. MSFU - Sharpe Ratio Comparison

The current QCOM Sharpe Ratio is 0.94, which is higher than the MSFU Sharpe Ratio of -0.77. The chart below compares the historical Sharpe Ratios of QCOM and MSFU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


QCOMMSFUDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-11.71%

-51.32%

+39.61%

Average Drawdown

Average peak-to-trough decline

-32.87%

-16.78%

-16.09%

Ulcer Index

Depth 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


QCOMMSFUDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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