QCOM vs. SCHD
Compare and contrast key facts about QUALCOMM Incorporated (QCOM) and Schwab US Dividend Equity ETF (SCHD).
SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QCOM or SCHD.
Performance
QCOM vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, QCOM achieves a 12.57% return, which is significantly lower than SCHD's 15.93% return. Both investments have delivered pretty close results over the past 10 years, with QCOM having a 11.57% annualized return and SCHD not far behind at 11.46%.
QCOM
12.57%
-6.40%
-16.44%
27.31%
14.66%
11.57%
SCHD
15.93%
-0.59%
9.36%
25.99%
12.42%
11.46%
Key characteristics
| QCOM | SCHD | |
|---|---|---|
| Sharpe Ratio | 0.72 | 2.25 |
| Sortino Ratio | 1.18 | 3.25 |
| Omega Ratio | 1.15 | 1.39 |
| Calmar Ratio | 0.87 | 3.05 |
| Martin Ratio | 1.78 | 12.25 |
| Ulcer Index | 15.25% | 2.04% |
| Daily Std Dev | 37.39% | 11.09% |
| Max Drawdown | -86.76% | -33.37% |
| Current Drawdown | -28.96% | -1.82% |
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Correlation
The correlation between QCOM and SCHD 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.
Risk-Adjusted Performance
QCOM vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for QUALCOMM Incorporated (QCOM) and Schwab US Dividend Equity ETF (SCHD). 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. SCHD - Dividend Comparison
QCOM's dividend yield for the trailing twelve months is around 2.06%, less than SCHD's 3.41% 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% |
SCHD Schwab US Dividend Equity ETF | 3.41% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
QCOM vs. SCHD - Drawdown Comparison
The maximum QCOM drawdown since its inception was -86.76%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for QCOM and SCHD. For additional features, visit the drawdowns tool.
Volatility
QCOM vs. SCHD - Volatility Comparison
QUALCOMM Incorporated (QCOM) has a higher volatility of 10.57% compared to Schwab US Dividend Equity ETF (SCHD) at 3.55%. This indicates that QCOM's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.