QCOM vs. TOELY
QCOM (QUALCOMM Incorporated) and TOELY (Tokyo Electron ADR) are both stocks. Both are in the Technology sector — QCOM in Semiconductors, TOELY in Semiconductor Equipment & Materials. Over the past 10 years, QCOM returned 18.10%/yr vs 34.30%/yr for TOELY. At a 0.36 correlation, their price movements are largely independent.
Performance
QCOM vs. TOELY - Performance Comparison
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Returns By Period
In the year-to-date period, QCOM achieves a 25.03% return, which is significantly lower than TOELY's 95.90% return. Over the past 10 years, QCOM has underperformed TOELY with an annualized return of 18.10%, while TOELY has yielded a comparatively higher 34.30% annualized return.
QCOM
- 1D
- 4.32%
- 1M
- 5.47%
- YTD
- 25.03%
- 6M
- 19.95%
- 1Y
- 39.72%
- 3Y*
- 22.00%
- 5Y*
- 11.87%
- 10Y*
- 18.10%
TOELY
- 1D
- 2.93%
- 1M
- 35.96%
- YTD
- 95.90%
- 6M
- 124.61%
- 1Y
- 164.27%
- 3Y*
- 46.47%
- 5Y*
- 25.12%
- 10Y*
- 34.30%
QCOM vs. TOELY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QCOM QUALCOMM Incorporated | 25.03% | 13.84% | 8.31% | 35.07% | -38.58% | 22.25% | 77.08% | 60.76% | -7.59% | 2.05% |
TOELY Tokyo Electron ADR | 95.90% | 49.57% | -14.19% | 82.22% | -49.18% | 53.76% | 71.31% | 94.00% | -38.01% | 94.67% |
Correlation
The correlation between QCOM and TOELY is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2009 | 0.36 |
The correlation between QCOM and TOELY shifts across timeframes, from 0.36 (all time) to 0.52 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
QCOM:
$226.96B
TOELY:
$199.47B
QCOM:
$9.11
TOELY:
¥632.07
QCOM:
23.23
TOELY:
55.16
QCOM:
5.18
TOELY:
12.98
QCOM:
8.32
TOELY:
15.37
QCOM:
$44.49B
TOELY:
¥2.47T
QCOM:
$24.38B
TOELY:
¥1.12T
QCOM:
$12.92B
TOELY:
¥753.39B
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Return for Risk
QCOM vs. TOELY — Risk / Return Rank
QCOM
TOELY
QCOM vs. TOELY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for QUALCOMM Incorporated (QCOM) and Tokyo Electron ADR (TOELY). 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 | TOELY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.02 | ||
| Sortino ratioReturn per unit of downside risk | -1.63 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.40 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | 4.94 | -3.85 |
| Martin ratioReturn relative to average drawdown | 2.44 | 12.36 | -9.92 |
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Drawdowns
QCOM vs. TOELY - Drawdown Comparison
The maximum QCOM drawdown since its inception was -86.75%, smaller than the maximum TOELY drawdown of -92.92%. Use the drawdown chart below to compare losses from any high point for QCOM and TOELY.
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Drawdown Indicators
| QCOM | TOELY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.75% | -92.92% | +6.17% |
Max Drawdown (1Y)Largest decline over 1 year | -33.13% | -30.30% | -2.83% |
Max Drawdown (3Y)Largest decline over 3 years | -44.23% | -53.52% | +9.29% |
Max Drawdown (5Y)Largest decline over 5 years | -44.29% | -59.40% | +15.11% |
Max Drawdown (10Y)Largest decline over 10 years | -44.29% | -59.40% | +15.11% |
Current DrawdownCurrent decline from peak | -15.34% | 0.00% | -15.34% |
Average DrawdownAverage peak-to-trough decline | -32.87% | -49.60% | +16.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.89% | 12.12% | +2.77% |
Volatility
QCOM vs. TOELY - Volatility Comparison
QUALCOMM Incorporated (QCOM) has a higher volatility of 27.32% compared to Tokyo Electron ADR (TOELY) at 20.95%. This indicates that QCOM's price experiences larger fluctuations and is considered to be riskier than TOELY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QCOM | TOELY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 27.32% | 20.95% | +6.37% |
Volatility (6M)Calculated over the trailing 6-month period | 42.18% | 40.27% | +1.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.52% | 54.00% | -5.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.17% | 44.98% | -3.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.28% | 39.68% | -0.40% |
Dividends
QCOM vs. TOELY - Dividend Comparison
QCOM's dividend yield for the trailing twelve months is around 1.70%, while TOELY has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QCOM QUALCOMM Incorporated | 1.70% | 2.06% | 2.18% | 2.18% | 2.67% | 1.47% | 1.69% | 2.81% | 4.27% | 3.50% | 3.17% | 3.72% |
TOELY Tokyo Electron ADR | 0.00% | 1.02% | 1.17% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.11% | 2.27% | 0.00% |
Financials
QCOM vs. TOELY - Financials Comparison
This section allows you to compare key financial metrics between QUALCOMM Incorporated and Tokyo Electron ADR. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
QCOM vs. TOELY - Profitability Comparison
QCOM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, QUALCOMM Incorporated reported a gross profit of 5.70B and revenue of 10.60B. Therefore, the gross margin over that period was 53.8%.
TOELY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Tokyo Electron ADR reported a gross profit of 339.31B and revenue of 724.89B. Therefore, the gross margin over that period was 46.8%.
QCOM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, QUALCOMM Incorporated reported an operating income of 2.31B and revenue of 10.60B, resulting in an operating margin of 21.8%.
TOELY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Tokyo Electron ADR reported an operating income of 209.42B and revenue of 724.89B, resulting in an operating margin of 28.9%.
QCOM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, QUALCOMM Incorporated reported a net income of 7.37B and revenue of 10.60B, resulting in a net margin of 69.5%.
TOELY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Tokyo Electron ADR reported a net income of 218.23B and revenue of 724.89B, resulting in a net margin of 30.1%.
Frequently Asked Questions
QCOM and TOELY have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QCOM has higher volatility (27.32%) compared to TOELY (20.95%). In terms of maximum drawdown, QCOM dropped -86.75% vs TOELY's -92.92%.
TOELY currently has the higher Sharpe Ratio (2.77 vs 0.75), 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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