QCOM vs. TXN
Compare and contrast key facts about QUALCOMM Incorporated (QCOM) and Texas Instruments Incorporated (TXN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QCOM or TXN.
Performance
QCOM vs. TXN - Performance Comparison
Returns By Period
In the year-to-date period, QCOM achieves a 12.57% return, which is significantly lower than TXN's 21.35% return. Over the past 10 years, QCOM has underperformed TXN with an annualized return of 11.57%, while TXN has yielded a comparatively higher 17.69% annualized return.
QCOM
12.57%
-6.40%
-16.44%
27.31%
14.66%
11.57%
TXN
21.35%
0.87%
4.48%
36.18%
14.42%
17.69%
Fundamentals
| QCOM | TXN | |
|---|---|---|
| Market Cap | $186.97B | $194.10B |
| EPS | $8.68 | $5.38 |
| PE Ratio | 18.83 | 39.55 |
| PEG Ratio | 1.78 | 3.46 |
| Total Revenue (TTM) | $38.96B | $15.71B |
| Gross Profit (TTM) | $21.90B | $9.21B |
| EBITDA (TTM) | $11.63B | $7.22B |
Key characteristics
| QCOM | TXN | |
|---|---|---|
| Sharpe Ratio | 0.72 | 1.33 |
| Sortino Ratio | 1.18 | 1.95 |
| Omega Ratio | 1.15 | 1.23 |
| Calmar Ratio | 0.87 | 1.86 |
| Martin Ratio | 1.78 | 8.55 |
| Ulcer Index | 15.25% | 4.23% |
| Daily Std Dev | 37.39% | 27.20% |
| Max Drawdown | -86.76% | -85.81% |
| Current Drawdown | -28.96% | -8.70% |
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Correlation
The correlation between QCOM and TXN is 0.48, 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. TXN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for QUALCOMM Incorporated (QCOM) and Texas Instruments Incorporated (TXN). 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. TXN - Dividend Comparison
QCOM's dividend yield for the trailing twelve months is around 2.06%, less than TXN's 2.62% 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% |
TXN Texas Instruments Incorporated | 2.62% | 2.94% | 2.84% | 2.23% | 2.27% | 2.50% | 2.78% | 2.03% | 2.25% | 2.55% | 2.32% | 2.44% |
Drawdowns
QCOM vs. TXN - Drawdown Comparison
The maximum QCOM drawdown since its inception was -86.76%, roughly equal to the maximum TXN drawdown of -85.81%. Use the drawdown chart below to compare losses from any high point for QCOM and TXN. For additional features, visit the drawdowns tool.
Volatility
QCOM vs. TXN - Volatility Comparison
QUALCOMM Incorporated (QCOM) and Texas Instruments Incorporated (TXN) have volatilities of 10.57% and 10.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Financials
QCOM vs. TXN - Financials Comparison
This section allows you to compare key financial metrics between QUALCOMM Incorporated and Texas Instruments 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.
Total Revenue: Total amount of money received from sales and other business activities