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QCOM vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QCOM and VOO is 0.66, 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.


Performance

QCOM vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in QUALCOMM Incorporated (QCOM) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

QCOM:

-0.46

VOO:

0.67

Sortino Ratio

QCOM:

-0.23

VOO:

1.19

Omega Ratio

QCOM:

0.97

VOO:

1.17

Calmar Ratio

QCOM:

-0.35

VOO:

0.80

Martin Ratio

QCOM:

-0.59

VOO:

3.05

Ulcer Index

QCOM:

26.13%

VOO:

4.88%

Daily Std Dev

QCOM:

43.66%

VOO:

19.40%

Max Drawdown

QCOM:

-86.75%

VOO:

-33.99%

Current Drawdown

QCOM:

-31.73%

VOO:

-3.38%

Returns By Period

In the year-to-date period, QCOM achieves a -0.12% return, which is significantly lower than VOO's 1.08% return. Over the past 10 years, QCOM has underperformed VOO with an annualized return of 11.25%, while VOO has yielded a comparatively higher 12.77% annualized return.


QCOM

YTD

-0.12%

1M

10.11%

6M

-5.94%

1Y

-20.01%

5Y*

17.61%

10Y*

11.25%

VOO

YTD

1.08%

1M

9.85%

6M

0.15%

1Y

12.97%

5Y*

17.43%

10Y*

12.77%

*Annualized

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Risk-Adjusted Performance

QCOM vs. VOO — Risk-Adjusted Performance Rank

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

QCOM
The Risk-Adjusted Performance Rank of QCOM is 3030
Overall Rank
The Sharpe Ratio Rank of QCOM is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of QCOM is 2828
Sortino Ratio Rank
The Omega Ratio Rank of QCOM is 2929
Omega Ratio Rank
The Calmar Ratio Rank of QCOM is 2828
Calmar Ratio Rank
The Martin Ratio Rank of QCOM is 3838
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7272
Overall Rank
The Sharpe Ratio Rank of VOO is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7272
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7474
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7474
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7373
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

QCOM vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for QUALCOMM Incorporated (QCOM) and Vanguard S&P 500 ETF (VOO). 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.


The current QCOM Sharpe Ratio is -0.46, which is lower than the VOO Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of QCOM and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

QCOM vs. VOO - Dividend Comparison

QCOM's dividend yield for the trailing twelve months is around 2.23%, more than VOO's 1.28% yield.


TTM20242023202220212020201920182017201620152014
QCOM
QUALCOMM Incorporated
2.23%2.18%2.18%2.67%1.47%1.69%2.81%4.27%3.50%3.17%3.72%2.17%
VOO
Vanguard S&P 500 ETF
1.28%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

QCOM vs. VOO - Drawdown Comparison

The maximum QCOM drawdown since its inception was -86.75%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for QCOM and VOO. For additional features, visit the drawdowns tool.


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Volatility

QCOM vs. VOO - Volatility Comparison

QUALCOMM Incorporated (QCOM) has a higher volatility of 13.05% compared to Vanguard S&P 500 ETF (VOO) at 6.16%. This indicates that QCOM's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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