QCOM vs. VOO
QCOM (QUALCOMM Incorporated) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, QCOM returned 12.34%/yr vs 15.14%/yr for VOO. Their 0.64 correlation means they have sometimes moved together and sometimes differently.
Performance
QCOM vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, QCOM achieves a -12.83% return, which is significantly lower than VOO's 10.16% return. Over the past 10 years, QCOM has underperformed VOO with an annualized return of 12.34%, while VOO has yielded a comparatively higher 15.14% annualized return.
QCOM
- 1D
- -2.63%
- 1M
- -16.25%
- 6M
- -1.64%
- YTD
- -12.83%
- 1Y
- 1.71%
- 3Y*
- 6.05%
- 5Y*
- 1.88%
- 10Y*
- 12.34%
- ALL TIME*
- 19.37%
VOO
- 1D
- 0.71%
- 1M
- 0.26%
- 6M
- 8.58%
- YTD
- 10.16%
- 1Y
- 21.58%
- 3Y*
- 19.42%
- 5Y*
- 12.83%
- 10Y*
- 15.14%
- ALL TIME*
- 14.78%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.23B | $2.34B | $4.42B | |
| $3.82B | $3.78B | $5.44B |
QCOM vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QCOM QUALCOMM Incorporated | -12.83% | 13.84% | 8.31% | 35.07% | -38.58% | 22.25% | 77.08% | 60.76% | -7.59% | 2.05% |
VOO Vanguard S&P 500 ETF | 10.16% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between QCOM and VOO is 0.52, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.52 |
Correlation (3Y) Balances recent behavior with more history. | 0.62 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.68 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.65 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010 | 0.64 |
The correlation between QCOM and VOO shifts across timeframes, from 0.52 (1 year) to 0.68 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
QCOM vs. VOO — Risk / Return Rank
QCOM
VOO
QCOM vs. VOO - Risk-Adjusted Trends 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.
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 | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.48 | ||
| Sortino ratioReturn per unit of downside risk | -1.67 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.28 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.07 | 2.21 | -2.14 |
| Martin ratioReturn relative to average drawdown | 0.15 | 9.44 | -9.28 |
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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.
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Drawdown Indicators
| QCOM | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.75% | -33.99% | -52.76% |
Max Drawdown (1Y)Largest decline over 1 year | -40.98% | -8.90% | -32.08% |
Max Drawdown (3Y)Largest decline over 3 years | -44.23% | -18.69% | -25.54% |
Max Drawdown (5Y)Largest decline over 5 years | -44.29% | -24.52% | -19.77% |
Max Drawdown (10Y)Largest decline over 10 years | -44.29% | -33.99% | -10.30% |
Current DrawdownCurrent decline from peak | -40.98% | -1.38% | -39.60% |
Average DrawdownAverage peak-to-trough decline | -32.85% | -3.67% | -29.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.76% | 2.08% | +15.68% |
Volatility
QCOM vs. VOO - Volatility Comparison
QUALCOMM Incorporated (QCOM) has a higher volatility of 12.41% compared to Vanguard S&P 500 ETF (VOO) at 3.54%. 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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Volatility by Period
| QCOM | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.41% | 3.54% | +8.87% |
Volatility (6M)Calculated over the trailing 6-month period | 45.70% | 10.10% | +35.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 51.93% | 12.82% | +39.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.93% | 16.93% | +25.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.61% | 18.01% | +21.60% |
Dividends
QCOM vs. VOO - Dividend Comparison
QCOM's dividend yield for the trailing twelve months is around 2.43%, more than VOO's 1.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QCOM QUALCOMM Incorporated | 2.43% | 2.06% | 2.18% | 2.18% | 2.67% | 1.47% | 1.69% | 2.81% | 4.27% | 3.50% | 3.17% | 3.72% |
VOO Vanguard S&P 500 ETF | 1.07% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
QCOM and VOO have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QCOM has higher volatility (12.41%) compared to VOO (3.54%). In terms of maximum drawdown, QCOM dropped -86.75% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.53 vs 0.05), 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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