PortfoliosLab logo
QCOM vs. XLK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QCOM and XLK is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.9

Performance

QCOM vs. XLK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in QUALCOMM Incorporated (QCOM) and Technology Select Sector SPDR Fund (XLK). The values are adjusted to include any dividend payments, if applicable.

0.00%2,000.00%4,000.00%6,000.00%8,000.00%NovemberDecember2025FebruaryMarchApril
7,319.10%
769.21%
QCOM
XLK

Key characteristics

Sharpe Ratio

QCOM:

-0.14

XLK:

0.22

Sortino Ratio

QCOM:

0.10

XLK:

0.51

Omega Ratio

QCOM:

1.01

XLK:

1.07

Calmar Ratio

QCOM:

-0.14

XLK:

0.25

Martin Ratio

QCOM:

-0.25

XLK:

0.83

Ulcer Index

QCOM:

24.81%

XLK:

7.83%

Daily Std Dev

QCOM:

43.55%

XLK:

30.22%

Max Drawdown

QCOM:

-86.75%

XLK:

-82.05%

Current Drawdown

QCOM:

-33.54%

XLK:

-13.77%

Returns By Period

In the year-to-date period, QCOM achieves a -2.77% return, which is significantly higher than XLK's -10.19% return. Over the past 10 years, QCOM has underperformed XLK with an annualized return of 11.08%, while XLK has yielded a comparatively higher 18.48% annualized return.


QCOM

YTD

-2.77%

1M

-6.21%

6M

-11.82%

1Y

-7.20%

5Y*

16.88%

10Y*

11.08%

XLK

YTD

-10.19%

1M

-2.35%

6M

-9.17%

1Y

6.24%

5Y*

19.71%

10Y*

18.48%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

QCOM vs. XLK — 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 4343
Overall Rank
The Sharpe Ratio Rank of QCOM is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of QCOM is 4040
Sortino Ratio Rank
The Omega Ratio Rank of QCOM is 4040
Omega Ratio Rank
The Calmar Ratio Rank of QCOM is 4343
Calmar Ratio Rank
The Martin Ratio Rank of QCOM is 4646
Martin Ratio Rank

XLK
The Risk-Adjusted Performance Rank of XLK is 3838
Overall Rank
The Sharpe Ratio Rank of XLK is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of XLK is 3939
Sortino Ratio Rank
The Omega Ratio Rank of XLK is 3838
Omega Ratio Rank
The Calmar Ratio Rank of XLK is 4141
Calmar Ratio Rank
The Martin Ratio Rank of XLK is 3737
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. XLK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for QUALCOMM Incorporated (QCOM) and Technology Select Sector SPDR Fund (XLK). 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 chart of Sharpe ratio for QCOM, currently valued at -0.14, compared to the broader market-2.00-1.000.001.002.003.00
QCOM: -0.14
XLK: 0.22
The chart of Sortino ratio for QCOM, currently valued at 0.10, compared to the broader market-6.00-4.00-2.000.002.004.00
QCOM: 0.10
XLK: 0.51
The chart of Omega ratio for QCOM, currently valued at 1.01, compared to the broader market0.501.001.502.00
QCOM: 1.01
XLK: 1.07
The chart of Calmar ratio for QCOM, currently valued at -0.14, compared to the broader market0.001.002.003.004.005.00
QCOM: -0.14
XLK: 0.25
The chart of Martin ratio for QCOM, currently valued at -0.25, compared to the broader market-5.000.005.0010.0015.0020.00
QCOM: -0.25
XLK: 0.83

The current QCOM Sharpe Ratio is -0.14, which is lower than the XLK Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of QCOM and XLK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.14
0.22
QCOM
XLK

Dividends

QCOM vs. XLK - Dividend Comparison

QCOM's dividend yield for the trailing twelve months is around 2.29%, more than XLK's 0.75% yield.


TTM20242023202220212020201920182017201620152014
QCOM
QUALCOMM Incorporated
2.29%2.18%2.18%2.67%1.47%1.69%2.81%4.27%3.50%3.17%3.72%2.17%
XLK
Technology Select Sector SPDR Fund
0.75%0.66%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%

Drawdowns

QCOM vs. XLK - Drawdown Comparison

The maximum QCOM drawdown since its inception was -86.75%, which is greater than XLK's maximum drawdown of -82.05%. Use the drawdown chart below to compare losses from any high point for QCOM and XLK. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-33.54%
-13.77%
QCOM
XLK

Volatility

QCOM vs. XLK - Volatility Comparison

QUALCOMM Incorporated (QCOM) has a higher volatility of 22.89% compared to Technology Select Sector SPDR Fund (XLK) at 19.02%. This indicates that QCOM's price experiences larger fluctuations and is considered to be riskier than XLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
22.89%
19.02%
QCOM
XLK