QCOM vs. XYL
QCOM (QUALCOMM Incorporated) and XYL (Xylem Inc.) are both stocks. QCOM operates in Semiconductors (Technology), while XYL operates in Specialty Industrial Machinery (Industrials). Over the past 10 years, QCOM returned 18.10%/yr vs 10.54%/yr for XYL. At a 0.42 correlation, their price movements are largely independent.
Performance
QCOM vs. XYL - Performance Comparison
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Returns By Period
In the year-to-date period, QCOM achieves a 25.03% return, which is significantly higher than XYL's -18.57% return. Over the past 10 years, QCOM has outperformed XYL with an annualized return of 18.10%, while XYL has yielded a comparatively lower 10.54% 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%
XYL
- 1D
- 0.94%
- 1M
- 2.21%
- YTD
- -18.57%
- 6M
- -19.12%
- 1Y
- -11.15%
- 3Y*
- 1.00%
- 5Y*
- -0.21%
- 10Y*
- 10.54%
QCOM vs. XYL - 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% |
XYL Xylem Inc. | -18.57% | 18.78% | 2.57% | 4.77% | -6.60% | 18.94% | 30.90% | 19.59% | -1.01% | 39.50% |
Correlation
The correlation between QCOM and XYL is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2011 | 0.42 |
The correlation between QCOM and XYL shifts across timeframes, from 0.35 (1 year) to 0.45 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
QCOM:
$226.96B
XYL:
$26.79B
QCOM:
$9.11
XYL:
$4.02
QCOM:
23.23
XYL:
27.36
QCOM:
5.18
XYL:
3.85
QCOM:
8.32
XYL:
2.44
QCOM:
$44.49B
XYL:
$6.97B
QCOM:
$24.38B
XYL:
$2.71B
QCOM:
$12.92B
XYL:
$1.41B
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Return for Risk
QCOM vs. XYL — Risk / Return Rank
QCOM
XYL
QCOM vs. XYL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for QUALCOMM Incorporated (QCOM) and Xylem Inc. (XYL). 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 | XYL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.26 | ||
| Sortino ratioReturn per unit of downside risk | +1.95 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 0.93 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | -0.41 | +1.51 |
| Martin ratioReturn relative to average drawdown | 2.44 | -0.92 | +3.36 |
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Drawdowns
QCOM vs. XYL - Drawdown Comparison
The maximum QCOM drawdown since its inception was -86.75%, which is greater than XYL's maximum drawdown of -46.69%. Use the drawdown chart below to compare losses from any high point for QCOM and XYL.
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Drawdown Indicators
| QCOM | XYL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.75% | -46.69% | -40.06% |
Max Drawdown (1Y)Largest decline over 1 year | -33.13% | -30.04% | -3.09% |
Max Drawdown (3Y)Largest decline over 3 years | -44.23% | -30.04% | -14.19% |
Max Drawdown (5Y)Largest decline over 5 years | -44.29% | -46.69% | +2.40% |
Max Drawdown (10Y)Largest decline over 10 years | -44.29% | -46.69% | +2.40% |
Current DrawdownCurrent decline from peak | -15.34% | -27.30% | +11.96% |
Average DrawdownAverage peak-to-trough decline | -32.87% | -10.40% | -22.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.89% | 13.54% | +1.35% |
Volatility
QCOM vs. XYL - Volatility Comparison
QUALCOMM Incorporated (QCOM) has a higher volatility of 27.32% compared to Xylem Inc. (XYL) at 6.01%. This indicates that QCOM's price experiences larger fluctuations and is considered to be riskier than XYL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QCOM | XYL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 27.32% | 6.01% | +21.31% |
Volatility (6M)Calculated over the trailing 6-month period | 42.18% | 19.34% | +22.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.52% | 24.52% | +24.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.17% | 26.08% | +15.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.28% | 27.30% | +11.98% |
Dividends
QCOM vs. XYL - Dividend Comparison
QCOM's dividend yield for the trailing twelve months is around 1.70%, more than XYL's 1.51% yield.
| 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% |
XYL Xylem Inc. | 1.51% | 1.17% | 1.24% | 1.15% | 1.09% | 0.93% | 1.02% | 1.22% | 1.26% | 1.06% | 1.25% | 1.54% |
Financials
QCOM vs. XYL - Financials Comparison
This section allows you to compare key financial metrics between QUALCOMM Incorporated and Xylem Inc.. 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
Frequently Asked Questions
QCOM and XYL have a correlation of 0.35, 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 XYL (6.01%). In terms of maximum drawdown, QCOM dropped -86.75% vs XYL's -46.69%.
QCOM currently has the higher Sharpe Ratio (0.75 vs -0.51), 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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