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QRVO vs. COST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

QRVO vs. COST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Qorvo, Inc. (QRVO) and Costco Wholesale Corporation (COST). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
-32.79%
16.27%
QRVO
COST

Returns By Period

In the year-to-date period, QRVO achieves a -41.11% return, which is significantly lower than COST's 40.12% return. Over the past 10 years, QRVO has underperformed COST with an annualized return of 1.54%, while COST has yielded a comparatively higher 23.37% annualized return.


QRVO

YTD

-41.11%

1M

-36.54%

6M

-32.79%

1Y

-29.51%

5Y (annualized)

-8.25%

10Y (annualized)

1.54%

COST

YTD

40.12%

1M

3.50%

6M

16.27%

1Y

63.89%

5Y (annualized)

27.29%

10Y (annualized)

23.37%

Fundamentals


QRVOCOST
Market Cap$6.36B$407.41B
EPS-$1.45$16.60
PEG Ratio0.475.50
Total Revenue (TTM)$3.95B$254.45B
Gross Profit (TTM)$1.58B$32.10B
EBITDA (TTM)$363.98M$12.15B

Key characteristics


QRVOCOST
Sharpe Ratio-0.653.27
Sortino Ratio-0.613.92
Omega Ratio0.901.58
Calmar Ratio-0.366.18
Martin Ratio-1.8115.99
Ulcer Index16.17%3.97%
Daily Std Dev45.34%19.44%
Max Drawdown-99.18%-53.39%
Current Drawdown-81.05%-2.57%

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Correlation

-0.50.00.51.00.3

The correlation between QRVO and COST is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

QRVO vs. COST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Qorvo, Inc. (QRVO) and Costco Wholesale Corporation (COST). 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.


Sharpe ratio
The chart of Sharpe ratio for QRVO, currently valued at -0.65, compared to the broader market-4.00-2.000.002.004.00-0.653.27
The chart of Sortino ratio for QRVO, currently valued at -0.61, compared to the broader market-4.00-2.000.002.004.00-0.613.92
The chart of Omega ratio for QRVO, currently valued at 0.90, compared to the broader market0.501.001.502.000.901.58
The chart of Calmar ratio for QRVO, currently valued at -0.36, compared to the broader market0.002.004.006.00-0.366.18
The chart of Martin ratio for QRVO, currently valued at -1.81, compared to the broader market-10.000.0010.0020.0030.00-1.8115.99
QRVO
COST

The current QRVO Sharpe Ratio is -0.65, which is lower than the COST Sharpe Ratio of 3.27. The chart below compares the historical Sharpe Ratios of QRVO and COST, 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-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
-0.65
3.27
QRVO
COST

Dividends

QRVO vs. COST - Dividend Comparison

QRVO has not paid dividends to shareholders, while COST's dividend yield for the trailing twelve months is around 2.12%.


TTM20232022202120202019201820172016201520142013
QRVO
Qorvo, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
COST
Costco Wholesale Corporation
2.12%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%

Drawdowns

QRVO vs. COST - Drawdown Comparison

The maximum QRVO drawdown since its inception was -99.18%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for QRVO and COST. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-81.05%
-2.57%
QRVO
COST

Volatility

QRVO vs. COST - Volatility Comparison

Qorvo, Inc. (QRVO) has a higher volatility of 31.83% compared to Costco Wholesale Corporation (COST) at 5.17%. This indicates that QRVO's price experiences larger fluctuations and is considered to be riskier than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%JuneJulyAugustSeptemberOctoberNovember
31.83%
5.17%
QRVO
COST

Financials

QRVO vs. COST - Financials Comparison

This section allows you to compare key financial metrics between Qorvo, Inc. and Costco Wholesale Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items