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QRVO vs. RNECY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

QRVO vs. RNECY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Qorvo, Inc. (QRVO) and Renesas Electronics Corp ADR (RNECY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QRVO achieves a 18.20% return, which is significantly lower than RNECY's 98.38% return. Over the past 10 years, QRVO has underperformed RNECY with an annualized return of 6.34%, while RNECY has yielded a comparatively higher 16.79% annualized return.


QRVO

1D
1.64%
1M
10.34%
YTD
18.20%
6M
11.73%
1Y
27.12%
3Y*
0.52%
5Y*
-11.26%
10Y*
6.34%

RNECY

1D
5.47%
1M
17.30%
YTD
98.38%
6M
102.55%
1Y
102.86%
3Y*
16.16%
5Y*
19.88%
10Y*
16.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QRVO vs. RNECY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QRVO
Qorvo, Inc.
18.20%20.85%-37.90%24.24%-42.04%-5.94%43.05%91.39%-8.81%26.30%
RNECY
Renesas Electronics Corp ADR
98.38%7.51%-28.20%103.64%-29.19%18.55%52.92%53.71%-60.76%43.54%

Correlation

The correlation between QRVO and RNECY is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

Correlation (3Y)
Calculated over the trailing 3-year period

0.37

Correlation (5Y)
Calculated over the trailing 5-year period

0.42

Correlation (10Y)
Calculated over the trailing 10-year period

0.30

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2015

0.27

The correlation between QRVO and RNECY shifts across timeframes, from 0.27 (all time) to 0.42 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

QRVO:

$9.25B

RNECY:

$49.75B

EPS

QRVO:

$3.63

RNECY:

-$2.98

PS Ratio

QRVO:

2.54

RNECY:

0.03

PB Ratio

QRVO:

2.77

RNECY:

0.02

Total Revenue (TTM)

QRVO:

$3.68B

RNECY:

$1.46T

Gross Profit (TTM)

QRVO:

$1.69B

RNECY:

$692.31B

EBITDA (TTM)

QRVO:

$659.34M

RNECY:

$475.96B

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Return for Risk

QRVO vs. RNECY — Risk / Return Rank

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

QRVO
QRVO Risk / Return Rank: 6464
Overall Rank
QRVO Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
QRVO Sortino Ratio Rank: 6161
Sortino Ratio Rank
QRVO Omega Ratio Rank: 6262
Omega Ratio Rank
QRVO Calmar Ratio Rank: 6666
Calmar Ratio Rank
QRVO Martin Ratio Rank: 6464
Martin Ratio Rank

RNECY
RNECY Risk / Return Rank: 8585
Overall Rank
RNECY Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
RNECY Sortino Ratio Rank: 8383
Sortino Ratio Rank
RNECY Omega Ratio Rank: 8282
Omega Ratio Rank
RNECY Calmar Ratio Rank: 8585
Calmar Ratio Rank
RNECY Martin Ratio Rank: 8787
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QRVO vs. RNECY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Qorvo, Inc. (QRVO) and Renesas Electronics Corp ADR (RNECY). 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.


QRVORNECYDifference
Sharpe ratioReturn per unit of total volatility

-1.01

Sortino ratioReturn per unit of downside risk

-1.22

Omega ratioGain probability vs. loss probability

1.17

1.31

-0.14

Calmar ratioReturn relative to maximum drawdown

1.24

3.31

-2.07

Martin ratioReturn relative to average drawdown

2.44

9.05

-6.61

QRVO vs. RNECY - Sharpe Ratio Comparison

The current QRVO Sharpe Ratio is 0.79, which is lower than the RNECY Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of QRVO and RNECY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


QRVORNECYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

1.80

-1.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.27

0.42

-0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

0.34

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

-0.01

+0.08

Drawdowns

QRVO vs. RNECY - Drawdown Comparison

The maximum QRVO drawdown since its inception was -74.54%, smaller than the maximum RNECY drawdown of -92.23%. Use the drawdown chart below to compare losses from any high point for QRVO and RNECY.


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Drawdown Indicators


QRVORNECYDifference

Max Drawdown

Largest peak-to-trough decline

-74.54%

-92.23%

+17.69%

Max Drawdown (1Y)

Largest decline over 1 year

-21.97%

-31.29%

+9.32%

Max Drawdown (3Y)

Largest decline over 3 years

-60.68%

-52.49%

-8.19%

Max Drawdown (5Y)

Largest decline over 5 years

-74.03%

-52.49%

-21.54%

Max Drawdown (10Y)

Largest decline over 10 years

-74.54%

-77.20%

+2.66%

Current Drawdown

Current decline from peak

-49.94%

-11.39%

-38.55%

Average Drawdown

Average peak-to-trough decline

-31.88%

-67.27%

+35.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.14%

11.41%

-0.27%

Volatility

QRVO vs. RNECY - Volatility Comparison

The current volatility for Qorvo, Inc. (QRVO) is 15.19%, while Renesas Electronics Corp ADR (RNECY) has a volatility of 26.56%. This indicates that QRVO experiences smaller price fluctuations and is considered to be less risky than RNECY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QRVORNECYDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.19%

26.56%

-11.37%

Volatility (6M)

Calculated over the trailing 6-month period

26.14%

47.11%

-20.97%

Volatility (1Y)

Calculated over the trailing 1-year period

34.65%

57.73%

-23.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.15%

47.67%

-5.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.05%

49.46%

-7.41%

Dividends

QRVO vs. RNECY - Dividend Comparison

Neither QRVO nor RNECY has paid dividends to shareholders.


PositionTTM20252024
QRVO
Qorvo, Inc.
0.00%0.00%0.00%
RNECY
Renesas Electronics Corp ADR
0.00%0.00%1.48%

Financials

QRVO vs. RNECY - Financials Comparison

This section allows you to compare key financial metrics between Qorvo, Inc. and Renesas Electronics Corp ADR. 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


0.00100.00B200.00B300.00B400.00B20222023202420252026
808.28M
387.28B
(QRVO) Total Revenue
(RNECY) Total Revenue
Values in USD except per share items

QRVO vs. RNECY - Profitability Comparison

The chart below illustrates the profitability comparison between Qorvo, Inc. and Renesas Electronics Corp ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%60.0%20222023202420252026
48.9%
51.2%
Portfolio components
QRVO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Qorvo, Inc. reported a gross profit of 395.02M and revenue of 808.28M. Therefore, the gross margin over that period was 48.9%.

RNECY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Renesas Electronics Corp ADR reported a gross profit of 198.11B and revenue of 387.28B. Therefore, the gross margin over that period was 51.2%.

QRVO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Qorvo, Inc. reported an operating income of 31.51M and revenue of 808.28M, resulting in an operating margin of 3.9%.

RNECY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Renesas Electronics Corp ADR reported an operating income of 93.16B and revenue of 387.28B, resulting in an operating margin of 24.1%.

QRVO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Qorvo, Inc. reported a net income of 29.73M and revenue of 808.28M, resulting in a net margin of 3.7%.

RNECY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Renesas Electronics Corp ADR reported a net income of 69.40B and revenue of 387.28B, resulting in a net margin of 17.9%.


Frequently Asked Questions


QRVO and RNECY have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RNECY has higher volatility (26.56%) compared to QRVO (15.19%). In terms of maximum drawdown, QRVO dropped -74.54% vs RNECY's -92.23%.

RNECY currently has the higher Sharpe Ratio (1.80 vs 0.79), 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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