QRVO vs. SWKS

In the year-to-date period, QRVO achieves a -41.74% return, which is significantly lower than SWKS's -24.03% return. Over the past 10 years, QRVO has underperformed SWKS with an annualized return of 1.78%, while SWKS has yielded a comparatively higher 4.49% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Qorvo, Inc. (QRVO) and Skyworks Solutions, Inc. (SWKS). 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 current QRVO Sharpe Ratio is -0.69, which is lower than the SWKS Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of QRVO and SWKS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

QRVO has not paid dividends to shareholders, while SWKS's dividend yield for the trailing twelve months is around 3.27%.

The maximum QRVO drawdown since its inception was -99.18%, roughly equal to the maximum SWKS drawdown of -96.12%. Use the drawdown chart below to compare losses from any high point for QRVO and SWKS. For additional features, visit the drawdowns tool.

Qorvo, Inc. (QRVO) has a higher volatility of 31.75% compared to Skyworks Solutions, Inc. (SWKS) at 11.12%. This indicates that QRVO's price experiences larger fluctuations and is considered to be riskier than SWKS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Qorvo, Inc. and Skyworks Solutions, 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.