QRVO vs. SWKS

In the year-to-date period, QRVO achieves a 8.78% return, which is significantly higher than SWKS's -24.21% return. Over the past 10 years, QRVO has outperformed SWKS with an annualized return of 0.93%, while SWKS has yielded a comparatively lower -0.96% 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 -0.68, which is comparable to the SWKS Sharpe Ratio of -0.79. 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 3.09%.

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.

The current volatility for Qorvo, Inc. (QRVO) is 8.77%, while Skyworks Solutions, Inc. (SWKS) has a volatility of 28.82%. This indicates that QRVO experiences smaller price fluctuations and is considered to be less risky 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.