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QRVO vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QRVO and VOO is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

QRVO vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Qorvo, Inc. (QRVO) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%December2025FebruaryMarchAprilMay
235.05%
574.26%
QRVO
VOO

Key characteristics

Sharpe Ratio

QRVO:

-0.43

VOO:

0.56

Sortino Ratio

QRVO:

-0.26

VOO:

0.92

Omega Ratio

QRVO:

0.96

VOO:

1.13

Calmar Ratio

QRVO:

-0.29

VOO:

0.58

Martin Ratio

QRVO:

-0.73

VOO:

2.25

Ulcer Index

QRVO:

33.82%

VOO:

4.83%

Daily Std Dev

QRVO:

57.74%

VOO:

19.11%

Max Drawdown

QRVO:

-99.18%

VOO:

-33.99%

Current Drawdown

QRVO:

-79.32%

VOO:

-7.55%

Returns By Period

In the year-to-date period, QRVO achieves a 3.49% return, which is significantly higher than VOO's -3.28% return. Over the past 10 years, QRVO has underperformed VOO with an annualized return of -0.30%, while VOO has yielded a comparatively higher 12.40% annualized return.


QRVO

YTD

3.49%

1M

42.43%

6M

0.43%

1Y

-24.63%

5Y*

-6.84%

10Y*

-0.30%

VOO

YTD

-3.28%

1M

13.71%

6M

-4.52%

1Y

10.70%

5Y*

15.89%

10Y*

12.40%

*Annualized

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Risk-Adjusted Performance

QRVO vs. VOO — Risk-Adjusted Performance Rank

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

QRVO
The Risk-Adjusted Performance Rank of QRVO is 3131
Overall Rank
The Sharpe Ratio Rank of QRVO is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of QRVO is 3030
Sortino Ratio Rank
The Omega Ratio Rank of QRVO is 2828
Omega Ratio Rank
The Calmar Ratio Rank of QRVO is 3434
Calmar Ratio Rank
The Martin Ratio Rank of QRVO is 3636
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

QRVO vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Qorvo, Inc. (QRVO) and Vanguard S&P 500 ETF (VOO). 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 -0.43, which is lower than the VOO Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of QRVO and VOO, 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-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.43
0.56
QRVO
VOO

Dividends

QRVO vs. VOO - Dividend Comparison

QRVO has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.34%.


TTM20242023202220212020201920182017201620152014
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%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

QRVO vs. VOO - Drawdown Comparison

The maximum QRVO drawdown since its inception was -99.18%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for QRVO and VOO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%December2025FebruaryMarchAprilMay
-63.73%
-7.55%
QRVO
VOO

Volatility

QRVO vs. VOO - Volatility Comparison

Qorvo, Inc. (QRVO) has a higher volatility of 28.21% compared to Vanguard S&P 500 ETF (VOO) at 11.03%. This indicates that QRVO's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%December2025FebruaryMarchAprilMay
28.21%
11.03%
QRVO
VOO