PortfoliosLab logoPortfoliosLab logo
SMTOY vs. QRVO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SMTOY vs. QRVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sumitomo Electric Industries Ltd ADR (SMTOY) and Qorvo, Inc. (QRVO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SMTOY achieves a 45.04% return, which is significantly higher than QRVO's 7.17% return. Over the past 10 years, SMTOY has outperformed QRVO with an annualized return of 16.57%, while QRVO has yielded a comparatively lower 3.96% annualized return.


SMTOY

1D
1.12%
1M
-12.04%
6M
32.24%
YTD
45.04%
1Y
134.36%
3Y*
67.87%
5Y*
34.41%
10Y*
16.57%
ALL TIME*
-4.68%

QRVO

1D
-0.19%
1M
3.43%
6M
15.95%
YTD
7.17%
1Y
7.68%
3Y*
-6.33%
5Y*
-13.74%
10Y*
3.96%
ALL TIME*
2.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$118.76M$101.82M$122.06M
$5.29M$5.46M$4.80M

SMTOY vs. QRVO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SMTOY
Sumitomo Electric Industries Ltd ADR
45.04%131.61%41.93%12.95%-13.35%-1.73%-11.45%14.66%-20.89%16.55%
QRVO
Qorvo, Inc.
7.17%20.85%-37.90%24.24%-42.04%-5.94%43.05%91.39%-8.81%26.30%

Correlation

The correlation between SMTOY and QRVO is 0.23, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.23

Correlation (3Y)
Balances recent behavior with more history.

0.25

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.24

Correlation (10Y)
Provides a long-term view across more market conditions.

0.18

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2015

0.18

Fundamentals

Market Cap

SMTOY:

$44.17B

QRVO:

$7.99B

EPS

SMTOY:

¥481.54

QRVO:

$4.32

PE Ratio

SMTOY:

2.36

QRVO:

20.96

PEG Ratio

SMTOY:

0.05

QRVO:

0.19

PS Ratio

SMTOY:

0.17

QRVO:

2.30

PB Ratio

SMTOY:

0.32

QRVO:

2.33

Total Revenue (TTM)

SMTOY:

¥5.18T

QRVO:

$3.64B

Gross Profit (TTM)

SMTOY:

¥1.05T

QRVO:

$1.76B

EBITDA (TTM)

SMTOY:

¥657.37B

QRVO:

$708.89M

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SMTOY vs. QRVO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SMTOY
SMTOY Risk / Return Rank: 8888
Overall Rank
SMTOY Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SMTOY Sortino Ratio Rank: 8686
Sortino Ratio Rank
SMTOY Omega Ratio Rank: 8686
Omega Ratio Rank
SMTOY Calmar Ratio Rank: 8787
Calmar Ratio Rank
SMTOY Martin Ratio Rank: 9191
Martin Ratio Rank

QRVO
QRVO Risk / Return Rank: 5151
Overall Rank
QRVO Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
QRVO Sortino Ratio Rank: 4848
Sortino Ratio Rank
QRVO Omega Ratio Rank: 4848
Omega Ratio Rank
QRVO Calmar Ratio Rank: 5454
Calmar Ratio Rank
QRVO Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SMTOY vs. QRVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sumitomo Electric Industries Ltd ADR (SMTOY) and Qorvo, Inc. (QRVO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SMTOYQRVODifference
Sharpe ratioReturn per unit of total volatility

+1.76

Sortino ratioReturn per unit of downside risk

+1.84

Omega ratioGain probability vs. loss probability

1.31

1.07

+0.24

Calmar ratioReturn relative to maximum drawdown

2.97

0.35

+2.62

Martin ratioReturn relative to average drawdown

10.25

0.65

+9.60

SMTOY vs. QRVO - Sharpe Ratio Comparison

The current SMTOY Sharpe Ratio is 1.99, which is higher than the QRVO Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of SMTOY and QRVO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

SMTOY vs. QRVO - Drawdown Comparison

The maximum SMTOY drawdown since its inception was -94.82%, which is greater than QRVO's maximum drawdown of -74.54%. Use the drawdown chart below to compare losses from any high point for SMTOY and QRVO.


Loading charts...

Drawdown Indicators


SMTOYQRVODifference

Max Drawdown

Largest peak-to-trough decline

-94.82%

-74.54%

-20.28%

Max Drawdown (1Y)

Largest decline over 1 year

-44.26%

-23.76%

-20.50%

Max Drawdown (3Y)

Largest decline over 3 years

-44.26%

-60.68%

+16.42%

Max Drawdown (5Y)

Largest decline over 5 years

-44.26%

-73.97%

+29.71%

Max Drawdown (10Y)

Largest decline over 10 years

-52.67%

-74.54%

+21.87%

Current Drawdown

Current decline from peak

-62.14%

-54.61%

-7.53%

Average Drawdown

Average peak-to-trough decline

-64.81%

-32.16%

-32.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.79%

12.76%

+0.03%

Volatility

SMTOY vs. QRVO - Volatility Comparison

Sumitomo Electric Industries Ltd ADR (SMTOY) has a higher volatility of 22.86% compared to Qorvo, Inc. (QRVO) at 9.74%. This indicates that SMTOY's price experiences larger fluctuations and is considered to be riskier than QRVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SMTOYQRVODifference

Volatility (1M)

Calculated over the trailing 1-month period

22.86%

9.74%

+13.12%

Volatility (6M)

Calculated over the trailing 6-month period

58.68%

27.00%

+31.68%

Volatility (1Y)

Calculated over the trailing 1-year period

66.05%

36.33%

+29.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.64%

42.39%

+0.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.26%

41.94%

-4.68%

Dividends

SMTOY vs. QRVO - Dividend Comparison

Neither SMTOY nor QRVO has paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
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%
SMTOY
Sumitomo Electric Industries Ltd ADR
0.00%1.06%1.35%1.37%0.00%0.00%0.00%0.00%0.00%1.23%2.26%

Financials

SMTOY vs. QRVO - Financials Comparison

This section allows you to compare key financial metrics between Sumitomo Electric Industries Ltd ADR and Qorvo, 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.


Quarterly
Annual

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


Values in USD except per share items

SMTOY vs. QRVO - Profitability Comparison

The chart below illustrates the profitability comparison between Sumitomo Electric Industries Ltd ADR and Qorvo, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

SMTOY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Sumitomo Electric Industries Ltd ADR reported a gross profit of 318.17B and revenue of 1.45T. Therefore, the gross margin over that period was 22.0%.

QRVO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Qorvo, Inc. reported a gross profit of 400.97M and revenue of 784.80M. Therefore, the gross margin over that period was 51.1%.

SMTOY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Sumitomo Electric Industries Ltd ADR reported an operating income of 149.83B and revenue of 1.45T, resulting in an operating margin of 10.3%.

QRVO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Qorvo, Inc. reported an operating income of 96.77M and revenue of 784.80M, resulting in an operating margin of 12.3%.

SMTOY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Sumitomo Electric Industries Ltd ADR reported a net income of 195.83B and revenue of 1.45T, resulting in a net margin of 13.5%.

QRVO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Qorvo, Inc. reported a net income of 85.80M and revenue of 784.80M, resulting in a net margin of 10.9%.


Frequently Asked Questions


SMTOY and QRVO have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SMTOY has higher volatility (22.86%) compared to QRVO (9.74%). In terms of maximum drawdown, SMTOY dropped -94.82% vs QRVO's -74.54%.

SMTOY currently has the higher Sharpe Ratio (1.99 vs 0.23), 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.

Portfolio Optimizer

Find the right allocation for SMTOY and QRVO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer