PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SNV vs. QCOM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


SNVQCOM
YTD Return52.19%15.01%
1Y Return90.12%29.84%
3Y Return (Ann)8.26%1.30%
5Y Return (Ann)12.39%15.16%
10Y Return (Ann)11.33%12.07%
Sharpe Ratio2.580.84
Sortino Ratio3.511.31
Omega Ratio1.441.17
Calmar Ratio1.751.01
Martin Ratio15.542.08
Ulcer Index6.24%15.14%
Daily Std Dev37.64%37.33%
Max Drawdown-92.46%-86.76%
Current Drawdown-13.31%-27.42%

Fundamentals


SNVQCOM
Market Cap$8.25B$186.97B
EPS$2.20$8.68
PE Ratio26.4918.83
PEG Ratio2.341.78
Total Revenue (TTM)$2.95B$38.96B
Gross Profit (TTM)$2.62B$21.90B
EBITDA (TTM)$336.99M$11.63B

Correlation

-0.50.00.51.00.3

The correlation between SNV and QCOM is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

SNV vs. QCOM - Performance Comparison

In the year-to-date period, SNV achieves a 52.19% return, which is significantly higher than QCOM's 15.01% return. Over the past 10 years, SNV has underperformed QCOM with an annualized return of 11.33%, while QCOM has yielded a comparatively higher 12.07% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%0.00%20.00%40.00%60.00%JuneJulyAugustSeptemberOctoberNovember
43.00%
-14.37%
SNV
QCOM

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

SNV vs. QCOM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Synovus Financial Corp. (SNV) and QUALCOMM Incorporated (QCOM). 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.


SNV
Sharpe ratio
The chart of Sharpe ratio for SNV, currently valued at 2.58, compared to the broader market-4.00-2.000.002.004.002.58
Sortino ratio
The chart of Sortino ratio for SNV, currently valued at 3.51, compared to the broader market-4.00-2.000.002.004.006.003.51
Omega ratio
The chart of Omega ratio for SNV, currently valued at 1.44, compared to the broader market0.501.001.502.001.44
Calmar ratio
The chart of Calmar ratio for SNV, currently valued at 1.75, compared to the broader market0.002.004.006.001.75
Martin ratio
The chart of Martin ratio for SNV, currently valued at 15.54, compared to the broader market0.0010.0020.0030.0015.54
QCOM
Sharpe ratio
The chart of Sharpe ratio for QCOM, currently valued at 0.84, compared to the broader market-4.00-2.000.002.004.000.84
Sortino ratio
The chart of Sortino ratio for QCOM, currently valued at 1.31, compared to the broader market-4.00-2.000.002.004.006.001.31
Omega ratio
The chart of Omega ratio for QCOM, currently valued at 1.17, compared to the broader market0.501.001.502.001.17
Calmar ratio
The chart of Calmar ratio for QCOM, currently valued at 1.01, compared to the broader market0.002.004.006.001.01
Martin ratio
The chart of Martin ratio for QCOM, currently valued at 2.08, compared to the broader market0.0010.0020.0030.002.08

SNV vs. QCOM - Sharpe Ratio Comparison

The current SNV Sharpe Ratio is 2.58, which is higher than the QCOM Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of SNV and QCOM, 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.58
0.84
SNV
QCOM

Dividends

SNV vs. QCOM - Dividend Comparison

SNV's dividend yield for the trailing twelve months is around 2.73%, more than QCOM's 2.01% yield.


TTM20232022202120202019201820172016201520142013
SNV
Synovus Financial Corp.
2.73%4.04%3.62%2.76%4.08%3.06%3.13%1.25%1.17%1.30%1.14%1.11%
QCOM
QUALCOMM Incorporated
2.01%2.18%2.67%1.47%1.69%2.81%4.27%3.50%3.17%3.72%2.17%1.75%

Drawdowns

SNV vs. QCOM - Drawdown Comparison

The maximum SNV drawdown since its inception was -92.46%, which is greater than QCOM's maximum drawdown of -86.76%. Use the drawdown chart below to compare losses from any high point for SNV and QCOM. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-13.31%
-27.42%
SNV
QCOM

Volatility

SNV vs. QCOM - Volatility Comparison

Synovus Financial Corp. (SNV) has a higher volatility of 19.07% compared to QUALCOMM Incorporated (QCOM) at 10.39%. This indicates that SNV's price experiences larger fluctuations and is considered to be riskier than QCOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
19.07%
10.39%
SNV
QCOM

Financials

SNV vs. QCOM - Financials Comparison

This section allows you to compare key financial metrics between Synovus Financial Corp. and QUALCOMM Incorporated. 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