SWKS vs. QQQM

Last updated Jul 17, 2026

SWKS (Skyworks Solutions, Inc.) is a stock, while QQQM (Invesco NASDAQ 100 ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 5 years, SWKS returned -18.76%/yr vs 15.34%/yr for QQQM. A 0.66 correlation means they provide meaningful diversification when combined.

Performance

SWKS vs. QQQM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Skyworks Solutions, Inc. (SWKS) and Invesco NASDAQ 100 ETF (QQQM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SWKS achieves a -7.22% return, which is significantly lower than QQQM's 15.22% return.

SWKS

• 1D: 0.21%
• 1M: -19.31%
• 6M: 0.63%
• YTD: -7.22%
• 1Y: -17.59%
• 3Y*: -17.76%
• 5Y*: -18.76%
• 10Y*: 0.45%

QQQM

• 1D: -1.65%
• 1M: -3.18%
• 6M: 13.83%
• YTD: 15.22%
• 1Y: 27.34%
• 3Y*: 23.46%
• 5Y*: 15.34%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SWKS vs. QQQM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
SWKS Skyworks Solutions, Inc.	-7.22%	-25.49%	-18.86%	26.55%	-39.95%	2.73%	-2.33%
QQQM Invesco NASDAQ 100 ETF	15.22%	20.85%	25.68%	55.01%	-32.52%	27.45%	6.64%

Correlation

The correlation between SWKS and QQQM is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.45
Correlation (3Y) Calculated over the trailing 3-year period	0.55
Correlation (5Y) Calculated over the trailing 5-year period	0.66
Correlation (All Time) Calculated using the full available price history since Oct 13, 2020	0.66

Over the past year, the correlation between SWKS and QQQM has dropped to 0.45 - well below their long-term average of 0.66, suggesting their price drivers have been diverging.

Return for Risk

SWKS vs. QQQM — Risk / Return Rank

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

SWKS

SWKS Risk / Return Rank: 26
SWKS Sharpe Ratio Rank: 26
SWKS Sortino Ratio Rank: 26
SWKS Omega Ratio Rank: 26
SWKS Calmar Ratio Rank: 26
SWKS Martin Ratio Rank: 26

QQQM

QQQM Risk / Return Rank: 54
QQQM Sharpe Ratio Rank: 53
QQQM Sortino Ratio Rank: 49
QQQM Omega Ratio Rank: 50
QQQM Calmar Ratio Rank: 57
QQQM Martin Ratio Rank: 58

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SWKS vs. QQQM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Skyworks Solutions, Inc. (SWKS) and Invesco NASDAQ 100 ETF (QQQM). 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.

	SWKS	QQQM	Difference
Sharpe ratio: Return per unit of total volatility	-0.40	1.48	-1.88
Sortino ratio: Return per unit of downside risk	-0.31	2.01	-2.32
Omega ratio: Gain probability vs. loss probability	0.96	1.26	-0.30
Calmar ratio: Return relative to maximum drawdown	-0.50	2.30	-2.80
Martin ratio: Return relative to average drawdown	-0.88	8.14	-9.02

SWKS vs. QQQM - Sharpe Ratio Comparison

The current SWKS Sharpe Ratio is -0.40, which is lower than the QQQM Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of SWKS and QQQM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SWKS vs. QQQM - Drawdown Comparison

The maximum SWKS drawdown since its inception was -96.12%, which is greater than QQQM's maximum drawdown of -35.04%. Use the drawdown chart below to compare losses from any high point for SWKS and QQQM.

Drawdown Indicators

	SWKS	QQQM	Difference
Max Drawdown Largest peak-to-trough decline	-96.12%	-35.04%	-61.08%
Max Drawdown (1Y) Largest decline over 1 year	-35.24%	-11.96%	-23.28%
Max Drawdown (3Y) Largest decline over 3 years	-58.20%	-22.70%	-35.50%
Max Drawdown (5Y) Largest decline over 5 years	-72.55%	-35.04%	-37.51%
Max Drawdown (10Y) Largest decline over 10 years	-72.88%	—	—
Current Drawdown Current decline from peak	-66.56%	-5.28%	-61.28%
Average Drawdown Average peak-to-trough decline	-55.82%	-8.15%	-47.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	20.00%	3.37%	+16.63%

Volatility

SWKS vs. QQQM - Volatility Comparison

Skyworks Solutions, Inc. (SWKS) has a higher volatility of 13.59% compared to Invesco NASDAQ 100 ETF (QQQM) at 7.39%. This indicates that SWKS's price experiences larger fluctuations and is considered to be riskier than QQQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SWKS	QQQM	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.59%	7.39%	+6.20%
Volatility (6M) Calculated over the trailing 6-month period	36.39%	15.34%	+21.05%
Volatility (1Y) Calculated over the trailing 1-year period	44.02%	18.54%	+25.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	41.08%	22.65%	+18.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	40.13%	22.30%	+17.83%

Dividends

SWKS vs. QQQM - Dividend Comparison

SWKS's dividend yield for the trailing twelve months is around 4.93%, more than QQQM's 0.45% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
QQQM Invesco NASDAQ 100 ETF	0.45%	0.50%	0.61%	0.65%	0.83%	0.40%	0.16%	0.00%	0.00%	0.00%	0.00%	0.00%
SWKS Skyworks Solutions, Inc.	4.93%	4.45%	3.11%	2.31%	2.59%	1.37%	1.23%	1.36%	2.09%	1.26%	1.45%	1.02%

Frequently Asked Questions

Can I hold both SWKS and QQQM in my portfolio?

SWKS and QQQM have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SWKS or QQQM?

SWKS has higher volatility (13.59%) compared to QQQM (7.39%). In terms of maximum drawdown, SWKS dropped -96.12% vs QQQM's -35.04%.

Which has better risk-adjusted returns?

QQQM currently has the higher Sharpe Ratio (1.48 vs -0.40), 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.