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SWKS vs. QRVO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SWKS and QRVO is 0.61, 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.


-0.50.00.51.00.6

Performance

SWKS vs. QRVO - Performance Comparison

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

1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%JulyAugustSeptemberOctoberNovemberDecember
4,253.77%
811.67%
SWKS
QRVO

Key characteristics

Sharpe Ratio

SWKS:

-0.46

QRVO:

-0.79

Sortino Ratio

SWKS:

-0.41

QRVO:

-0.85

Omega Ratio

SWKS:

0.95

QRVO:

0.86

Calmar Ratio

SWKS:

-0.30

QRVO:

-0.44

Martin Ratio

SWKS:

-1.05

QRVO:

-1.67

Ulcer Index

SWKS:

15.58%

QRVO:

21.44%

Daily Std Dev

SWKS:

35.89%

QRVO:

45.11%

Max Drawdown

SWKS:

-96.12%

QRVO:

-99.18%

Current Drawdown

SWKS:

-51.40%

QRVO:

-80.06%

Fundamentals

Market Cap

SWKS:

$14.51B

QRVO:

$6.71B

EPS

SWKS:

$3.69

QRVO:

-$1.45

PEG Ratio

SWKS:

1.19

QRVO:

0.47

Total Revenue (TTM)

SWKS:

$4.18B

QRVO:

$3.95B

Gross Profit (TTM)

SWKS:

$1.72B

QRVO:

$1.58B

EBITDA (TTM)

SWKS:

$1.12B

QRVO:

$370.53M

Returns By Period

In the year-to-date period, SWKS achieves a -18.48% return, which is significantly higher than QRVO's -38.02% return. Over the past 10 years, SWKS has outperformed QRVO with an annualized return of 3.63%, while QRVO has yielded a comparatively lower 0.56% annualized return.


SWKS

YTD

-18.48%

1M

7.48%

6M

-14.56%

1Y

-16.36%

5Y*

-3.65%

10Y*

3.63%

QRVO

YTD

-38.02%

1M

5.31%

6M

-38.18%

1Y

-35.70%

5Y*

-9.78%

10Y*

0.56%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

SWKS vs. QRVO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Skyworks Solutions, Inc. (SWKS) 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.


Sharpe ratio
The chart of Sharpe ratio for SWKS, currently valued at -0.46, compared to the broader market-4.00-2.000.002.00-0.46-0.79
The chart of Sortino ratio for SWKS, currently valued at -0.41, compared to the broader market-4.00-2.000.002.004.00-0.41-0.85
The chart of Omega ratio for SWKS, currently valued at 0.95, compared to the broader market0.501.001.502.000.950.86
The chart of Calmar ratio for SWKS, currently valued at -0.30, compared to the broader market0.002.004.006.00-0.30-0.44
The chart of Martin ratio for SWKS, currently valued at -1.05, compared to the broader market0.0010.0020.00-1.05-1.67
SWKS
QRVO

The current SWKS Sharpe Ratio is -0.46, which is higher than the QRVO Sharpe Ratio of -0.79. The chart below compares the historical Sharpe Ratios of SWKS and QRVO, 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-1.00-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
-0.46
-0.79
SWKS
QRVO

Dividends

SWKS vs. QRVO - Dividend Comparison

SWKS's dividend yield for the trailing twelve months is around 3.10%, while QRVO has not paid dividends to shareholders.


TTM2023202220212020201920182017201620152014
SWKS
Skyworks Solutions, Inc.
3.10%2.31%2.59%1.37%1.23%1.36%2.09%1.26%1.45%1.02%0.48%
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%

Drawdowns

SWKS vs. QRVO - Drawdown Comparison

The maximum SWKS drawdown since its inception was -96.12%, roughly equal to the maximum QRVO drawdown of -99.18%. Use the drawdown chart below to compare losses from any high point for SWKS and QRVO. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%JulyAugustSeptemberOctoberNovemberDecember
-51.40%
-80.06%
SWKS
QRVO

Volatility

SWKS vs. QRVO - Volatility Comparison

The current volatility for Skyworks Solutions, Inc. (SWKS) is 6.71%, while Qorvo, Inc. (QRVO) has a volatility of 7.48%. This indicates that SWKS experiences smaller price fluctuations and is considered to be less risky than QRVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
6.71%
7.48%
SWKS
QRVO

Financials

SWKS vs. QRVO - Financials Comparison

This section allows you to compare key financial metrics between Skyworks Solutions, Inc. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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