SWKS vs. QRVO

In the year-to-date period, SWKS achieves a -23.76% return, which is significantly higher than QRVO's -41.11% return. Over the past 10 years, SWKS has outperformed QRVO with an annualized return of 4.46%, while QRVO has yielded a comparatively lower 1.54% annualized return.

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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.

The current SWKS Sharpe Ratio is -0.21, which is higher than the QRVO Sharpe Ratio of -0.65. 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.

SWKS's dividend yield for the trailing twelve months is around 3.26%, while QRVO has not paid dividends to shareholders.

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.

The current volatility for Skyworks Solutions, Inc. (SWKS) is 11.10%, while Qorvo, Inc. (QRVO) has a volatility of 31.83%. 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.

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.