TOELY vs. QCOM
TOELY (Tokyo Electron ADR) and QCOM (QUALCOMM Incorporated) are both stocks. Both are in the Technology sector — TOELY in Semiconductor Equipment & Materials, QCOM in Semiconductors. Over the past 10 years, TOELY returned 34.30%/yr vs 18.10%/yr for QCOM. At a 0.36 correlation, their price movements are largely independent.
Performance
TOELY vs. QCOM - Performance Comparison
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Returns By Period
In the year-to-date period, TOELY achieves a 95.90% return, which is significantly higher than QCOM's 25.03% return. Over the past 10 years, TOELY has outperformed QCOM with an annualized return of 34.30%, while QCOM has yielded a comparatively lower 18.10% annualized return.
TOELY
- 1D
- 2.93%
- 1M
- 35.96%
- YTD
- 95.90%
- 6M
- 124.61%
- 1Y
- 164.27%
- 3Y*
- 46.47%
- 5Y*
- 25.12%
- 10Y*
- 34.30%
QCOM
- 1D
- 4.32%
- 1M
- 5.47%
- YTD
- 25.03%
- 6M
- 19.95%
- 1Y
- 39.72%
- 3Y*
- 22.00%
- 5Y*
- 11.87%
- 10Y*
- 18.10%
TOELY vs. QCOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TOELY Tokyo Electron ADR | 95.90% | 49.57% | -14.19% | 82.22% | -49.18% | 53.76% | 71.31% | 94.00% | -38.01% | 94.67% |
QCOM QUALCOMM Incorporated | 25.03% | 13.84% | 8.31% | 35.07% | -38.58% | 22.25% | 77.08% | 60.76% | -7.59% | 2.05% |
Correlation
The correlation between TOELY and QCOM is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2009 | 0.36 |
The correlation between TOELY and QCOM shifts across timeframes, from 0.36 (all time) to 0.52 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
TOELY:
$199.47B
QCOM:
$226.96B
TOELY:
¥632.07
QCOM:
$9.11
TOELY:
55.16
QCOM:
23.23
TOELY:
12.98
QCOM:
5.18
TOELY:
15.37
QCOM:
8.32
TOELY:
¥2.47T
QCOM:
$44.49B
TOELY:
¥1.12T
QCOM:
$24.38B
TOELY:
¥753.39B
QCOM:
$12.92B
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Return for Risk
TOELY vs. QCOM — Risk / Return Rank
TOELY
QCOM
TOELY vs. QCOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tokyo Electron ADR (TOELY) 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.
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.
| TOELY | QCOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.02 | ||
| Sortino ratioReturn per unit of downside risk | +1.63 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.19 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 4.94 | 1.10 | +3.85 |
| Martin ratioReturn relative to average drawdown | 12.36 | 2.44 | +9.92 |
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Drawdowns
TOELY vs. QCOM - Drawdown Comparison
The maximum TOELY drawdown since its inception was -92.92%, which is greater than QCOM's maximum drawdown of -86.75%. Use the drawdown chart below to compare losses from any high point for TOELY and QCOM.
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Drawdown Indicators
| TOELY | QCOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.92% | -86.75% | -6.17% |
Max Drawdown (1Y)Largest decline over 1 year | -30.30% | -33.13% | +2.83% |
Max Drawdown (3Y)Largest decline over 3 years | -53.52% | -44.23% | -9.29% |
Max Drawdown (5Y)Largest decline over 5 years | -59.40% | -44.29% | -15.11% |
Max Drawdown (10Y)Largest decline over 10 years | -59.40% | -44.29% | -15.11% |
Current DrawdownCurrent decline from peak | 0.00% | -15.34% | +15.34% |
Average DrawdownAverage peak-to-trough decline | -49.60% | -32.87% | -16.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.12% | 14.89% | -2.77% |
Volatility
TOELY vs. QCOM - Volatility Comparison
The current volatility for Tokyo Electron ADR (TOELY) is 20.95%, while QUALCOMM Incorporated (QCOM) has a volatility of 27.32%. This indicates that TOELY experiences smaller price fluctuations and is considered to be less risky than QCOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TOELY | QCOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.95% | 27.32% | -6.37% |
Volatility (6M)Calculated over the trailing 6-month period | 40.27% | 42.18% | -1.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 54.00% | 48.52% | +5.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.98% | 41.17% | +3.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.68% | 39.28% | +0.40% |
Dividends
TOELY vs. QCOM - Dividend Comparison
TOELY has not paid dividends to shareholders, while QCOM's dividend yield for the trailing twelve months is around 1.70%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QCOM QUALCOMM Incorporated | 1.70% | 2.06% | 2.18% | 2.18% | 2.67% | 1.47% | 1.69% | 2.81% | 4.27% | 3.50% | 3.17% | 3.72% |
TOELY Tokyo Electron ADR | 0.00% | 1.02% | 1.17% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.11% | 2.27% | 0.00% |
Financials
TOELY vs. QCOM - Financials Comparison
This section allows you to compare key financial metrics between Tokyo Electron ADR 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.
Total Revenue: Total amount of money received from sales and other business activities
TOELY vs. QCOM - Profitability Comparison
TOELY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Tokyo Electron ADR reported a gross profit of 339.31B and revenue of 724.89B. Therefore, the gross margin over that period was 46.8%.
QCOM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, QUALCOMM Incorporated reported a gross profit of 5.70B and revenue of 10.60B. Therefore, the gross margin over that period was 53.8%.
TOELY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Tokyo Electron ADR reported an operating income of 209.42B and revenue of 724.89B, resulting in an operating margin of 28.9%.
QCOM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, QUALCOMM Incorporated reported an operating income of 2.31B and revenue of 10.60B, resulting in an operating margin of 21.8%.
TOELY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Tokyo Electron ADR reported a net income of 218.23B and revenue of 724.89B, resulting in a net margin of 30.1%.
QCOM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, QUALCOMM Incorporated reported a net income of 7.37B and revenue of 10.60B, resulting in a net margin of 69.5%.
Frequently Asked Questions
TOELY and QCOM have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QCOM has higher volatility (27.32%) compared to TOELY (20.95%). In terms of maximum drawdown, TOELY dropped -92.92% vs QCOM's -86.75%.
TOELY currently has the higher Sharpe Ratio (2.77 vs 0.75), 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.
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