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TXN vs. QCOM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TXN and QCOM is 0.48, 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.


-0.50.00.51.00.5

Performance

TXN vs. QCOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Texas Instruments Incorporated (TXN) and QUALCOMM Incorporated (QCOM). The values are adjusted to include any dividend payments, if applicable.

-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
-2.09%
-10.71%
TXN
QCOM

Key characteristics

Sharpe Ratio

TXN:

0.78

QCOM:

0.53

Sortino Ratio

TXN:

1.25

QCOM:

0.96

Omega Ratio

TXN:

1.15

QCOM:

1.12

Calmar Ratio

TXN:

1.34

QCOM:

0.62

Martin Ratio

TXN:

3.35

QCOM:

1.06

Ulcer Index

TXN:

6.52%

QCOM:

19.35%

Daily Std Dev

TXN:

27.89%

QCOM:

38.44%

Max Drawdown

TXN:

-85.81%

QCOM:

-86.75%

Current Drawdown

TXN:

-12.65%

QCOM:

-26.78%

Fundamentals

Market Cap

TXN:

$175.53B

QCOM:

$182.83B

EPS

TXN:

$5.52

QCOM:

$8.94

PE Ratio

TXN:

34.86

QCOM:

18.41

PEG Ratio

TXN:

3.01

QCOM:

1.59

Total Revenue (TTM)

TXN:

$11.63B

QCOM:

$29.03B

Gross Profit (TTM)

TXN:

$6.78B

QCOM:

$16.28B

EBITDA (TTM)

TXN:

$5.62B

QCOM:

$8.68B

Returns By Period

In the year-to-date period, TXN achieves a 2.62% return, which is significantly lower than QCOM's 7.12% return. Over the past 10 years, TXN has outperformed QCOM with an annualized return of 16.73%, while QCOM has yielded a comparatively lower 11.77% annualized return.


TXN

YTD

2.62%

1M

4.01%

6M

-2.09%

1Y

18.57%

5Y*

10.95%

10Y*

16.73%

QCOM

YTD

7.12%

1M

7.52%

6M

-10.71%

1Y

15.50%

5Y*

13.93%

10Y*

11.77%

*Annualized

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

TXN vs. QCOM — Risk-Adjusted Performance Rank

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

TXN
The Risk-Adjusted Performance Rank of TXN is 7272
Overall Rank
The Sharpe Ratio Rank of TXN is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of TXN is 6565
Sortino Ratio Rank
The Omega Ratio Rank of TXN is 6262
Omega Ratio Rank
The Calmar Ratio Rank of TXN is 8484
Calmar Ratio Rank
The Martin Ratio Rank of TXN is 7474
Martin Ratio Rank

QCOM
The Risk-Adjusted Performance Rank of QCOM is 6262
Overall Rank
The Sharpe Ratio Rank of QCOM is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of QCOM is 5858
Sortino Ratio Rank
The Omega Ratio Rank of QCOM is 5757
Omega Ratio Rank
The Calmar Ratio Rank of QCOM is 7171
Calmar Ratio Rank
The Martin Ratio Rank of QCOM is 5959
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TXN vs. QCOM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Texas Instruments Incorporated (TXN) 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.


Sharpe ratio
The chart of Sharpe ratio for TXN, currently valued at 0.78, compared to the broader market-2.000.002.004.000.780.53
The chart of Sortino ratio for TXN, currently valued at 1.25, compared to the broader market-4.00-2.000.002.004.001.250.96
The chart of Omega ratio for TXN, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.12
The chart of Calmar ratio for TXN, currently valued at 1.34, compared to the broader market0.002.004.006.001.340.62
The chart of Martin ratio for TXN, currently valued at 3.35, compared to the broader market-10.000.0010.0020.0030.003.351.06
TXN
QCOM

The current TXN Sharpe Ratio is 0.78, which is higher than the QCOM Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of TXN 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.78
0.53
TXN
QCOM

Dividends

TXN vs. QCOM - Dividend Comparison

TXN's dividend yield for the trailing twelve months is around 2.73%, more than QCOM's 2.04% yield.


TTM20242023202220212020201920182017201620152014
TXN
Texas Instruments Incorporated
2.73%2.81%2.94%2.84%2.23%2.27%2.50%2.78%2.03%2.25%2.55%2.32%
QCOM
QUALCOMM Incorporated
2.04%2.18%2.18%2.67%1.47%1.69%2.81%4.27%3.50%3.17%3.72%2.17%

Drawdowns

TXN vs. QCOM - Drawdown Comparison

The maximum TXN drawdown since its inception was -85.81%, roughly equal to the maximum QCOM drawdown of -86.75%. Use the drawdown chart below to compare losses from any high point for TXN and QCOM. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-12.65%
-26.78%
TXN
QCOM

Volatility

TXN vs. QCOM - Volatility Comparison

Texas Instruments Incorporated (TXN) and QUALCOMM Incorporated (QCOM) have volatilities of 7.84% and 8.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
7.84%
8.03%
TXN
QCOM

Financials

TXN vs. QCOM - Financials Comparison

This section allows you to compare key financial metrics between Texas Instruments Incorporated 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
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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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