TXN vs. QCOM
Compare and contrast key facts about Texas Instruments Incorporated (TXN) and QUALCOMM Incorporated (QCOM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TXN or QCOM.
Key characteristics
TXN | QCOM | |
---|---|---|
YTD Return | 3.01% | 17.65% |
1Y Return | -0.68% | 38.82% |
3Y Return (Ann) | 0.58% | 11.30% |
5Y Return (Ann) | 13.57% | 27.41% |
10Y Return (Ann) | 17.10% | 11.17% |
Sharpe Ratio | 0.06 | 1.42 |
Daily Std Dev | 23.42% | 30.34% |
Max Drawdown | -85.81% | -86.75% |
Current Drawdown | -6.92% | -5.70% |
Fundamentals
TXN | QCOM | |
---|---|---|
Market Cap | $156.97B | $189.83B |
EPS | $7.07 | $7.01 |
PE Ratio | 24.40 | 24.27 |
PEG Ratio | 3.32 | 1.82 |
Revenue (TTM) | $17.52B | $36.29B |
Gross Profit (TTM) | $13.77B | $25.57B |
EBITDA (TTM) | $8.49B | $10.85B |
Correlation
The correlation between TXN and QCOM is 0.47, 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.
Performance
TXN vs. QCOM - Performance Comparison
In the year-to-date period, TXN achieves a 3.01% return, which is significantly lower than QCOM's 17.65% return. Over the past 10 years, TXN has outperformed QCOM with an annualized return of 17.10%, while QCOM has yielded a comparatively lower 11.17% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Risk-Adjusted Performance
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 | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Texas Instruments Incorporated | 0.06 | ||||
QUALCOMM Incorporated | 1.42 |
Dividends
TXN vs. QCOM - Dividend Comparison
TXN's dividend yield for the trailing twelve months is around 2.92%, more than QCOM's 1.89% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Texas Instruments Incorporated | 2.92% | 2.94% | 2.84% | 2.23% | 2.27% | 2.50% | 2.78% | 2.03% | 2.25% | 2.55% | 2.32% | 2.44% |
QUALCOMM Incorporated | 1.89% | 2.18% | 2.67% | 1.47% | 1.69% | 2.81% | 4.27% | 3.50% | 3.17% | 3.72% | 2.17% | 1.75% |
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%. The drawdown chart below compares losses from any high point along the way for TXN and QCOM
Volatility
TXN vs. QCOM - Volatility Comparison
The current volatility for Texas Instruments Incorporated (TXN) is 7.07%, while QUALCOMM Incorporated (QCOM) has a volatility of 9.76%. This indicates that TXN 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.