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

Key characteristics


TXNQCOM
YTD Return3.01%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 Ratio0.061.42
Daily Std Dev23.42%30.34%
Max Drawdown-85.81%-86.75%
Current Drawdown-6.92%-5.70%

Fundamentals


TXNQCOM
Market Cap$156.97B$189.83B
EPS$7.07$7.01
PE Ratio24.4024.27
PEG Ratio3.321.82
Revenue (TTM)$17.52B$36.29B
Gross Profit (TTM)$13.77B$25.57B
EBITDA (TTM)$8.49B$10.85B

Correlation

0.47
-1.001.00

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.


10,000.00%20,000.00%30,000.00%40,000.00%50,000.00%OctoberNovemberDecember2024FebruaryMarch
16,707.53%
48,901.45%
TXN
QCOM

Compare stocks, funds, or ETFs


Texas Instruments Incorporated

QUALCOMM Incorporated

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
TXN
Texas Instruments Incorporated
0.06
QCOM
QUALCOMM Incorporated
1.42

TXN vs. QCOM - Sharpe Ratio Comparison

The current TXN Sharpe Ratio is 0.06, which is lower than the QCOM Sharpe Ratio of 1.42. The chart below compares the 12-month rolling Sharpe Ratio of TXN and QCOM.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50OctoberNovemberDecember2024FebruaryMarch
0.06
1.42
TXN
QCOM

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.


TTM20232022202120202019201820172016201520142013
TXN
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%
QCOM
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


-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-6.92%
-5.70%
TXN
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.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%OctoberNovemberDecember2024FebruaryMarch
7.07%
9.76%
TXN
QCOM