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.
Performance
TXN vs. QCOM - Performance Comparison
Returns By Period
In the year-to-date period, TXN achieves a 21.35% return, which is significantly higher than QCOM's 12.57% return. Over the past 10 years, TXN has outperformed QCOM with an annualized return of 17.69%, while QCOM has yielded a comparatively lower 11.57% annualized return.
TXN
21.35%
0.87%
4.48%
36.18%
14.42%
17.69%
QCOM
12.57%
-6.40%
-16.44%
27.31%
14.66%
11.57%
Fundamentals
| TXN | QCOM | |
|---|---|---|
| Market Cap | $194.10B | $186.97B |
| EPS | $5.38 | $8.68 |
| PE Ratio | 39.55 | 18.83 |
| PEG Ratio | 3.46 | 1.78 |
| Total Revenue (TTM) | $15.71B | $38.96B |
| Gross Profit (TTM) | $9.21B | $21.90B |
| EBITDA (TTM) | $7.22B | $11.63B |
Key characteristics
| TXN | QCOM | |
|---|---|---|
| Sharpe Ratio | 1.33 | 0.72 |
| Sortino Ratio | 1.95 | 1.18 |
| Omega Ratio | 1.23 | 1.15 |
| Calmar Ratio | 1.86 | 0.87 |
| Martin Ratio | 8.55 | 1.78 |
| Ulcer Index | 4.23% | 15.25% |
| Daily Std Dev | 27.20% | 37.39% |
| Max Drawdown | -85.81% | -86.76% |
| Current Drawdown | -8.70% | -28.96% |
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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.
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.
Dividends
TXN vs. QCOM - Dividend Comparison
TXN's dividend yield for the trailing twelve months is around 2.62%, more than QCOM's 2.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TXN Texas Instruments Incorporated | 2.62% | 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 | 2.06% | 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 -86.76%. Use the drawdown chart below to compare losses from any high point for TXN and QCOM. For additional features, visit the drawdowns tool.
Volatility
TXN vs. QCOM - Volatility Comparison
Texas Instruments Incorporated (TXN) and QUALCOMM Incorporated (QCOM) have volatilities of 10.25% and 10.57%, 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.
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.
Total Revenue: Total amount of money received from sales and other business activities