QUALCOMM Incorporated (QCOM) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
QUALCOMM Incorporated (QCOM): 1Y return 15.9%, Sharpe ratio 0.53, volatility 52.9%, max drawdown -41.0%. A Stock in the Equity asset class. Compare QCOM with other assets and invest through your own broker with pfolio.
QUALCOMM Incorporated (QCOM) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
QCOM Performance
- MTD
- Return: -5.2%, Sharpe: -8.64, Volatility: 19.3%, Max Drawdown: -5.6%
- YTD
- Return: 3.6%, Sharpe: 0.36, Volatility: 56.7%, Max Drawdown: -41.0%
- 1Y
- Return: 15.9%, Sharpe: 0.53, Volatility: 52.9%, Max Drawdown: -41.0%
- 5Y
- Return: 58.2%, Sharpe: 0.42, Volatility: 41.9%, Max Drawdown: -44.3%
- 10Y
- Return: 245.9%, Sharpe: 0.50, Volatility: 39.3%, Max Drawdown: -44.3%
Frequently Asked Questions
- What is QUALCOMM Incorporated (QCOM)?
- QUALCOMM Incorporated (QCOM) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does QCOM compare to other assets?
- You can compare QCOM with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in QCOM through pfolio?
- pfolio helps you build diversified portfolios that may include QCOM. You invest through your own broker — pfolio provides the analytics.