Qualcomm (QCOM): analysis and statistics
Return, volatility, Sharpe ratio and risk for Qualcomm, a component of both the S&P 500 and the Nasdaq 100 in the Information Technology sector. Data as of 2026-09-13.
| Last close price | $181.97 |
| Sector (GICS) | Information Technology |
| Annualized return (3.0 yr) | +19.77% |
| Total return over period | +71.21% |
| Annualized volatility | 42.65% |
| Period volatility | 73.62% |
| Sharpe ratio | 0.37 |
| Sortino ratio | 0.54 |
| Max drawdown | -44.23% |
| CVaR 95% (avg. loss, worst 5% of days) | -6.54% |
| Correlation with the S&P 500 | 0.59 |
| Period range | $98.87 – $250.10 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Qualcomm (QCOM) has posted an annualized return of +19.77% with annual volatility of 42.65%, a Sharpe ratio of 0.37. Its worst stretch (max drawdown from a peak) was -44.23%. Its correlation with the S&P 500 is 0.59, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how QCOM would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Other Information Technology stocks
Is it part of the S&P 500?
Yes, Qualcomm (QCOM) is of both the S&P 500 and the Nasdaq 100.
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