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. Data as of 2026-10-29.
| Last close price | $182.97 |
| Sector (GICS) | Information Technology |
| Annualized return (3.0 yr) | +22.26% |
| Total return over period | +82.15% |
| Annualized volatility | 43.53% |
| Period volatility | 75.19% |
| Period T-bill | 12.40% |
| Sharpe ratio | 0.93 |
| Sortino ratio | 1.36 |
| Max drawdown | -44.23% |
| CVaR 95% (avg. loss, worst 5% of days) | -6.67% |
| Correlation with the S&P 500 | 0.59 |
| Period range | $101.74 – $250.10 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Qualcomm (QCOM) has posted an annualized return of +22.26% with annual volatility of 43.53%, a Sharpe ratio of 0.93. 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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