PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BLNK vs. QS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BLNK and QS is 0.61, 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.


-0.50.00.51.00.6

Performance

BLNK vs. QS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blink Charging Co. (BLNK) and QuantumScape Corporation (QS). The values are adjusted to include any dividend payments, if applicable.

-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-85.80%
-48.69%
BLNK
QS

Key characteristics

Sharpe Ratio

BLNK:

-0.60

QS:

-0.40

Sortino Ratio

BLNK:

-0.66

QS:

-0.23

Omega Ratio

BLNK:

0.93

QS:

0.98

Calmar Ratio

BLNK:

-0.55

QS:

-0.33

Martin Ratio

BLNK:

-1.29

QS:

-0.88

Ulcer Index

BLNK:

41.61%

QS:

36.77%

Daily Std Dev

BLNK:

88.92%

QS:

81.10%

Max Drawdown

BLNK:

-97.53%

QS:

-96.41%

Current Drawdown

BLNK:

-97.53%

QS:

-96.14%

Fundamentals

Market Cap

BLNK:

$159.86M

QS:

$2.72B

EPS

BLNK:

-$1.43

QS:

-$0.95

Total Revenue (TTM)

BLNK:

$137.75M

QS:

$74.00M

Gross Profit (TTM)

BLNK:

-$11.02M

QS:

$7.44M

EBITDA (TTM)

BLNK:

-$129.75M

QS:

-$423.78M

Returns By Period

In the year-to-date period, BLNK achieves a -55.75% return, which is significantly lower than QS's -26.91% return.


BLNK

YTD

-55.75%

1M

-5.06%

6M

-46.62%

1Y

-55.09%

5Y*

-6.26%

10Y*

N/A

QS

YTD

-26.91%

1M

7.40%

6M

0.79%

1Y

-32.98%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

BLNK vs. QS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Blink Charging Co. (BLNK) and QuantumScape Corporation (QS). 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 ratio
The chart of Sharpe ratio for BLNK, currently valued at -0.60, compared to the broader market-4.00-2.000.002.00-0.60-0.40
The chart of Sortino ratio for BLNK, currently valued at -0.66, compared to the broader market-4.00-2.000.002.004.00-0.66-0.23
The chart of Omega ratio for BLNK, currently valued at 0.93, compared to the broader market0.501.001.502.000.930.98
The chart of Calmar ratio for BLNK, currently valued at -0.55, compared to the broader market0.002.004.006.00-0.55-0.33
The chart of Martin ratio for BLNK, currently valued at -1.29, compared to the broader market0.0010.0020.00-1.29-0.88
BLNK
QS

The current BLNK Sharpe Ratio is -0.60, which is lower than the QS Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of BLNK and QS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.80-0.60-0.40-0.200.000.20JulyAugustSeptemberOctoberNovemberDecember
-0.60
-0.40
BLNK
QS

Dividends

BLNK vs. QS - Dividend Comparison

Neither BLNK nor QS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BLNK vs. QS - Drawdown Comparison

The maximum BLNK drawdown since its inception was -97.53%, roughly equal to the maximum QS drawdown of -96.41%. Use the drawdown chart below to compare losses from any high point for BLNK and QS. For additional features, visit the drawdowns tool.


-98.00%-97.00%-96.00%-95.00%-94.00%-93.00%JulyAugustSeptemberOctoberNovemberDecember
-97.53%
-96.14%
BLNK
QS

Volatility

BLNK vs. QS - Volatility Comparison

Blink Charging Co. (BLNK) has a higher volatility of 18.20% compared to QuantumScape Corporation (QS) at 14.12%. This indicates that BLNK's price experiences larger fluctuations and is considered to be riskier than QS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
18.20%
14.12%
BLNK
QS

Financials

BLNK vs. QS - Financials Comparison

This section allows you to compare key financial metrics between Blink Charging Co. and QuantumScape Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab