CD vs. QVCGA

Last updated Jun 13, 2026

CD (Chaince Digital Holdings Inc) and QVCGA (QVC Group Inc) are both stocks. CD operates in Capital Markets (Financial Services), while QVCGA operates in Internet Retail (Consumer Cyclical).

Performance

CD vs. QVCGA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Chaince Digital Holdings Inc (CD) and QVC Group Inc (QVCGA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

CD

• 1D: 0.00%
• 1M: -42.70%
• YTD: -4.43%
• 6M: -33.94%
• 1Y: 25.33%
• 3Y*: 19.69%
• 5Y*: -7.87%
• 10Y*: -25.35%

QVCGA

• 1D: 0.00%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CD vs. QVCGA - Yearly Performance Comparison

	2026 (YTD)
CD Chaince Digital Holdings Inc	-45.15%
QVCGA QVC Group Inc	0.00%

Fundamentals

EPS CD : -$0.23 QVCGA : -$302.09
PS Ratio CD : 180.39 QVCGA : 0.00
Total Revenue (TTM) CD : $1.67M QVCGA : $9.23B
Gross Profit (TTM) CD : -$1.10M QVCGA : $2.89B
EBITDA (TTM) CD : -$10.65M QVCGA : $789.00M

Return for Risk

CD vs. QVCGA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CD

CD Risk / Return Rank: 55
CD Sharpe Ratio Rank: 45
CD Sortino Ratio Rank: 69
CD Omega Ratio Rank: 69
CD Calmar Ratio Rank: 47
CD Martin Ratio Rank: 45

QVCGA

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CD vs. QVCGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Chaince Digital Holdings Inc (CD) and QVC Group Inc (QVCGA). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	CD	QVCGA	Difference
Sharpe ratio: Return per unit of total volatility	0.09	—	—
Sortino ratio: Return per unit of downside risk	1.61	—	—
Omega ratio: Gain probability vs. loss probability	1.21	—	—
Calmar ratio: Return relative to maximum drawdown	0.18	—	—
Martin ratio: Return relative to average drawdown	0.24	—	—

Drawdowns

CD vs. QVCGA - Drawdown Comparison

The maximum CD drawdown since its inception was -99.79%, which is greater than QVCGA's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for CD and QVCGA.

Drawdown Indicators

	CD	QVCGA	Difference
Max Drawdown Largest peak-to-trough decline	-99.79%	0.00%	-99.79%
Max Drawdown (1Y) Largest decline over 1 year	-89.83%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-89.83%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-92.04%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-99.58%	—	—
Current Drawdown Current decline from peak	-98.22%	0.00%	-98.22%
Average Drawdown Average peak-to-trough decline	-90.00%	0.00%	-90.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	67.26%	—	—

Volatility

Volatility by Period

	CD	QVCGA	Difference
Volatility (1M) Calculated over the trailing 1-month period	57.07%	—	—
Volatility (6M) Calculated over the trailing 6-month period	106.07%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	187.20%	0.00%	+187.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	151.80%	0.00%	+151.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	146.04%	0.00%	+146.04%

Dividends

CD vs. QVCGA - Dividend Comparison

Neither CD nor QVCGA has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials