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FLOW vs. QGRO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLOW vs. QGRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPX FLOW, Inc. (FLOW) and American Century STOXX U.S. Quality Growth ETF (QGRO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FLOW achieves a 9.51% return, which is significantly higher than QGRO's 2.19% return.


FLOW

1D
-0.64%
1M
5.94%
YTD
9.51%
6M
10.60%
1Y
29.06%
3Y*
5Y*
10Y*

QGRO

1D
-0.43%
1M
4.28%
YTD
2.19%
6M
2.57%
1Y
10.81%
3Y*
21.29%
5Y*
12.22%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLOW vs. QGRO - Yearly Performance Comparison


2026 (YTD)202520242023
FLOW
SPX FLOW, Inc.
9.51%17.52%13.03%9.38%
QGRO
American Century STOXX U.S. Quality Growth ETF
2.19%15.18%31.42%9.08%

Correlation

The correlation between FLOW and QGRO is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.52

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2023

0.60

The correlation between FLOW and QGRO has been stable across timeframes, ranging from 0.52 to 0.60 - a consistent structural relationship.

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Return for Risk

FLOW vs. QGRO — Risk / Return Rank

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

FLOW
FLOW Risk / Return Rank: 8787
Overall Rank
FLOW Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FLOW Sortino Ratio Rank: 8686
Sortino Ratio Rank
FLOW Omega Ratio Rank: 8383
Omega Ratio Rank
FLOW Calmar Ratio Rank: 8989
Calmar Ratio Rank
FLOW Martin Ratio Rank: 9191
Martin Ratio Rank

QGRO
QGRO Risk / Return Rank: 2020
Overall Rank
QGRO Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
QGRO Sortino Ratio Rank: 2020
Sortino Ratio Rank
QGRO Omega Ratio Rank: 1919
Omega Ratio Rank
QGRO Calmar Ratio Rank: 1919
Calmar Ratio Rank
QGRO Martin Ratio Rank: 2222
Martin Ratio Rank
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.

FLOW vs. QGRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPX FLOW, Inc. (FLOW) and American Century STOXX U.S. Quality Growth ETF (QGRO). 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.


FLOWQGRODifference

Sharpe ratio

Return per unit of total volatility

1.92

0.71

+1.21

Sortino ratio

Return per unit of downside risk

2.84

1.08

+1.77

Omega ratio

Gain probability vs. loss probability

1.34

1.13

+0.21

Calmar ratio

Return relative to maximum drawdown

4.41

0.80

+3.61

Martin ratio

Return relative to average drawdown

12.85

2.69

+10.17

FLOW vs. QGRO - Sharpe Ratio Comparison

The current FLOW Sharpe Ratio is 1.92, which is higher than the QGRO Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of FLOW and QGRO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FLOWQGRODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.92

0.71

+1.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

1.03

0.67

+0.37

Drawdowns

FLOW vs. QGRO - Drawdown Comparison

The maximum FLOW drawdown since its inception was -21.64%, smaller than the maximum QGRO drawdown of -32.56%. Use the drawdown chart below to compare losses from any high point for FLOW and QGRO.


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Drawdown Indicators


FLOWQGRODifference

Max Drawdown

Largest peak-to-trough decline

-21.64%

-32.56%

+10.92%

Max Drawdown (1Y)

Largest decline over 1 year

-6.61%

-13.54%

+6.93%

Max Drawdown (3Y)

Largest decline over 3 years

-23.82%

Max Drawdown (5Y)

Largest decline over 5 years

-31.86%

Current Drawdown

Current decline from peak

-1.69%

-0.67%

-1.02%

Average Drawdown

Average peak-to-trough decline

-3.13%

-7.68%

+4.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.27%

4.03%

-1.76%

Volatility

FLOW vs. QGRO - Volatility Comparison

SPX FLOW, Inc. (FLOW) has a higher volatility of 4.34% compared to American Century STOXX U.S. Quality Growth ETF (QGRO) at 3.38%. This indicates that FLOW's price experiences larger fluctuations and is considered to be riskier than QGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLOWQGRODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.34%

3.38%

+0.96%

Volatility (6M)

Calculated over the trailing 6-month period

10.07%

11.71%

-1.64%

Volatility (1Y)

Calculated over the trailing 1-year period

15.30%

15.33%

-0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.98%

21.06%

-4.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.98%

22.93%

-5.95%

Dividends

FLOW vs. QGRO - Dividend Comparison

FLOW's dividend yield for the trailing twelve months is around 2.20%, more than QGRO's 0.19% yield.


PositionTTM20252024202320222021202020192018
FLOW
SPX FLOW, Inc.
2.20%2.15%2.10%0.95%0.00%0.00%0.00%0.00%0.00%
QGRO
American Century STOXX U.S. Quality Growth ETF
0.19%0.25%0.25%0.41%0.46%0.31%0.22%0.38%0.13%

Frequently Asked Questions


FLOW and QGRO have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FLOW has higher volatility (4.34%) compared to QGRO (3.38%). In terms of maximum drawdown, FLOW dropped -21.64% vs QGRO's -32.56%.

FLOW currently has the higher Sharpe Ratio (1.92 vs 0.71), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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