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FLOW vs. QGRO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLOW and QGRO is 0.68, 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.


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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Key characteristics

Sharpe Ratio

FLOW:

0.16

QGRO:

1.13

Sortino Ratio

FLOW:

0.40

QGRO:

1.49

Omega Ratio

FLOW:

1.06

QGRO:

1.21

Calmar Ratio

FLOW:

0.17

QGRO:

1.00

Martin Ratio

FLOW:

0.59

QGRO:

3.41

Ulcer Index

FLOW:

6.42%

QGRO:

7.00%

Daily Std Dev

FLOW:

21.53%

QGRO:

23.65%

Max Drawdown

FLOW:

-21.64%

QGRO:

-32.57%

Current Drawdown

FLOW:

-8.43%

QGRO:

-4.73%

Returns By Period

In the year-to-date period, FLOW achieves a -1.52% return, which is significantly lower than QGRO's 5.04% return.


FLOW

YTD

-1.52%

1M

4.98%

6M

-7.80%

1Y

3.34%

3Y*

N/A

5Y*

N/A

10Y*

N/A

QGRO

YTD

5.04%

1M

7.56%

6M

1.25%

1Y

26.53%

3Y*

19.92%

5Y*

17.47%

10Y*

N/A

*Annualized

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SPX FLOW, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FLOW vs. QGRO — Risk-Adjusted Performance Rank

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

FLOW
The Risk-Adjusted Performance Rank of FLOW is 5454
Overall Rank
The Sharpe Ratio Rank of FLOW is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of FLOW is 4848
Sortino Ratio Rank
The Omega Ratio Rank of FLOW is 4949
Omega Ratio Rank
The Calmar Ratio Rank of FLOW is 6060
Calmar Ratio Rank
The Martin Ratio Rank of FLOW is 5858
Martin Ratio Rank

QGRO
The Risk-Adjusted Performance Rank of QGRO is 7979
Overall Rank
The Sharpe Ratio Rank of QGRO is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of QGRO is 8080
Sortino Ratio Rank
The Omega Ratio Rank of QGRO is 8181
Omega Ratio Rank
The Calmar Ratio Rank of QGRO is 8080
Calmar Ratio Rank
The Martin Ratio Rank of QGRO is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FLOW vs. QGRO - Risk-Adjusted Performance 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.


The current FLOW Sharpe Ratio is 0.16, which is lower than the QGRO Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of FLOW and QGRO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FLOW vs. QGRO - Dividend Comparison

FLOW's dividend yield for the trailing twelve months is around 2.18%, more than QGRO's 0.27% yield.


TTM2024202320222021202020192018
FLOW
SPX FLOW, Inc.
2.18%2.10%0.95%0.00%0.00%0.00%0.00%0.00%
QGRO
American Century STOXX U.S. Quality Growth ETF
0.27%0.25%0.41%0.46%0.31%0.22%0.38%0.13%

Drawdowns

FLOW vs. QGRO - Drawdown Comparison

The maximum FLOW drawdown since its inception was -21.64%, smaller than the maximum QGRO drawdown of -32.57%. Use the drawdown chart below to compare losses from any high point for FLOW and QGRO.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FLOW vs. QGRO - Volatility Comparison

SPX FLOW, Inc. (FLOW) has a higher volatility of 6.17% compared to American Century STOXX U.S. Quality Growth ETF (QGRO) at 5.34%. 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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