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LQDT vs. QRHC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between LQDT and QRHC is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

LQDT vs. QRHC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Liquidity Services, Inc. (LQDT) and Quest Resource Holding Corporation (QRHC). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
57.40%
-28.14%
LQDT
QRHC

Key characteristics

Sharpe Ratio

LQDT:

1.82

QRHC:

-0.35

Sortino Ratio

LQDT:

3.25

QRHC:

-0.24

Omega Ratio

LQDT:

1.44

QRHC:

0.97

Calmar Ratio

LQDT:

1.03

QRHC:

-0.17

Martin Ratio

LQDT:

19.10

QRHC:

-0.77

Ulcer Index

LQDT:

4.11%

QRHC:

18.99%

Daily Std Dev

LQDT:

43.08%

QRHC:

41.93%

Max Drawdown

LQDT:

-95.31%

QRHC:

-97.70%

Current Drawdown

LQDT:

-52.56%

QRHC:

-87.68%

Fundamentals

Market Cap

LQDT:

$957.90M

QRHC:

$141.44M

EPS

LQDT:

$0.63

QRHC:

-$0.38

PEG Ratio

LQDT:

1.78

QRHC:

1.17

Total Revenue (TTM)

LQDT:

$363.32M

QRHC:

$287.90M

Gross Profit (TTM)

LQDT:

$213.05M

QRHC:

$43.64M

EBITDA (TTM)

LQDT:

$36.46M

QRHC:

$12.62M

Returns By Period

In the year-to-date period, LQDT achieves a 79.90% return, which is significantly higher than QRHC's -18.14% return. Over the past 10 years, LQDT has outperformed QRHC with an annualized return of 13.99%, while QRHC has yielded a comparatively lower -6.13% annualized return.


LQDT

YTD

79.90%

1M

23.84%

6M

62.26%

1Y

77.42%

5Y*

40.20%

10Y*

13.99%

QRHC

YTD

-18.14%

1M

-13.54%

6M

-31.03%

1Y

-14.77%

5Y*

20.86%

10Y*

-6.13%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

LQDT vs. QRHC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Liquidity Services, Inc. (LQDT) and Quest Resource Holding Corporation (QRHC). 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 LQDT, currently valued at 1.82, compared to the broader market-4.00-2.000.002.001.82-0.35
The chart of Sortino ratio for LQDT, currently valued at 3.25, compared to the broader market-4.00-2.000.002.004.003.25-0.24
The chart of Omega ratio for LQDT, currently valued at 1.44, compared to the broader market0.501.001.502.001.440.97
The chart of Calmar ratio for LQDT, currently valued at 1.03, compared to the broader market0.002.004.006.001.03-0.17
The chart of Martin ratio for LQDT, currently valued at 19.10, compared to the broader market-5.000.005.0010.0015.0020.0025.0019.10-0.77
LQDT
QRHC

The current LQDT Sharpe Ratio is 1.82, which is higher than the QRHC Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of LQDT and QRHC, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.82
-0.35
LQDT
QRHC

Dividends

LQDT vs. QRHC - Dividend Comparison

Neither LQDT nor QRHC has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

LQDT vs. QRHC - Drawdown Comparison

The maximum LQDT drawdown since its inception was -95.31%, roughly equal to the maximum QRHC drawdown of -97.70%. Use the drawdown chart below to compare losses from any high point for LQDT and QRHC. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%JulyAugustSeptemberOctoberNovemberDecember
-52.56%
-87.68%
LQDT
QRHC

Volatility

LQDT vs. QRHC - Volatility Comparison

Liquidity Services, Inc. (LQDT) has a higher volatility of 29.57% compared to Quest Resource Holding Corporation (QRHC) at 11.39%. This indicates that LQDT's price experiences larger fluctuations and is considered to be riskier than QRHC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
29.57%
11.39%
LQDT
QRHC

Financials

LQDT vs. QRHC - Financials Comparison

This section allows you to compare key financial metrics between Liquidity Services, Inc. and Quest Resource Holding 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
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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.

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