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

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.

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
31.67%
-22.97%
LQDT
QRHC

Returns By Period

In the year-to-date period, LQDT achieves a 47.59% return, which is significantly higher than QRHC's -2.05% return. Over the past 10 years, LQDT has outperformed QRHC with an annualized return of 9.11%, while QRHC has yielded a comparatively lower -4.43% annualized return.


LQDT

YTD

47.59%

1M

17.21%

6M

31.67%

1Y

23.78%

5Y (annualized)

31.88%

10Y (annualized)

9.11%

QRHC

YTD

-2.05%

1M

-12.86%

6M

-22.96%

1Y

-0.83%

5Y (annualized)

23.83%

10Y (annualized)

-4.43%

Fundamentals


LQDTQRHC
Market Cap$763.31M$142.88M
EPS$0.62-$0.38
PEG Ratio1.781.19
Total Revenue (TTM)$256.39M$287.90M
Gross Profit (TTM)$161.12M$43.64M
EBITDA (TTM)$25.56M$12.62M

Key characteristics


LQDTQRHC
Sharpe Ratio0.73-0.02
Sortino Ratio1.120.29
Omega Ratio1.171.03
Calmar Ratio0.31-0.01
Martin Ratio2.15-0.05
Ulcer Index11.05%16.45%
Daily Std Dev32.48%42.80%
Max Drawdown-95.31%-97.70%
Current Drawdown-61.08%-85.26%

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Correlation

-0.50.00.51.00.1

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.

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 0.73, compared to the broader market-4.00-2.000.002.004.000.73-0.02
The chart of Sortino ratio for LQDT, currently valued at 1.12, compared to the broader market-4.00-2.000.002.004.001.120.29
The chart of Omega ratio for LQDT, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.03
The chart of Calmar ratio for LQDT, currently valued at 0.31, compared to the broader market0.002.004.006.000.31-0.01
The chart of Martin ratio for LQDT, currently valued at 2.15, compared to the broader market0.0010.0020.0030.002.15-0.05
LQDT
QRHC

The current LQDT Sharpe Ratio is 0.73, which is higher than the QRHC Sharpe Ratio of -0.02. 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 Ratio0.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.73
-0.02
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.


-85.00%-80.00%-75.00%-70.00%-65.00%-60.00%JuneJulyAugustSeptemberOctoberNovember
-61.08%
-85.26%
LQDT
QRHC

Volatility

LQDT vs. QRHC - Volatility Comparison

The current volatility for Liquidity Services, Inc. (LQDT) is 8.67%, while Quest Resource Holding Corporation (QRHC) has a volatility of 16.50%. This indicates that LQDT experiences smaller price fluctuations and is considered to be less risky than QRHC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
8.67%
16.50%
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