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MAX vs. QNST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MAX and QNST is 0.50, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

MAX vs. QNST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MediaAlpha, Inc. (MAX) and QuinStreet, Inc. (QNST). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%NovemberDecember2025FebruaryMarchApril
-75.61%
3.08%
MAX
QNST

Key characteristics

Sharpe Ratio

MAX:

-0.93

QNST:

-0.11

Sortino Ratio

MAX:

-1.30

QNST:

0.19

Omega Ratio

MAX:

0.81

QNST:

1.02

Calmar Ratio

MAX:

-0.68

QNST:

-0.12

Martin Ratio

MAX:

-1.53

QNST:

-0.35

Ulcer Index

MAX:

39.11%

QNST:

14.46%

Daily Std Dev

MAX:

64.39%

QNST:

47.82%

Max Drawdown

MAX:

-91.64%

QNST:

-89.10%

Current Drawdown

MAX:

-87.88%

QNST:

-36.15%

Fundamentals

Market Cap

MAX:

$509.83M

QNST:

$907.45M

EPS

MAX:

$0.31

QNST:

-$0.21

PS Ratio

MAX:

0.59

QNST:

0.98

PB Ratio

MAX:

182.64

QNST:

4.05

Total Revenue (TTM)

MAX:

$738.06M

QNST:

$760.14M

Gross Profit (TTM)

MAX:

$118.28M

QNST:

$72.59M

EBITDA (TTM)

MAX:

$39.39M

QNST:

$15.09M

Returns By Period

The year-to-date returns for both investments are quite close, with MAX having a -31.18% return and QNST slightly higher at -30.34%.


MAX

YTD

-31.18%

1M

-20.47%

6M

-60.07%

1Y

-58.14%

5Y*

N/A

10Y*

N/A

QNST

YTD

-30.34%

1M

-11.51%

6M

-16.30%

1Y

-0.80%

5Y*

14.27%

10Y*

11.15%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

MAX vs. QNST — Risk-Adjusted Performance Rank

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

MAX
The Risk-Adjusted Performance Rank of MAX is 99
Overall Rank
The Sharpe Ratio Rank of MAX is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of MAX is 1010
Sortino Ratio Rank
The Omega Ratio Rank of MAX is 88
Omega Ratio Rank
The Calmar Ratio Rank of MAX is 1212
Calmar Ratio Rank
The Martin Ratio Rank of MAX is 1010
Martin Ratio Rank

QNST
The Risk-Adjusted Performance Rank of QNST is 4646
Overall Rank
The Sharpe Ratio Rank of QNST is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of QNST is 4545
Sortino Ratio Rank
The Omega Ratio Rank of QNST is 4444
Omega Ratio Rank
The Calmar Ratio Rank of QNST is 4646
Calmar Ratio Rank
The Martin Ratio Rank of QNST is 4747
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.

MAX vs. QNST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MediaAlpha, Inc. (MAX) and QuinStreet, Inc. (QNST). 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 MAX, currently valued at -0.93, compared to the broader market-2.00-1.000.001.002.003.00
MAX: -0.93
QNST: -0.11
The chart of Sortino ratio for MAX, currently valued at -1.30, compared to the broader market-6.00-4.00-2.000.002.004.00
MAX: -1.30
QNST: 0.19
The chart of Omega ratio for MAX, currently valued at 0.81, compared to the broader market0.501.001.502.00
MAX: 0.81
QNST: 1.02
The chart of Calmar ratio for MAX, currently valued at -0.68, compared to the broader market0.001.002.003.004.00
MAX: -0.68
QNST: -0.12
The chart of Martin ratio for MAX, currently valued at -1.53, compared to the broader market-5.000.005.0010.0015.0020.00
MAX: -1.53
QNST: -0.35

The current MAX Sharpe Ratio is -0.93, which is lower than the QNST Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of MAX and QNST, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.93
-0.11
MAX
QNST

Dividends

MAX vs. QNST - Dividend Comparison

Neither MAX nor QNST has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MAX vs. QNST - Drawdown Comparison

The maximum MAX drawdown since its inception was -91.64%, roughly equal to the maximum QNST drawdown of -89.10%. Use the drawdown chart below to compare losses from any high point for MAX and QNST. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-87.88%
-36.15%
MAX
QNST

Volatility

MAX vs. QNST - Volatility Comparison

The current volatility for MediaAlpha, Inc. (MAX) is 15.70%, while QuinStreet, Inc. (QNST) has a volatility of 16.87%. This indicates that MAX experiences smaller price fluctuations and is considered to be less risky than QNST 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%35.00%40.00%NovemberDecember2025FebruaryMarchApril
15.70%
16.87%
MAX
QNST

Financials

MAX vs. QNST - Financials Comparison

This section allows you to compare key financial metrics between MediaAlpha, Inc. and QuinStreet, Inc.. 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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