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MAX vs. QNST
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

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.

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Returns By Period

In the year-to-date period, MAX achieves a -31.43% return, which is significantly lower than QNST's -15.52% return.


MAX

1D
-5.03%
1M
-2.42%
YTD
-31.43%
6M
-30.19%
1Y
-14.20%
3Y*
-1.35%
5Y*
-26.29%
10Y*

QNST

1D
-3.73%
1M
-6.90%
YTD
-15.52%
6M
-12.09%
1Y
-19.92%
3Y*
7.51%
5Y*
-7.36%
10Y*
13.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MAX vs. QNST - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MAX
MediaAlpha, Inc.
-31.43%14.70%1.26%12.06%-35.56%-60.48%22.63%
QNST
QuinStreet, Inc.
-15.52%-37.71%79.95%-10.66%-21.11%-15.16%37.52%

Correlation

The correlation between MAX and QNST is 0.64, 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

0.64

Correlation (3Y)
Calculated over the trailing 3-year period

0.58

Correlation (5Y)
Calculated over the trailing 5-year period

0.56

Correlation (All Time)
Calculated using the full available price history since Oct 29, 2020

0.52

The correlation between MAX and QNST shifts across timeframes, from 0.52 (all time) to 0.64 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

MAX:

$495.91M

QNST:

$707.06M

EPS

MAX:

$0.66

QNST:

-$0.52

PS Ratio

MAX:

0.45

QNST:

0.60

PB Ratio

MAX:

258.69

QNST:

2.28

Total Revenue (TTM)

MAX:

$1.16B

QNST:

$1.18B

Gross Profit (TTM)

MAX:

$172.60M

QNST:

$123.85M

EBITDA (TTM)

MAX:

-$41.70M

QNST:

$21.66M

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MediaAlpha, Inc.

QuinStreet, Inc.

Return for Risk

MAX vs. QNST — Risk / Return Rank

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

MAX
MAX Risk / Return Rank: 2929
Overall Rank
MAX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
MAX Sortino Ratio Rank: 2929
Sortino Ratio Rank
MAX Omega Ratio Rank: 2929
Omega Ratio Rank
MAX Calmar Ratio Rank: 3131
Calmar Ratio Rank
MAX Martin Ratio Rank: 2929
Martin Ratio Rank

QNST
QNST Risk / Return Rank: 2121
Overall Rank
QNST Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
QNST Sortino Ratio Rank: 2121
Sortino Ratio Rank
QNST Omega Ratio Rank: 2121
Omega Ratio Rank
QNST Calmar Ratio Rank: 2222
Calmar Ratio Rank
QNST Martin Ratio Rank: 1818
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.

MAX vs. QNST - Risk-Adjusted Trends 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.


MAXQNSTDifference

Sharpe ratio

Return per unit of total volatility

-0.27

-0.46

+0.19

Sortino ratio

Return per unit of downside risk

-0.05

-0.40

+0.35

Omega ratio

Gain probability vs. loss probability

0.99

0.95

+0.04

Calmar ratio

Return relative to maximum drawdown

-0.27

-0.53

+0.26

Martin ratio

Return relative to average drawdown

-0.61

-1.04

+0.43

MAX vs. QNST - Sharpe Ratio Comparison

The current MAX Sharpe Ratio is -0.27, which is higher than the QNST Sharpe Ratio of -0.46. The chart below compares the historical Sharpe Ratios of MAX and QNST, 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


MAXQNSTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.27

-0.46

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.41

-0.15

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.31

-0.02

-0.28

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.


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Drawdown Indicators


MAXQNSTDifference

Max Drawdown

Largest peak-to-trough decline

-91.64%

-89.10%

-2.54%

Max Drawdown (1Y)

Largest decline over 1 year

-47.70%

-38.32%

-9.38%

Max Drawdown (3Y)

Largest decline over 3 years

-67.70%

-58.05%

-9.65%

Max Drawdown (5Y)

Largest decline over 5 years

-88.43%

-63.69%

-24.74%

Max Drawdown (10Y)

Largest decline over 10 years

-72.05%

Current Drawdown

Current decline from peak

-86.15%

-51.77%

-34.38%

Average Drawdown

Average peak-to-trough decline

-72.92%

-51.41%

-21.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.32%

19.74%

+1.58%

Volatility

MAX vs. QNST - Volatility Comparison

The current volatility for MediaAlpha, Inc. (MAX) is 14.82%, while QuinStreet, Inc. (QNST) has a volatility of 16.20%. 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.


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Volatility by Period


MAXQNSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.82%

16.20%

-1.38%

Volatility (6M)

Calculated over the trailing 6-month period

38.92%

35.42%

+3.50%

Volatility (1Y)

Calculated over the trailing 1-year period

52.12%

43.59%

+8.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

64.45%

49.93%

+14.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

66.69%

54.60%

+12.09%

Dividends

MAX vs. QNST - Dividend Comparison

Neither MAX nor QNST has paid dividends to shareholders.


Tickers have no history of dividend payments

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


100.00M150.00M200.00M250.00M300.00M350.00M20222023202420252026
310.00M
346.14M
(MAX) Total Revenue
(QNST) Total Revenue
Values in USD except per share items

MAX vs. QNST - Profitability Comparison

The chart below illustrates the profitability comparison between MediaAlpha, Inc. and QuinStreet, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

5.0%10.0%15.0%20.0%20222023202420252026
15.1%
11.9%
Portfolio components
MAX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, MediaAlpha, Inc. reported a gross profit of 46.70M and revenue of 310.00M. Therefore, the gross margin over that period was 15.1%.

QNST - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, QuinStreet, Inc. reported a gross profit of 41.34M and revenue of 346.14M. Therefore, the gross margin over that period was 11.9%.

MAX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, MediaAlpha, Inc. reported an operating income of 22.37M and revenue of 310.00M, resulting in an operating margin of 7.2%.

QNST - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, QuinStreet, Inc. reported an operating income of 10.27M and revenue of 346.14M, resulting in an operating margin of 3.0%.

MAX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, MediaAlpha, Inc. reported a net income of 11.47M and revenue of 310.00M, resulting in a net margin of 3.7%.

QNST - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, QuinStreet, Inc. reported a net income of -88.46M and revenue of 346.14M, resulting in a net margin of -25.6%.


Frequently Asked Questions


MAX and QNST have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QNST has higher volatility (16.20%) compared to MAX (14.82%). In terms of maximum drawdown, MAX dropped -91.64% vs QNST's -89.10%.

MAX currently has the higher Sharpe Ratio (-0.27 vs -0.46), 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.

Portfolio Optimizer

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