MQ vs. ^GSPC
MQ (Marqeta, Inc.) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 5 years, MQ returned -30.66%/yr vs 11.54%/yr for ^GSPC. Their 0.44 correlation means their historical movements had little consistent relationship.
Performance
MQ vs. ^GSPC - Performance Comparison
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Returns By Period
In the year-to-date period, MQ achieves a -6.05% return, which is significantly lower than ^GSPC's 11.03% return.
MQ
- 1D
- 2.82%
- 1M
- 2.53%
- 6M
- 7.27%
- YTD
- -6.05%
- 1Y
- -19.30%
- 3Y*
- -4.04%
- 5Y*
- -30.66%
- 10Y*
- —
- ALL TIME*
- -31.99%
^GSPC
- 1D
- 1.48%
- 1M
- 1.57%
- 6M
- 8.95%
- YTD
- 11.03%
- 1Y
- 21.84%
- 3Y*
- 19.28%
- 5Y*
- 11.54%
- 10Y*
- 13.29%
- ALL TIME*
- 8.11%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
^GSPC S&P 500 Index | $38.00T | $37.50T | $41.55T |
| $16.44M | $17.82M | $19.00M |
MQ vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
MQ Marqeta, Inc. | -6.05% | 25.33% | -45.70% | 14.24% | -64.41% | -47.17% |
^GSPC S&P 500 Index | 11.03% | 16.39% | 23.31% | 24.23% | -19.44% | 12.75% |
Correlation
The correlation between MQ and ^GSPC is 0.23, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.23 |
Correlation (3Y) Balances recent behavior with more history. | 0.32 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.45 |
Correlation (All Time) Calculated using the full available price history since Jun 9, 2021 | 0.44 |
Over the past year, the correlation between MQ and ^GSPC has dropped to 0.23 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.
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Return for Risk
MQ vs. ^GSPC — Risk / Return Rank
MQ
^GSPC
MQ vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Marqeta, Inc. (MQ) and S&P 500 Index (^GSPC). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MQ | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.14 | ||
| Sortino ratioReturn per unit of downside risk | -2.77 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.31 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.43 | 2.41 | -2.84 |
| Martin ratioReturn relative to average drawdown | -0.57 | 10.22 | -10.79 |
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Drawdowns
MQ vs. ^GSPC - Drawdown Comparison
The maximum MQ drawdown since its inception was -89.71%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for MQ and ^GSPC.
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Drawdown Indicators
| MQ | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.71% | -56.78% | -32.93% |
Max Drawdown (1Y)Largest decline over 1 year | -44.95% | -9.10% | -35.85% |
Max Drawdown (3Y)Largest decline over 3 years | -53.34% | -18.90% | -34.44% |
Max Drawdown (5Y)Largest decline over 5 years | -89.71% | -25.43% | -64.28% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -86.58% | -0.12% | -86.46% |
Average DrawdownAverage peak-to-trough decline | -75.58% | -10.70% | -64.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 33.88% | 2.14% | +31.74% |
Volatility
MQ vs. ^GSPC - Volatility Comparison
Marqeta, Inc. (MQ) has a higher volatility of 14.47% compared to S&P 500 Index (^GSPC) at 3.80%. This indicates that MQ's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MQ | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.47% | 3.80% | +10.67% |
Volatility (6M)Calculated over the trailing 6-month period | 32.13% | 10.20% | +21.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.09% | 12.86% | +32.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 64.90% | 17.02% | +47.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 64.42% | 18.08% | +46.34% |
Frequently Asked Questions
MQ and ^GSPC have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MQ has higher volatility (14.47%) compared to ^GSPC (3.80%). In terms of maximum drawdown, MQ dropped -89.71% vs ^GSPC's -56.78%.
^GSPC currently has the higher Sharpe Ratio (1.71 vs -0.43), 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.
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