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MQ vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between MQ and ^GSPC is 0.48, 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.

MQ vs. ^GSPC

Last updated Jun 18, 2025

Compare and contrast key facts about Marqeta, Inc. (MQ) and S&P 500 (^GSPC).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MQ or ^GSPC.

Performance

MQ vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Marqeta, Inc. (MQ) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

MQ:

0.13

^GSPC:

0.47

Sortino Ratio

MQ:

0.61

^GSPC:

0.85

Omega Ratio

MQ:

1.12

^GSPC:

1.12

Calmar Ratio

MQ:

0.08

^GSPC:

0.53

Martin Ratio

MQ:

0.29

^GSPC:

2.00

Ulcer Index

MQ:

25.08%

^GSPC:

5.04%

Daily Std Dev

MQ:

63.41%

^GSPC:

19.82%

Max Drawdown

MQ:

-89.71%

^GSPC:

-56.78%

Current Drawdown

MQ:

-83.19%

^GSPC:

-2.63%

Returns By Period

In the year-to-date period, MQ achieves a 47.49% return, which is significantly higher than ^GSPC's 1.72% return.

MQ

YTD

47.49%

1M

10.91%

6M

43.70%

1Y

8.12%

3Y*

-15.73%

5Y*

N/A

10Y*

N/A

^GSPC

YTD

1.72%

1M

0.41%

6M

-1.12%

1Y

9.31%

3Y*

17.64%

5Y*

13.94%

10Y*

10.98%

*Annualized

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Marqeta, Inc.

S&P 500

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

MQ vs. ^GSPC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
MQ
The Risk-Adjusted Performance Rank of MQ is 5353
Overall Rank
The Sharpe Ratio Rank of MQ is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of MQ is 5151
Sortino Ratio Rank
The Omega Ratio Rank of MQ is 5858
Omega Ratio Rank
The Calmar Ratio Rank of MQ is 5252
Calmar Ratio Rank
The Martin Ratio Rank of MQ is 5252
Martin Ratio Rank
^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 5454
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 5151
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 5353
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 5757
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 6262
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.

MQ vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Marqeta, Inc. (MQ) and S&P 500 (^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.

The current MQ Sharpe Ratio is 0.13, which is lower than the ^GSPC Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of MQ and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

MQ vs. ^GSPC - Volatility Comparison

Marqeta, Inc. (MQ) has a higher volatility of 8.41% compared to S&P 500 (^GSPC) at 3.70%. 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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