MQ vs. ^GSPC
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.
Key characteristics
| MQ | ^GSPC | |
|---|---|---|
| YTD Return | -46.42% | 25.70% |
| 1Y Return | -38.89% | 37.91% |
| 3Y Return (Ann) | -48.03% | 8.59% |
| Sharpe Ratio | -0.64 | 2.97 |
| Sortino Ratio | -0.54 | 3.97 |
| Omega Ratio | 0.91 | 1.56 |
| Calmar Ratio | -0.46 | 3.93 |
| Martin Ratio | -1.75 | 19.39 |
| Ulcer Index | 23.43% | 1.90% |
| Daily Std Dev | 63.74% | 12.38% |
| Max Drawdown | -89.71% | -56.78% |
| Current Drawdown | -88.75% | 0.00% |
Correlation
The correlation between MQ and ^GSPC 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.
Performance
MQ vs. ^GSPC - Performance Comparison
In the year-to-date period, MQ achieves a -46.42% return, which is significantly lower than ^GSPC's 25.70% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
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. For additional features, visit the drawdowns tool.
Volatility
MQ vs. ^GSPC - Volatility Comparison
Marqeta, Inc. (MQ) has a higher volatility of 58.45% compared to S&P 500 (^GSPC) at 3.92%. 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.