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

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.


-0.50.00.51.00.5

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.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-28.84%
8.53%
MQ
^GSPC

Key characteristics

Sharpe Ratio

MQ:

-0.70

^GSPC:

2.10

Sortino Ratio

MQ:

-0.66

^GSPC:

2.80

Omega Ratio

MQ:

0.89

^GSPC:

1.39

Calmar Ratio

MQ:

-0.50

^GSPC:

3.09

Martin Ratio

MQ:

-1.58

^GSPC:

13.49

Ulcer Index

MQ:

28.23%

^GSPC:

1.94%

Daily Std Dev

MQ:

63.81%

^GSPC:

12.52%

Max Drawdown

MQ:

-89.71%

^GSPC:

-56.78%

Current Drawdown

MQ:

-88.72%

^GSPC:

-2.62%

Returns By Period

In the year-to-date period, MQ achieves a -46.28% return, which is significantly lower than ^GSPC's 24.34% return.


MQ

YTD

-46.28%

1M

-3.10%

6M

-28.84%

1Y

-45.81%

5Y*

N/A

10Y*

N/A

^GSPC

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Compare stocks, funds, or ETFs

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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.


Sharpe ratio
The chart of Sharpe ratio for MQ, currently valued at -0.70, compared to the broader market-4.00-2.000.002.00-0.702.10
The chart of Sortino ratio for MQ, currently valued at -0.66, compared to the broader market-4.00-2.000.002.004.00-0.662.80
The chart of Omega ratio for MQ, currently valued at 0.89, compared to the broader market0.501.001.502.000.891.39
The chart of Calmar ratio for MQ, currently valued at -0.50, compared to the broader market0.002.004.006.00-0.503.09
The chart of Martin ratio for MQ, currently valued at -1.58, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.5813.49
MQ
^GSPC

The current MQ Sharpe Ratio is -0.70, which is lower than the ^GSPC Sharpe Ratio of 2.10. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.70
2.10
MQ
^GSPC

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.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-88.72%
-2.62%
MQ
^GSPC

Volatility

MQ vs. ^GSPC - Volatility Comparison

Marqeta, Inc. (MQ) has a higher volatility of 11.44% compared to S&P 500 (^GSPC) at 3.79%. 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.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
11.44%
3.79%
MQ
^GSPC
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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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