PCT vs. QUAL
PCT (PureCycle Technologies, Inc.) is a stock, while QUAL (iShares MSCI USA Quality Factor ETF) is Large Cap Blend Equities fund tracking the MSCI USA Sector Neutral Quality Index. Over the past 5 years, PCT returned -19.85%/yr vs 11.33%/yr for QUAL. At a 0.34 correlation, their price movements are largely independent.
Performance
PCT vs. QUAL - Performance Comparison
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Returns By Period
In the year-to-date period, PCT achieves a -6.87% return, which is significantly lower than QUAL's 7.76% return.
PCT
- 1D
- -3.50%
- 1M
- -29.33%
- YTD
- -6.87%
- 6M
- -13.79%
- 1Y
- -42.03%
- 3Y*
- -4.72%
- 5Y*
- -19.85%
- 10Y*
- —
QUAL
- 1D
- 0.08%
- 1M
- -0.38%
- YTD
- 7.76%
- 6M
- 6.49%
- 1Y
- 19.82%
- 3Y*
- 18.56%
- 5Y*
- 11.33%
- 10Y*
- 14.48%
PCT vs. QUAL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
PCT PureCycle Technologies, Inc. | -6.87% | -16.20% | 153.09% | -40.09% | -29.36% | -40.67% | 58.14% |
QUAL iShares MSCI USA Quality Factor ETF | 7.76% | 12.65% | 22.29% | 30.88% | -20.50% | 26.94% | 20.45% |
Correlation
The correlation between PCT and QUAL is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Jul 14, 2020 | 0.34 |
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Return for Risk
PCT vs. QUAL — Risk / Return Rank
PCT
QUAL
PCT vs. QUAL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PureCycle Technologies, Inc. (PCT) and iShares MSCI USA Quality Factor ETF (QUAL). 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.
| PCT | QUAL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.18 | ||
| Sortino ratioReturn per unit of downside risk | -2.77 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.29 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.60 | 2.20 | -2.80 |
| Martin ratioReturn relative to average drawdown | -1.02 | 9.97 | -11.00 |
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Drawdowns
PCT vs. QUAL - Drawdown Comparison
The maximum PCT drawdown since its inception was -92.66%, which is greater than QUAL's maximum drawdown of -34.06%. Use the drawdown chart below to compare losses from any high point for PCT and QUAL.
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Drawdown Indicators
| PCT | QUAL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.66% | -34.06% | -58.60% |
Max Drawdown (1Y)Largest decline over 1 year | -70.09% | -9.03% | -61.06% |
Max Drawdown (3Y)Largest decline over 3 years | -79.73% | -18.00% | -61.73% |
Max Drawdown (5Y)Largest decline over 5 years | -90.20% | -28.23% | -61.97% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.06% | — |
Current DrawdownCurrent decline from peak | -75.53% | -2.74% | -72.79% |
Average DrawdownAverage peak-to-trough decline | -63.22% | -4.09% | -59.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 41.23% | 1.99% | +39.24% |
Volatility
PCT vs. QUAL - Volatility Comparison
PureCycle Technologies, Inc. (PCT) has a higher volatility of 25.60% compared to iShares MSCI USA Quality Factor ETF (QUAL) at 4.02%. This indicates that PCT's price experiences larger fluctuations and is considered to be riskier than QUAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PCT | QUAL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 25.60% | 4.02% | +21.58% |
Volatility (6M)Calculated over the trailing 6-month period | 62.71% | 9.62% | +53.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 80.11% | 12.10% | +68.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 92.41% | 17.38% | +75.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 91.11% | 18.10% | +73.01% |
Dividends
PCT vs. QUAL - Dividend Comparison
PCT has not paid dividends to shareholders, while QUAL's dividend yield for the trailing twelve months is around 0.88%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PCT PureCycle Technologies, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QUAL iShares MSCI USA Quality Factor ETF | 0.88% | 0.94% | 1.02% | 1.23% | 1.59% | 1.20% | 1.39% | 1.60% | 2.00% | 1.76% | 1.96% | 1.63% |
Frequently Asked Questions
PCT and QUAL have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PCT has higher volatility (25.60%) compared to QUAL (4.02%). In terms of maximum drawdown, PCT dropped -92.66% vs QUAL's -34.06%.
QUAL currently has the higher Sharpe Ratio (1.65 vs -0.53), 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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