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 -17.39%/yr vs 11.75%/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 -29.05% return, which is significantly lower than QUAL's 11.53% return.
PCT
- 1D
- -13.55%
- 1M
- -25.58%
- 6M
- -45.11%
- YTD
- -29.05%
- 1Y
- -61.76%
- 3Y*
- -18.31%
- 5Y*
- -17.39%
- 10Y*
- —
QUAL
- 1D
- 0.39%
- 1M
- 1.33%
- 6M
- 8.86%
- YTD
- 11.53%
- 1Y
- 21.47%
- 3Y*
- 18.17%
- 5Y*
- 11.75%
- 10Y*
- 14.19%
PCT vs. QUAL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
PCT PureCycle Technologies, Inc. | -29.05% | -16.20% | 153.09% | -40.09% | -29.36% | -40.67% | 58.14% |
QUAL iShares MSCI USA Quality Factor ETF | 11.53% | 12.65% | 22.29% | 30.88% | -20.50% | 26.94% | 20.45% |
Correlation
The correlation between PCT and QUAL is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
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 | -2.54 | ||
| Sortino ratioReturn per unit of downside risk | -3.64 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.32 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.88 | 2.39 | -3.27 |
| Martin ratioReturn relative to average drawdown | -1.42 | 10.74 | -12.16 |
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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 | -85.71% | -28.23% | -57.48% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.06% | — |
Current DrawdownCurrent decline from peak | -81.36% | 0.00% | -81.36% |
Average DrawdownAverage peak-to-trough decline | -63.36% | -4.08% | -59.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 43.47% | 2.00% | +41.47% |
Volatility
PCT vs. QUAL - Volatility Comparison
PureCycle Technologies, Inc. (PCT) has a higher volatility of 23.00% compared to iShares MSCI USA Quality Factor ETF (QUAL) at 3.32%. 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 | 23.00% | 3.32% | +19.68% |
Volatility (6M)Calculated over the trailing 6-month period | 64.12% | 9.70% | +54.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 81.53% | 12.13% | +69.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 92.36% | 17.39% | +74.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 91.05% | 18.07% | +72.98% |
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 0.85%.
| 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 | 0.85% | 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 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PCT has higher volatility (23.00%) compared to QUAL (3.32%). In terms of maximum drawdown, PCT dropped -92.66% vs QUAL's -34.06%.
QUAL currently has the higher Sharpe Ratio (1.78 vs -0.76), 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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