Q vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Qnity Electronics, Inc (Q) and S&P 500 Index (^GSPC).

Performance

Q vs. ^GSPC - Performance Comparison

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

Q vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025
Q Qnity Electronics, Inc	45.30%	-15.76%
^GSPC S&P 500 Index	-3.95%	-0.09%

Returns By Period

In the year-to-date period, Q achieves a 45.30% return, which is significantly higher than ^GSPC's -3.95% return.

Q

• 1D: 2.76%
• 1M: -4.44%
• YTD: 45.30%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

Q vs. ^GSPC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Q vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Qnity Electronics, Inc (Q) and S&P 500 Index (^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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	Q	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.92	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.61	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.14	0.46	+0.68

Correlation

The correlation between Q and ^GSPC is 0.62, 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.

Drawdowns

Q vs. ^GSPC - Drawdown Comparison

The maximum Q drawdown since its inception was -27.12%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for Q and ^GSPC.

Drawdown Indicators

	Q	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-27.12%	-56.78%	+29.66%
Max Drawdown (1Y) Largest decline over 1 year	—	-12.14%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.43%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.92%	—
Current Drawdown Current decline from peak	-6.47%	-5.78%	-0.69%
Average Drawdown Average peak-to-trough decline	-10.91%	-10.75%	-0.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.60%	—

Volatility

Volatility by Period

	Q	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.37%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.55%	—
Volatility (1Y) Calculated over the trailing 1-year period	57.15%	18.33%	+38.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	57.15%	16.90%	+40.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	57.15%	18.05%	+39.10%