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Q vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

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.

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Returns By Period

In the year-to-date period, Q achieves a 74.17% return, which is significantly higher than ^GSPC's 7.86% return.


Q

1D
-8.24%
1M
-4.90%
YTD
74.17%
6M
73.35%
1Y
3Y*
5Y*
10Y*

^GSPC

1D
-2.64%
1M
0.25%
YTD
7.86%
6M
7.47%
1Y
24.32%
3Y*
19.90%
5Y*
11.79%
10Y*
13.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Q vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)2025
Q
Qnity Electronics, Inc
74.17%-15.76%
^GSPC
S&P 500 Index
7.86%-0.09%

Correlation

The correlation between Q and ^GSPC is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 4, 2025

0.60

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Return for Risk

Q vs. ^GSPC — Risk / Return Rank

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

Q

^GSPC
^GSPC Risk / Return Rank: 7272
Overall Rank
^GSPC Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 7070
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 7373
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 6767
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 8181
Martin Ratio Rank
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.

Q vs. ^GSPC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


Q^GSPCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

1.65

0.47

+1.18

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.


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Drawdown Indicators


Q^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-27.12%

-56.78%

+29.66%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

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

-15.58%

-2.97%

-12.61%

Average Drawdown

Average peak-to-trough decline

-8.80%

-10.72%

+1.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

Volatility

Q vs. ^GSPC - Volatility Comparison


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Volatility by Period


Q^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.82%

Volatility (6M)

Calculated over the trailing 6-month period

9.41%

Volatility (1Y)

Calculated over the trailing 1-year period

56.52%

12.20%

+44.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

56.52%

16.93%

+39.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.52%

18.08%

+38.44%

Frequently Asked Questions


Q and ^GSPC have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for Q and ^GSPC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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