QDT.PA vs. ^GSPC
QDT.PA (Quadient SA) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, QDT.PA returned -2.92%/yr vs 12.65%/yr for ^GSPC. At a 0.23 correlation, their price movements are largely independent.
Performance
QDT.PA vs. ^GSPC - Performance Comparison
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Different Trading Currencies
QDT.PA is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, QDT.PA achieves a -12.15% return, which is significantly lower than ^GSPC's 11.89% return. Over the past 10 years, QDT.PA has underperformed ^GSPC with an annualized return of -2.92%, while ^GSPC has yielded a comparatively higher 12.65% annualized return.
QDT.PA
- 1D
- 6.00%
- 1M
- 4.26%
- 6M
- -21.58%
- YTD
- -12.15%
- 1Y
- -16.64%
- 3Y*
- -10.09%
- 5Y*
- -9.70%
- 10Y*
- -2.92%
- ALL TIME*
- -4.78%
^GSPC
- 1D
- 0.01%
- 1M
- -0.35%
- 6M
- 8.98%
- YTD
- 11.89%
- 1Y
- 20.36%
- 3Y*
- 16.94%
- 5Y*
- 12.03%
- 10Y*
- 12.65%
- ALL TIME*
- 10.08%
QDT.PA vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QDT.PA Quadient SA | -12.15% | -19.26% | 1.35% | 43.93% | -25.92% | 24.17% | -24.83% | -6.71% | 7.00% | -15.01% |
^GSPC S&P 500 Index | 11.89% | 2.58% | 31.45% | 20.51% | -14.45% | 36.38% | 6.68% | 31.79% | -1.84% | 4.74% |
Correlation
The correlation between QDT.PA and ^GSPC is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2007 | 0.23 |
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Return for Risk
QDT.PA vs. ^GSPC — Risk / Return Rank
QDT.PA
^GSPC
QDT.PA vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Quadient SA (QDT.PA) 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.
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.
| QDT.PA | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.08 | ||
| Sortino ratioReturn per unit of downside risk | -2.52 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.30 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.46 | 2.70 | -3.16 |
| Martin ratioReturn relative to average drawdown | -0.83 | 9.96 | -10.79 |
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Drawdowns
QDT.PA vs. ^GSPC - Drawdown Comparison
The maximum QDT.PA drawdown since its inception was -78.99%, which is greater than ^GSPC's maximum drawdown of -50.14%. Use the drawdown chart below to compare losses from any high point for QDT.PA and ^GSPC.
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Drawdown Indicators
| QDT.PA | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.99% | -50.14% | -28.85% |
Max Drawdown (1Y)Largest decline over 1 year | -35.60% | -7.57% | -28.03% |
Max Drawdown (3Y)Largest decline over 3 years | -48.76% | -23.99% | -24.77% |
Max Drawdown (5Y)Largest decline over 5 years | -50.29% | -23.99% | -26.30% |
Max Drawdown (10Y)Largest decline over 10 years | -71.77% | -33.42% | -38.35% |
Current DrawdownCurrent decline from peak | -68.22% | -1.73% | -66.49% |
Average DrawdownAverage peak-to-trough decline | -45.31% | -8.49% | -36.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.90% | 2.05% | +17.85% |
Volatility
QDT.PA vs. ^GSPC - Volatility Comparison
Quadient SA (QDT.PA) has a higher volatility of 7.90% compared to S&P 500 Index (^GSPC) at 2.79%. This indicates that QDT.PA'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.
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Volatility by Period
| QDT.PA | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.90% | 2.79% | +5.11% |
Volatility (6M)Calculated over the trailing 6-month period | 27.87% | 9.21% | +18.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.25% | 12.64% | +23.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.82% | 16.83% | +14.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.37% | 18.61% | +17.76% |
Frequently Asked Questions
QDT.PA and ^GSPC have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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