QLYS vs. NTRA
QLYS (Qualys, Inc.) and NTRA (Natera, Inc.) are both stocks. QLYS operates in Software - Infrastructure (Technology), while NTRA operates in Diagnostics & Research (Healthcare). Over the past 10 years, QLYS returned 14.09%/yr vs 33.08%/yr for NTRA. At a 0.31 correlation, their price movements are largely independent.
Performance
QLYS vs. NTRA - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, QLYS achieves a -15.48% return, which is significantly lower than NTRA's 2.48% return. Over the past 10 years, QLYS has underperformed NTRA with an annualized return of 14.09%, while NTRA has yielded a comparatively higher 33.08% annualized return.
QLYS
- 1D
- 3.52%
- 1M
- 9.73%
- YTD
- -15.48%
- 6M
- -19.23%
- 1Y
- -19.98%
- 3Y*
- -3.38%
- 5Y*
- 2.00%
- 10Y*
- 14.09%
NTRA
- 1D
- 2.60%
- 1M
- 15.54%
- YTD
- 2.48%
- 6M
- -0.27%
- 1Y
- 37.79%
- 3Y*
- 65.95%
- 5Y*
- 14.42%
- 10Y*
- 33.08%
QLYS vs. NTRA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QLYS Qualys, Inc. | -15.48% | -5.22% | -28.56% | 74.89% | -18.21% | 12.60% | 46.18% | 11.55% | 25.93% | 87.52% |
NTRA Natera, Inc. | 2.48% | 44.72% | 152.71% | 55.94% | -56.99% | -6.16% | 195.40% | 141.33% | 55.28% | -23.23% |
Correlation
The correlation between QLYS and NTRA is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Jul 2, 2015 | 0.31 |
Over the past year, the correlation between QLYS and NTRA has dropped to 0.05 - well below their long-term average of 0.31, suggesting their price drivers have been diverging.
Fundamentals
QLYS:
$4.01B
NTRA:
$33.22B
QLYS:
$5.57
NTRA:
-$1.64
QLYS:
5.93
NTRA:
12.95
QLYS:
7.03
NTRA:
18.73
QLYS:
$684.86M
NTRA:
$2.50B
QLYS:
$569.03M
NTRA:
$1.63B
QLYS:
$252.31M
NTRA:
-$294.86M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
QLYS vs. NTRA — Risk / Return Rank
QLYS
NTRA
QLYS vs. NTRA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Qualys, Inc. (QLYS) and Natera, Inc. (NTRA). 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.
| QLYS | NTRA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.32 | ||
| Sortino ratioReturn per unit of downside risk | -1.76 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.17 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.40 | 1.35 | -1.74 |
| Martin ratioReturn relative to average drawdown | -0.81 | 2.80 | -3.61 |
Loading charts...
Drawdowns
QLYS vs. NTRA - Drawdown Comparison
The maximum QLYS drawdown since its inception was -68.48%, smaller than the maximum NTRA drawdown of -77.74%. Use the drawdown chart below to compare losses from any high point for QLYS and NTRA.
Loading charts...
Drawdown Indicators
| QLYS | NTRA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.48% | -77.74% | +9.26% |
Max Drawdown (1Y)Largest decline over 1 year | -50.46% | -28.20% | -22.26% |
Max Drawdown (3Y)Largest decline over 3 years | -62.99% | -39.94% | -23.05% |
Max Drawdown (5Y)Largest decline over 5 years | -62.99% | -77.74% | +14.75% |
Max Drawdown (10Y)Largest decline over 10 years | -62.99% | -77.74% | +14.75% |
Current DrawdownCurrent decline from peak | -45.44% | -7.72% | -37.72% |
Average DrawdownAverage peak-to-trough decline | -20.93% | -33.38% | +12.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.68% | 13.52% | +11.16% |
Volatility
QLYS vs. NTRA - Volatility Comparison
Qualys, Inc. (QLYS) and Natera, Inc. (NTRA) have volatilities of 12.30% and 12.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| QLYS | NTRA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.30% | 12.58% | -0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 36.52% | 35.53% | +0.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.62% | 43.14% | +2.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.93% | 57.02% | -17.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.07% | 60.82% | -21.75% |
Dividends
QLYS vs. NTRA - Dividend Comparison
Neither QLYS nor NTRA has paid dividends to shareholders.
Financials
QLYS vs. NTRA - Financials Comparison
This section allows you to compare key financial metrics between Qualys, Inc. and Natera, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
QLYS vs. NTRA - Profitability Comparison
QLYS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Qualys, Inc. reported a gross profit of 145.65M and revenue of 175.64M. Therefore, the gross margin over that period was 82.9%.
NTRA - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Natera, Inc. reported a gross profit of 451.44M and revenue of 696.64M. Therefore, the gross margin over that period was 64.8%.
QLYS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Qualys, Inc. reported an operating income of 60.89M and revenue of 175.64M, resulting in an operating margin of 34.7%.
NTRA - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Natera, Inc. reported an operating income of -93.52M and revenue of 696.64M, resulting in an operating margin of -13.4%.
QLYS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Qualys, Inc. reported a net income of 50.64M and revenue of 175.64M, resulting in a net margin of 28.8%.
NTRA - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Natera, Inc. reported a net income of -85.09M and revenue of 696.64M, resulting in a net margin of -12.2%.
Frequently Asked Questions
QLYS and NTRA have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NTRA has higher volatility (12.58%) compared to QLYS (12.30%). In terms of maximum drawdown, QLYS dropped -68.48% vs NTRA's -77.74%.
NTRA currently has the higher Sharpe Ratio (0.88 vs -0.44), 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.
Find the right allocation for QLYS and NTRA
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer