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QLYS vs. PVLA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

QLYS vs. PVLA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Qualys, Inc. (QLYS) and Palvella Therapeutics, Inc (PVLA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QLYS achieves a -15.48% return, which is significantly lower than PVLA's 13.38% 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%

PVLA

1D
-0.13%
1M
4.11%
YTD
13.38%
6M
18.36%
1Y
426.53%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QLYS vs. PVLA - Yearly Performance Comparison


2026 (YTD)20252024
QLYS
Qualys, Inc.
-15.48%-5.22%-4.96%
PVLA
Palvella Therapeutics, Inc
13.38%772.25%-8.27%

Correlation

The correlation between QLYS and PVLA is 0.03, 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

0.03

Correlation (All Time)
Calculated using the full available price history since Dec 16, 2024

0.05

Fundamentals

Market Cap

QLYS:

$4.01B

PVLA:

$1.34B

EPS

QLYS:

$5.57

PVLA:

-$3.75

PB Ratio

QLYS:

7.03

PVLA:

47.72

Total Revenue (TTM)

QLYS:

$684.86M

PVLA:

$0.00

Gross Profit (TTM)

QLYS:

$569.03M

PVLA:

$0.00

EBITDA (TTM)

QLYS:

$252.31M

PVLA:

-$14.75M

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Return for Risk

QLYS vs. PVLA — Risk / Return Rank

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

QLYS
QLYS Risk / Return Rank: 2525
Overall Rank
QLYS Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
QLYS Sortino Ratio Rank: 2323
Sortino Ratio Rank
QLYS Omega Ratio Rank: 2323
Omega Ratio Rank
QLYS Calmar Ratio Rank: 2929
Calmar Ratio Rank
QLYS Martin Ratio Rank: 2626
Martin Ratio Rank

PVLA
PVLA Risk / Return Rank: 9797
Overall Rank
PVLA Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
PVLA Sortino Ratio Rank: 9797
Sortino Ratio Rank
PVLA Omega Ratio Rank: 9595
Omega Ratio Rank
PVLA Calmar Ratio Rank: 9999
Calmar Ratio Rank
PVLA Martin Ratio Rank: 9898
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.

QLYS vs. PVLA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Qualys, Inc. (QLYS) and Palvella Therapeutics, Inc (PVLA). 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.


QLYSPVLADifference
Sharpe ratioReturn per unit of total volatility

-5.76

Sortino ratioReturn per unit of downside risk

-4.85

Omega ratioGain probability vs. loss probability

0.95

1.54

-0.59

Calmar ratioReturn relative to maximum drawdown

-0.40

13.82

-14.22

Martin ratioReturn relative to average drawdown

-0.81

31.14

-31.96

QLYS vs. PVLA - Sharpe Ratio Comparison

The current QLYS Sharpe Ratio is -0.44, which is lower than the PVLA Sharpe Ratio of 5.32. The chart below compares the historical Sharpe Ratios of QLYS and PVLA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

QLYS vs. PVLA - Drawdown Comparison

The maximum QLYS drawdown since its inception was -68.48%, which is greater than PVLA's maximum drawdown of -31.48%. Use the drawdown chart below to compare losses from any high point for QLYS and PVLA.


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Drawdown Indicators


QLYSPVLADifference

Max Drawdown

Largest peak-to-trough decline

-68.48%

-31.48%

-37.00%

Max Drawdown (1Y)

Largest decline over 1 year

-50.46%

-31.11%

-19.35%

Max Drawdown (3Y)

Largest decline over 3 years

-62.99%

Max Drawdown (5Y)

Largest decline over 5 years

-62.99%

Max Drawdown (10Y)

Largest decline over 10 years

-62.99%

Current Drawdown

Current decline from peak

-45.44%

-19.99%

-25.45%

Average Drawdown

Average peak-to-trough decline

-20.93%

-11.16%

-9.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.68%

13.79%

+10.89%

Volatility

QLYS vs. PVLA - Volatility Comparison

The current volatility for Qualys, Inc. (QLYS) is 12.30%, while Palvella Therapeutics, Inc (PVLA) has a volatility of 19.68%. This indicates that QLYS experiences smaller price fluctuations and is considered to be less risky than PVLA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QLYSPVLADifference

Volatility (1M)

Calculated over the trailing 1-month period

12.30%

19.68%

-7.38%

Volatility (6M)

Calculated over the trailing 6-month period

36.52%

61.91%

-25.39%

Volatility (1Y)

Calculated over the trailing 1-year period

45.62%

80.85%

-35.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.93%

82.11%

-42.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.07%

82.11%

-43.04%

Dividends

QLYS vs. PVLA - Dividend Comparison

Neither QLYS nor PVLA has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

QLYS vs. PVLA - Financials Comparison

This section allows you to compare key financial metrics between Qualys, Inc. and Palvella Therapeutics, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0050.00M100.00M150.00M20222023202420252026
175.64M
0
(QLYS) Total Revenue
(PVLA) Total Revenue
Values in USD except per share items

Frequently Asked Questions


QLYS and PVLA have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PVLA has higher volatility (19.68%) compared to QLYS (12.30%). In terms of maximum drawdown, QLYS dropped -68.48% vs PVLA's -31.48%.

PVLA currently has the higher Sharpe Ratio (5.32 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.

Portfolio Optimizer

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