QLYS vs. SPSC
QLYS (Qualys, Inc.) and SPSC (SPS Commerce, Inc.) are both stocks. Both operate in the Software - Infrastructure industry within the Technology sector. Over the past 10 years, QLYS returned 19.13%/yr vs 8.33%/yr for SPSC. Their 0.45 correlation means their historical movements had little consistent relationship.
Performance
QLYS vs. SPSC - Performance Comparison
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Returns By Period
In the year-to-date period, QLYS achieves a 37.89% return, which is significantly higher than SPSC's -18.51% return. Over the past 10 years, QLYS has outperformed SPSC with an annualized return of 19.13%, while SPSC has yielded a comparatively lower 8.33% annualized return.
QLYS
- 1D
- 13.78%
- 1M
- 15.79%
- 6M
- 41.86%
- YTD
- 37.89%
- 1Y
- 40.30%
- 3Y*
- 8.46%
- 5Y*
- 12.35%
- 10Y*
- 19.13%
- ALL TIME*
- 21.75%
SPSC
- 1D
- -2.18%
- 1M
- 20.95%
- 6M
- -12.07%
- YTD
- -18.51%
- 1Y
- -33.49%
- 3Y*
- -24.23%
- 5Y*
- -8.63%
- 10Y*
- 8.33%
- ALL TIME*
- 15.45%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
QLYS Qualys, Inc. | $132.34M | $121.72M | $101.19M |
| $46.04M | $39.50M | $39.31M |
QLYS vs. SPSC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QLYS Qualys, Inc. | 37.89% | -5.22% | -28.56% | 74.89% | -18.21% | 12.60% | 46.18% | 11.55% | 25.93% | 87.52% |
SPSC SPS Commerce, Inc. | -18.51% | -51.56% | -5.08% | 50.93% | -9.78% | 31.09% | 95.94% | 34.55% | 69.54% | -30.48% |
Correlation
The correlation between QLYS and SPSC is 0.45, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.45 |
Correlation (3Y) Balances recent behavior with more history. | 0.52 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.55 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.49 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2012 | 0.45 |
The correlation between QLYS and SPSC has been stable across timeframes, ranging from 0.45 to 0.55 - a consistent structural relationship.
Fundamentals
QLYS:
$6.45B
SPSC:
$2.61B
QLYS:
$5.76
SPSC:
$2.08
QLYS:
31.82
SPSC:
34.97
QLYS:
0.97
SPSC:
1.87
QLYS:
9.34
SPSC:
3.53
QLYS:
11.52
SPSC:
2.87
QLYS:
$703.99M
SPSC:
$772.49M
QLYS:
$587.50M
SPSC:
$529.78M
QLYS:
$271.14M
SPSC:
$135.02M
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Return for Risk
QLYS vs. SPSC — Risk / Return Rank
QLYS
SPSC
QLYS vs. SPSC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Qualys, Inc. (QLYS) and SPS Commerce, Inc. (SPSC). 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 | SPSC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.52 | ||
| Sortino ratioReturn per unit of downside risk | +2.28 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 0.89 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 0.80 | -0.59 | +1.39 |
| Martin ratioReturn relative to average drawdown | 1.67 | -0.90 | +2.57 |
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Drawdowns
QLYS vs. SPSC - Drawdown Comparison
The maximum QLYS drawdown since its inception was -68.48%, smaller than the maximum SPSC drawdown of -76.83%. Use the drawdown chart below to compare losses from any high point for QLYS and SPSC.
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Drawdown Indicators
| QLYS | SPSC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.48% | -76.83% | +8.35% |
Max Drawdown (1Y)Largest decline over 1 year | -50.46% | -56.91% | +6.45% |
Max Drawdown (3Y)Largest decline over 3 years | -62.99% | -76.83% | +13.84% |
Max Drawdown (5Y)Largest decline over 5 years | -62.99% | -76.83% | +13.84% |
Max Drawdown (10Y)Largest decline over 10 years | -62.99% | -76.83% | +13.84% |
Current DrawdownCurrent decline from peak | -11.00% | -66.28% | +55.28% |
Average DrawdownAverage peak-to-trough decline | -21.00% | -17.69% | -3.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.15% | 37.30% | -13.15% |
Volatility
QLYS vs. SPSC - Volatility Comparison
Qualys, Inc. (QLYS) has a higher volatility of 22.30% compared to SPS Commerce, Inc. (SPSC) at 18.29%. This indicates that QLYS's price experiences larger fluctuations and is considered to be riskier than SPSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QLYS | SPSC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.30% | 18.29% | +4.01% |
Volatility (6M)Calculated over the trailing 6-month period | 43.83% | 35.25% | +8.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 51.67% | 45.90% | +5.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.45% | 40.36% | +1.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.83% | 37.84% | +1.99% |
Dividends
QLYS vs. SPSC - Dividend Comparison
Neither QLYS nor SPSC has paid dividends to shareholders.
Financials
QLYS vs. SPSC - Financials Comparison
This section allows you to compare key financial metrics between Qualys, Inc. and SPS Commerce, 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. SPSC - Profitability Comparison
QLYS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Qualys, Inc. reported a gross profit of 151.93M and revenue of 182.18M. Therefore, the gross margin over that period was 83.4%.
SPSC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, SPS Commerce, Inc. reported a gross profit of 148.11M and revenue of 197.82M. Therefore, the gross margin over that period was 74.9%.
QLYS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Qualys, Inc. reported an operating income of 61.90M and revenue of 182.18M, resulting in an operating margin of 34.0%.
SPSC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, SPS Commerce, Inc. reported an operating income of 8.41M and revenue of 197.82M, resulting in an operating margin of 4.3%.
QLYS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Qualys, Inc. reported a net income of 52.41M and revenue of 182.18M, resulting in a net margin of 28.8%.
SPSC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, SPS Commerce, Inc. reported a net income of 6.86M and revenue of 197.82M, resulting in a net margin of 3.5%.
Frequently Asked Questions
QLYS and SPSC have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QLYS has higher volatility (22.30%) compared to SPSC (18.29%). In terms of maximum drawdown, QLYS dropped -68.48% vs SPSC's -76.83%.
QLYS currently has the higher Sharpe Ratio (0.79 vs -0.73), 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.
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