QLYS vs. SPSC
Compare and contrast key facts about Qualys, Inc. (QLYS) and SPS Commerce, Inc. (SPSC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QLYS or SPSC.
Performance
QLYS vs. SPSC - Performance Comparison
Returns By Period
In the year-to-date period, QLYS achieves a -25.09% return, which is significantly lower than SPSC's -7.21% return. Over the past 10 years, QLYS has underperformed SPSC with an annualized return of 16.04%, while SPSC has yielded a comparatively higher 20.08% annualized return.
QLYS
-25.09%
18.42%
1.18%
-18.66%
11.30%
16.04%
SPSC
-7.21%
-6.78%
-6.69%
4.54%
26.37%
20.08%
Fundamentals
QLYS | SPSC | |
---|---|---|
Market Cap | $5.38B | $6.76B |
EPS | $4.53 | $2.08 |
PE Ratio | 32.46 | 86.48 |
PEG Ratio | 2.73 | 4.71 |
Total Revenue (TTM) | $593.33M | $611.82M |
Gross Profit (TTM) | $483.76M | $393.48M |
EBITDA (TTM) | $199.51M | $126.35M |
Key characteristics
QLYS | SPSC | |
---|---|---|
Sharpe Ratio | -0.46 | 0.16 |
Sortino Ratio | -0.50 | 0.48 |
Omega Ratio | 0.93 | 1.06 |
Calmar Ratio | -0.43 | 0.24 |
Martin Ratio | -0.66 | 0.49 |
Ulcer Index | 27.66% | 11.39% |
Daily Std Dev | 39.24% | 35.06% |
Max Drawdown | -68.48% | -49.97% |
Current Drawdown | -28.59% | -16.50% |
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Correlation
The correlation between QLYS and SPSC is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
QLYS vs. SPSC - Risk-Adjusted Performance 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.
Dividends
QLYS vs. SPSC - Dividend Comparison
Neither QLYS nor SPSC has paid dividends to shareholders.
Drawdowns
QLYS vs. SPSC - Drawdown Comparison
The maximum QLYS drawdown since its inception was -68.48%, which is greater than SPSC's maximum drawdown of -49.97%. Use the drawdown chart below to compare losses from any high point for QLYS and SPSC. For additional features, visit the drawdowns tool.
Volatility
QLYS vs. SPSC - Volatility Comparison
Qualys, Inc. (QLYS) has a higher volatility of 23.73% compared to SPS Commerce, Inc. (SPSC) at 15.10%. 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.
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