QMCO vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Quantum Corporation (QMCO) and S&P 500 Index (^GSPC).

Performance

QMCO vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Quantum Corporation (QMCO) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

QMCO vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
QMCO Quantum Corporation	-22.02%	-88.04%	672.49%	-67.98%	-80.25%	-9.80%	-17.52%	271.00%	-64.48%	-15.42%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, QMCO achieves a -22.02% return, which is significantly lower than ^GSPC's -3.95% return. Over the past 10 years, QMCO has underperformed ^GSPC with an annualized return of -25.56%, while ^GSPC has yielded a comparatively higher 12.24% annualized return.

QMCO

• 1D: 5.89%
• 1M: -5.09%
• YTD: -22.02%
• 6M: -53.81%
• 1Y: -64.25%
• 3Y*: -39.75%
• 5Y*: -50.72%
• 10Y*: -25.56%

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

QMCO vs. ^GSPC — Risk / Return Rank

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

QMCO

QMCO Risk / Return Rank: 11
QMCO Sharpe Ratio Rank: 13
QMCO Sortino Ratio Rank: 14
QMCO Omega Ratio Rank: 16
QMCO Calmar Ratio Rank: 5
QMCO Martin Ratio Rank: 8

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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.

QMCO vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Quantum Corporation (QMCO) 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.

	QMCO	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	-0.63	0.92	-1.55
Sortino ratio Return per unit of downside risk	-0.81	1.41	-2.22
Omega ratio Gain probability vs. loss probability	0.91	1.21	-0.30
Calmar ratio Return relative to maximum drawdown	-0.94	1.41	-2.35
Martin ratio Return relative to average drawdown	-1.55	6.61	-8.17
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QMCO vs. ^GSPC - Sharpe Ratio Comparison

The current QMCO Sharpe Ratio is -0.63, which is lower than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of QMCO and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	QMCO	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.63	0.92	-1.55
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.32	0.61	-0.94
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.21	0.68	-0.89
Sharpe Ratio (All Time) Calculated using the full available price history	-0.21	0.46	-0.67

Correlation

The correlation between QMCO and ^GSPC is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Drawdowns

QMCO vs. ^GSPC - Drawdown Comparison

The maximum QMCO drawdown since its inception was -99.93%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for QMCO and ^GSPC.

Drawdown Indicators

	QMCO	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-99.93%	-56.78%	-43.15%
Max Drawdown (1Y) Largest decline over 1 year	-69.17%	-12.14%	-57.03%
Max Drawdown (5Y) Largest decline over 5 years	-98.65%	-25.43%	-73.22%
Max Drawdown (10Y) Largest decline over 10 years	-98.67%	-33.92%	-64.75%
Current Drawdown Current decline from peak	-99.85%	-5.78%	-94.07%
Average Drawdown Average peak-to-trough decline	-88.01%	-10.75%	-77.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	41.84%	2.60%	+39.24%

Volatility

QMCO vs. ^GSPC - Volatility Comparison

Quantum Corporation (QMCO) has a higher volatility of 27.28% compared to S&P 500 Index (^GSPC) at 5.37%. This indicates that QMCO'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.

Volatility by Period

	QMCO	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	27.28%	5.37%	+21.91%
Volatility (6M) Calculated over the trailing 6-month period	64.31%	9.55%	+54.76%
Volatility (1Y) Calculated over the trailing 1-year period	101.71%	18.33%	+83.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	157.72%	16.90%	+140.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	124.19%	18.05%	+106.14%