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QMCO vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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.


-0.50.00.51.0
Correlation: 0.4

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 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

-100.00%0.00%100.00%200.00%300.00%400.00%NovemberDecember2025FebruaryMarchApril
-99.62%
316.04%
QMCO
^GSPC

Key characteristics

Sharpe Ratio

QMCO:

0.15

^GSPC:

0.46

Sortino Ratio

QMCO:

3.02

^GSPC:

0.77

Omega Ratio

QMCO:

1.37

^GSPC:

1.11

Calmar Ratio

QMCO:

0.46

^GSPC:

0.47

Martin Ratio

QMCO:

0.75

^GSPC:

1.94

Ulcer Index

QMCO:

61.42%

^GSPC:

4.61%

Daily Std Dev

QMCO:

303.83%

^GSPC:

19.44%

Max Drawdown

QMCO:

-99.93%

^GSPC:

-56.78%

Current Drawdown

QMCO:

-99.65%

^GSPC:

-10.07%

Returns By Period

In the year-to-date period, QMCO achieves a -78.04% return, which is significantly lower than ^GSPC's -6.06% return. Over the past 10 years, QMCO has underperformed ^GSPC with an annualized return of -28.57%, while ^GSPC has yielded a comparatively higher 10.15% annualized return.


QMCO

YTD

-78.04%

1M

-23.07%

6M

138.71%

1Y

40.95%

5Y*

-31.84%

10Y*

-28.57%

^GSPC

YTD

-6.06%

1M

-2.95%

6M

-4.87%

1Y

8.34%

5Y*

13.98%

10Y*

10.15%

*Annualized

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Risk-Adjusted Performance

QMCO vs. ^GSPC — Risk-Adjusted Performance Rank

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

QMCO
The Risk-Adjusted Performance Rank of QMCO is 7676
Overall Rank
The Sharpe Ratio Rank of QMCO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of QMCO is 9595
Sortino Ratio Rank
The Omega Ratio Rank of QMCO is 9292
Omega Ratio Rank
The Calmar Ratio Rank of QMCO is 7373
Calmar Ratio Rank
The Martin Ratio Rank of QMCO is 6262
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6969
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6363
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 6767
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 7171
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

QMCO vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Quantum Corporation (QMCO) and S&P 500 (^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.


The chart of Sharpe ratio for QMCO, currently valued at 0.15, compared to the broader market-2.00-1.000.001.002.003.00
QMCO: 0.15
^GSPC: 0.46
The chart of Sortino ratio for QMCO, currently valued at 3.02, compared to the broader market-6.00-4.00-2.000.002.004.00
QMCO: 3.02
^GSPC: 0.77
The chart of Omega ratio for QMCO, currently valued at 1.37, compared to the broader market0.501.001.502.00
QMCO: 1.37
^GSPC: 1.11
The chart of Calmar ratio for QMCO, currently valued at 0.46, compared to the broader market0.001.002.003.004.005.00
QMCO: 0.46
^GSPC: 0.47
The chart of Martin ratio for QMCO, currently valued at 0.75, compared to the broader market-5.000.005.0010.0015.0020.00
QMCO: 0.75
^GSPC: 1.94

The current QMCO Sharpe Ratio is 0.15, which is lower than the ^GSPC Sharpe Ratio of 0.46. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.15
0.46
QMCO
^GSPC

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. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-99.65%
-10.07%
QMCO
^GSPC

Volatility

QMCO vs. ^GSPC - Volatility Comparison

Quantum Corporation (QMCO) has a higher volatility of 30.51% compared to S&P 500 (^GSPC) at 14.23%. 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.


0.00%50.00%100.00%150.00%NovemberDecember2025FebruaryMarchApril
30.51%
14.23%
QMCO
^GSPC