QNST vs. BKLC

In the year-to-date period, QNST achieves a -33.46% return, which is significantly lower than BKLC's 1.75% return.

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This table presents a comparison of risk-adjusted performance metrics for QuinStreet, Inc. (QNST) and BNY Mellon US Large Cap Core Equity ETF (BKLC). 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 current QNST Sharpe Ratio is -0.31, which is lower than the BKLC Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of QNST and BKLC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

QNST has not paid dividends to shareholders, while BKLC's dividend yield for the trailing twelve months is around 1.20%.

The maximum QNST drawdown since its inception was -89.10%, which is greater than BKLC's maximum drawdown of -26.14%. Use the drawdown chart below to compare losses from any high point for QNST and BKLC. For additional features, visit the drawdowns tool.

QuinStreet, Inc. (QNST) has a higher volatility of 21.91% compared to BNY Mellon US Large Cap Core Equity ETF (BKLC) at 5.42%. This indicates that QNST's price experiences larger fluctuations and is considered to be riskier than BKLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.