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QNST vs. BKLC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QNST and BKLC is 0.44, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

QNST vs. BKLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in QuinStreet, Inc. (QNST) and BNY Mellon US Large Cap Core Equity ETF (BKLC). The values are adjusted to include any dividend payments, if applicable.

80.00%100.00%120.00%140.00%160.00%180.00%200.00%NovemberDecember2025FebruaryMarchApril
94.79%
105.66%
QNST
BKLC

Key characteristics

Sharpe Ratio

QNST:

-0.11

BKLC:

0.33

Sortino Ratio

QNST:

0.19

BKLC:

0.59

Omega Ratio

QNST:

1.02

BKLC:

1.09

Calmar Ratio

QNST:

-0.12

BKLC:

0.33

Martin Ratio

QNST:

-0.35

BKLC:

1.46

Ulcer Index

QNST:

14.46%

BKLC:

4.30%

Daily Std Dev

QNST:

47.82%

BKLC:

19.11%

Max Drawdown

QNST:

-89.10%

BKLC:

-26.14%

Current Drawdown

QNST:

-36.15%

BKLC:

-14.13%

Returns By Period

In the year-to-date period, QNST achieves a -30.34% return, which is significantly lower than BKLC's -10.03% return.


QNST

YTD

-30.34%

1M

-11.51%

6M

-16.30%

1Y

-0.80%

5Y*

14.27%

10Y*

11.15%

BKLC

YTD

-10.03%

1M

-6.81%

6M

-9.19%

1Y

7.14%

5Y*

14.75%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

QNST vs. BKLC — Risk-Adjusted Performance Rank

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

QNST
The Risk-Adjusted Performance Rank of QNST is 4646
Overall Rank
The Sharpe Ratio Rank of QNST is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of QNST is 4545
Sortino Ratio Rank
The Omega Ratio Rank of QNST is 4444
Omega Ratio Rank
The Calmar Ratio Rank of QNST is 4646
Calmar Ratio Rank
The Martin Ratio Rank of QNST is 4747
Martin Ratio Rank

BKLC
The Risk-Adjusted Performance Rank of BKLC is 5858
Overall Rank
The Sharpe Ratio Rank of BKLC is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of BKLC is 5656
Sortino Ratio Rank
The Omega Ratio Rank of BKLC is 5757
Omega Ratio Rank
The Calmar Ratio Rank of BKLC is 5959
Calmar Ratio Rank
The Martin Ratio Rank of BKLC is 5959
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.

QNST vs. BKLC - Risk-Adjusted Performance Comparison

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.


Sharpe ratio
The chart of Sharpe ratio for QNST, currently valued at -0.11, compared to the broader market-2.00-1.000.001.002.003.00
QNST: -0.11
BKLC: 0.33
The chart of Sortino ratio for QNST, currently valued at 0.19, compared to the broader market-6.00-4.00-2.000.002.004.00
QNST: 0.19
BKLC: 0.59
The chart of Omega ratio for QNST, currently valued at 1.02, compared to the broader market0.501.001.502.00
QNST: 1.02
BKLC: 1.09
The chart of Calmar ratio for QNST, currently valued at -0.12, compared to the broader market0.001.002.003.004.00
QNST: -0.12
BKLC: 0.33
The chart of Martin ratio for QNST, currently valued at -0.35, compared to the broader market-5.000.005.0010.0015.0020.00
QNST: -0.35
BKLC: 1.46

The current QNST Sharpe Ratio is -0.11, which is lower than the BKLC Sharpe Ratio of 0.33. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.11
0.33
QNST
BKLC

Dividends

QNST vs. BKLC - Dividend Comparison

QNST has not paid dividends to shareholders, while BKLC's dividend yield for the trailing twelve months is around 1.36%.


TTM20242023202220212020
QNST
QuinStreet, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%
BKLC
BNY Mellon US Large Cap Core Equity ETF
1.36%1.22%1.35%1.64%1.10%0.84%

Drawdowns

QNST vs. BKLC - Drawdown Comparison

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.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-36.15%
-14.13%
QNST
BKLC

Volatility

QNST vs. BKLC - Volatility Comparison

QuinStreet, Inc. (QNST) has a higher volatility of 16.87% compared to BNY Mellon US Large Cap Core Equity ETF (BKLC) at 13.65%. 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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
16.87%
13.65%
QNST
BKLC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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