QNST vs. QUBT

In the year-to-date period, QNST achieves a -33.46% return, which is significantly lower than QUBT's -22.24% return.

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This table presents a comparison of risk-adjusted performance metrics for QuinStreet, Inc. (QNST) and Quantum Computing, Inc. (QUBT). 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 QUBT Sharpe Ratio of 6.63. The chart below compares the historical Sharpe Ratios of QNST and QUBT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither QNST nor QUBT has paid dividends to shareholders.

The maximum QNST drawdown since its inception was -89.10%, smaller than the maximum QUBT drawdown of -97.53%. Use the drawdown chart below to compare losses from any high point for QNST and QUBT. For additional features, visit the drawdowns tool.

The current volatility for QuinStreet, Inc. (QNST) is 21.91%, while Quantum Computing, Inc. (QUBT) has a volatility of 42.79%. This indicates that QNST experiences smaller price fluctuations and is considered to be less risky than QUBT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between QuinStreet, Inc. and Quantum Computing, 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.