QNST vs. QUBT

Last updated Apr 1, 2026

Compare and contrast key facts about QuinStreet, Inc. (QNST) and Quantum Computing, Inc. (QUBT).

Performance

QNST vs. QUBT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in QuinStreet, Inc. (QNST) and Quantum Computing, Inc. (QUBT). The values are adjusted to include any dividend payments, if applicable.

QNST vs. QUBT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
QNST QuinStreet, Inc.	-16.42%	-37.71%	79.95%	-10.66%	-21.11%	-15.16%	40.04%	-5.67%	13.89%
QUBT Quantum Computing, Inc.	-33.24%	-38.01%	1,712.51%	-39.53%	-55.72%	-75.83%	370.33%	0.00%	-42.31%

Fundamentals

Market Cap QNST : $700.72M QUBT : $1.48B
EPS QNST : $1.07 QUBT : -$0.11
PS Ratio QNST : 0.63 QUBT : 1.76K
PB Ratio QNST : 2.38 QUBT : 0.93
Total Revenue (TTM) QNST : $1.11B QUBT : $682.00K
Gross Profit (TTM) QNST : $110.37M QUBT : $67.00K
EBITDA (TTM) QNST : $123.98M QUBT : -$36.20M

Returns By Period

In the year-to-date period, QNST achieves a -16.42% return, which is significantly higher than QUBT's -33.24% return.

QNST

• 1D: -1.48%
• 1M: 2.47%
• YTD: -16.42%
• 6M: -22.37%
• 1Y: -32.68%
• 3Y*: -8.87%
• 5Y*: -10.32%
• 10Y*: 13.28%

QUBT

• 1D: 8.56%
• 1M: -18.55%
• YTD: -33.24%
• 6M: -62.79%
• 1Y: -14.38%
• 3Y*: 73.57%
• 5Y*: -1.32%
• 10Y*: —

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

Return for Risk

QNST vs. QUBT — Risk / Return Rank

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

QNST

QNST Risk / Return Rank: 14
QNST Sharpe Ratio Rank: 12
QNST Sortino Ratio Rank: 14
QNST Omega Ratio Rank: 15
QNST Calmar Ratio Rank: 15
QNST Martin Ratio Rank: 13

QUBT

QUBT Risk / Return Rank: 40
QUBT Sharpe Ratio Rank: 36
QUBT Sortino Ratio Rank: 48
QUBT Omega Ratio Rank: 44
QUBT Calmar Ratio Rank: 35
QUBT Martin Ratio Rank: 35

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.

QNST vs. QUBT - Risk-Adjusted Trends Comparison

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.

	QNST	QUBT	Difference
Sharpe ratio Return per unit of total volatility	-0.69	-0.13	-0.57
Sortino ratio Return per unit of downside risk	-0.79	0.70	-1.49
Omega ratio Gain probability vs. loss probability	0.90	1.07	-0.18
Calmar ratio Return relative to maximum drawdown	-0.74	-0.25	-0.49
Martin ratio Return relative to average drawdown	-1.40	-0.47	-0.93
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QNST vs. QUBT - Sharpe Ratio Comparison

The current QNST Sharpe Ratio is -0.69, which is lower than the QUBT Sharpe Ratio of -0.13. 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.

Sharpe Ratios by Period

	QNST	QUBT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.69	-0.13	-0.57
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.21	-0.01	-0.20
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.24	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.03	0.02	-0.05

Correlation

The correlation between QNST and QUBT is 0.14, 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.

Dividends

QNST vs. QUBT - Dividend Comparison

Neither QNST nor QUBT has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

QNST vs. QUBT - Drawdown Comparison

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.

Drawdown Indicators

	QNST	QUBT	Difference
Max Drawdown Largest peak-to-trough decline	-89.10%	-97.53%	+8.43%
Max Drawdown (1Y) Largest decline over 1 year	-44.30%	-74.37%	+30.07%
Max Drawdown (5Y) Largest decline over 5 years	-67.33%	-95.63%	+28.30%
Max Drawdown (10Y) Largest decline over 10 years	-72.05%	—	—
Current Drawdown Current decline from peak	-52.28%	-73.33%	+21.05%
Average Drawdown Average peak-to-trough decline	-51.42%	-73.24%	+21.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	23.54%	40.53%	-16.99%

Volatility

QNST vs. QUBT - Volatility Comparison

The current volatility for QuinStreet, Inc. (QNST) is 12.42%, while Quantum Computing, Inc. (QUBT) has a volatility of 19.75%. 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.

Volatility by Period

	QNST	QUBT	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.42%	19.75%	-7.33%
Volatility (6M) Calculated over the trailing 6-month period	34.81%	70.88%	-36.07%
Volatility (1Y) Calculated over the trailing 1-year period	47.36%	114.46%	-67.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	49.69%	134.20%	-84.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	54.71%	179.15%	-124.44%

Financials