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QQ.L vs. GPN
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

QQ.L vs. GPN - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in QinetiQ Group plc (QQ.L) and Global Payments Inc. (GPN). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

QQ.L is traded in GBp, while GPN is traded in USD. To make them comparable, the GPN values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, QQ.L achieves a 8.36% return, which is significantly higher than GPN's -15.58% return. Over the past 10 years, QQ.L has outperformed GPN with an annualized return of 9.42%, while GPN has yielded a comparatively lower -0.27% annualized return.


QQ.L

1D
1.06%
1M
12.89%
YTD
8.36%
6M
13.56%
1Y
-12.02%
3Y*
11.16%
5Y*
8.50%
10Y*
9.42%

GPN

1D
-2.77%
1M
-4.76%
YTD
-15.58%
6M
-16.82%
1Y
-13.88%
3Y*
-14.45%
5Y*
-17.94%
10Y*
-0.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQ.L vs. GPN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QQ.L
QinetiQ Group plc
8.36%8.34%37.22%-11.50%37.15%-15.08%-8.68%27.80%27.13%-9.87%
GPN
Global Payments Inc.
-15.58%-35.09%-9.41%22.57%-17.10%-36.31%15.03%70.51%9.02%31.99%

Correlation

The correlation between QQ.L and GPN is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.03

Correlation (3Y)
Calculated over the trailing 3-year period

0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.06

Correlation (10Y)
Calculated over the trailing 10-year period

0.11

Correlation (All Time)
Calculated using the full available price history since Jul 6, 2007

0.14

The correlation between QQ.L and GPN shifts across timeframes, from 0.03 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS

QQ.L:

-£0.14

GPN:

-$3.90

PS Ratio

QQ.L:

0.67

GPN:

1.32

Total Revenue (TTM)

QQ.L:

£3.85B

GPN:

$8.83B

Gross Profit (TTM)

QQ.L:

£372.10M

GPN:

$4.25B

EBITDA (TTM)

QQ.L:

£533.20M

GPN:

$2.27B

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Return for Risk

QQ.L vs. GPN — Risk / Return Rank

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

QQ.L
QQ.L Risk / Return Rank: 2525
Overall Rank
QQ.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
QQ.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
QQ.L Omega Ratio Rank: 2424
Omega Ratio Rank
QQ.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
QQ.L Martin Ratio Rank: 2525
Martin Ratio Rank

GPN
GPN Risk / Return Rank: 2424
Overall Rank
GPN Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
GPN Sortino Ratio Rank: 2424
Sortino Ratio Rank
GPN Omega Ratio Rank: 2525
Omega Ratio Rank
GPN Calmar Ratio Rank: 2424
Calmar Ratio Rank
GPN Martin Ratio Rank: 2121
Martin Ratio Rank
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.

QQ.L vs. GPN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for QinetiQ Group plc (QQ.L) and Global Payments Inc. (GPN). 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.


QQ.LGPNDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

-0.07

Omega ratioGain probability vs. loss probability

0.96

0.97

-0.01

Calmar ratioReturn relative to maximum drawdown

-0.46

-0.49

+0.03

Martin ratioReturn relative to average drawdown

-0.89

-0.99

+0.10

QQ.L vs. GPN - Sharpe Ratio Comparison

The current QQ.L Sharpe Ratio is -0.38, which is comparable to the GPN Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of QQ.L and GPN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


QQ.LGPNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.38

-0.36

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

-0.50

+0.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

-0.01

+0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.29

-0.02

Drawdowns

QQ.L vs. GPN - Drawdown Comparison

The maximum QQ.L drawdown since its inception was -55.68%, smaller than the maximum GPN drawdown of -69.34%. Use the drawdown chart below to compare losses from any high point for QQ.L and GPN.


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Drawdown Indicators


QQ.LGPNDifference

Max Drawdown

Largest peak-to-trough decline

-55.68%

-69.34%

+13.66%

Max Drawdown (1Y)

Largest decline over 1 year

-25.90%

-28.52%

+2.62%

Max Drawdown (3Y)

Largest decline over 3 years

-31.77%

-56.33%

+24.56%

Max Drawdown (5Y)

Largest decline over 5 years

-31.77%

-65.14%

+33.37%

Max Drawdown (10Y)

Largest decline over 10 years

-38.09%

-69.34%

+31.25%

Current Drawdown

Current decline from peak

-15.33%

-68.57%

+53.24%

Average Drawdown

Average peak-to-trough decline

-16.92%

-18.25%

+1.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.72%

14.08%

-1.36%

Volatility

QQ.L vs. GPN - Volatility Comparison

QinetiQ Group plc (QQ.L) and Global Payments Inc. (GPN) have volatilities of 11.81% and 11.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QQ.LGPNDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.81%

11.31%

+0.50%

Volatility (6M)

Calculated over the trailing 6-month period

22.30%

30.27%

-7.97%

Volatility (1Y)

Calculated over the trailing 1-year period

31.48%

39.25%

-7.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.20%

35.72%

-4.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.89%

34.09%

-5.20%

Dividends

QQ.L vs. GPN - Dividend Comparison

QQ.L's dividend yield for the trailing twelve months is around 1.90%, more than GPN's 1.55% yield.


PositionTTM20252024202320222021202020192018201720162015
GPN
Global Payments Inc.
1.55%1.29%0.89%0.79%1.01%0.66%0.36%0.12%0.04%0.04%0.06%0.06%
QQ.L
QinetiQ Group plc
1.90%2.00%1.99%2.49%2.04%2.59%2.06%1.84%2.20%2.60%2.17%1.99%

Financials

QQ.L vs. GPN - Financials Comparison

This section allows you to compare key financial metrics between QinetiQ Group plc and Global Payments 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


1.00B1.50B2.00B2.50B3.00B20222023202420252026
1.02B
2.97B
(QQ.L) Total Revenue
(GPN) Total Revenue
Please note, different currencies. QQ.L values in GBp, GPN values in USD

QQ.L vs. GPN - Profitability Comparison

The chart below illustrates the profitability comparison between QinetiQ Group plc and Global Payments Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%20222023202420252026
10.8%
0
Portfolio components
QQ.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, QinetiQ Group plc reported a gross profit of 110.20M and revenue of 1.02B. Therefore, the gross margin over that period was 10.8%.

GPN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Global Payments Inc. reported a gross profit of 0.00 and revenue of 2.97B. Therefore, the gross margin over that period was 0.0%.

QQ.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, QinetiQ Group plc reported an operating income of 110.20M and revenue of 1.02B, resulting in an operating margin of 10.8%.

GPN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Global Payments Inc. reported an operating income of -15.65M and revenue of 2.97B, resulting in an operating margin of -0.5%.

QQ.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, QinetiQ Group plc reported a net income of 69.20M and revenue of 1.02B, resulting in a net margin of 6.8%.

GPN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Global Payments Inc. reported a net income of -1.80B and revenue of 2.97B, resulting in a net margin of -60.6%.


Frequently Asked Questions


QQ.L and GPN have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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