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QRHC vs. LQDT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between QRHC and LQDT is 0.07, 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.


-0.50.00.51.00.1

Performance

QRHC vs. LQDT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Quest Resource Holding Corporation (QRHC) and Liquidity Services, Inc. (LQDT). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
-27.96%
57.26%
QRHC
LQDT

Key characteristics

Sharpe Ratio

QRHC:

-0.40

LQDT:

1.83

Sortino Ratio

QRHC:

-0.33

LQDT:

3.26

Omega Ratio

QRHC:

0.96

LQDT:

1.45

Calmar Ratio

QRHC:

-0.19

LQDT:

1.03

Martin Ratio

QRHC:

-0.88

LQDT:

18.86

Ulcer Index

QRHC:

19.20%

LQDT:

4.18%

Daily Std Dev

QRHC:

42.07%

LQDT:

43.16%

Max Drawdown

QRHC:

-97.70%

LQDT:

-95.31%

Current Drawdown

QRHC:

-87.99%

LQDT:

-52.19%

Fundamentals

Market Cap

QRHC:

$141.44M

LQDT:

$957.90M

EPS

QRHC:

-$0.38

LQDT:

$0.63

PEG Ratio

QRHC:

1.17

LQDT:

1.78

Total Revenue (TTM)

QRHC:

$287.90M

LQDT:

$363.32M

Gross Profit (TTM)

QRHC:

$43.64M

LQDT:

$213.05M

EBITDA (TTM)

QRHC:

$12.62M

LQDT:

$36.46M

Returns By Period

In the year-to-date period, QRHC achieves a -20.19% return, which is significantly lower than LQDT's 81.29% return. Over the past 10 years, QRHC has underperformed LQDT with an annualized return of -6.57%, while LQDT has yielded a comparatively higher 14.24% annualized return.


QRHC

YTD

-20.19%

1M

-18.52%

6M

-29.94%

1Y

-15.95%

5Y*

21.01%

10Y*

-6.57%

LQDT

YTD

81.29%

1M

22.83%

6M

58.62%

1Y

80.24%

5Y*

39.69%

10Y*

14.24%

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Risk-Adjusted Performance

QRHC vs. LQDT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Quest Resource Holding Corporation (QRHC) and Liquidity Services, Inc. (LQDT). 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 QRHC, currently valued at -0.40, compared to the broader market-4.00-2.000.002.00-0.401.83
The chart of Sortino ratio for QRHC, currently valued at -0.33, compared to the broader market-4.00-2.000.002.004.00-0.333.26
The chart of Omega ratio for QRHC, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.45
The chart of Calmar ratio for QRHC, currently valued at -0.19, compared to the broader market0.002.004.006.00-0.191.03
The chart of Martin ratio for QRHC, currently valued at -0.88, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.8818.86
QRHC
LQDT

The current QRHC Sharpe Ratio is -0.40, which is lower than the LQDT Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of QRHC and LQDT, 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 Ratio-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.40
1.83
QRHC
LQDT

Dividends

QRHC vs. LQDT - Dividend Comparison

Neither QRHC nor LQDT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

QRHC vs. LQDT - Drawdown Comparison

The maximum QRHC drawdown since its inception was -97.70%, roughly equal to the maximum LQDT drawdown of -95.31%. Use the drawdown chart below to compare losses from any high point for QRHC and LQDT. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%JulyAugustSeptemberOctoberNovemberDecember
-87.99%
-52.19%
QRHC
LQDT

Volatility

QRHC vs. LQDT - Volatility Comparison

The current volatility for Quest Resource Holding Corporation (QRHC) is 11.28%, while Liquidity Services, Inc. (LQDT) has a volatility of 29.57%. This indicates that QRHC experiences smaller price fluctuations and is considered to be less risky than LQDT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
11.28%
29.57%
QRHC
LQDT

Financials

QRHC vs. LQDT - Financials Comparison

This section allows you to compare key financial metrics between Quest Resource Holding Corporation and Liquidity Services, 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


Values in USD except per share items
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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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