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QS vs. CRBU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between QS and CRBU is 0.47, 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.


-0.50.00.51.00.5

Performance

QS vs. CRBU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in QuantumScape Corporation (QS) and Caribou Biosciences, Inc. (CRBU). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
3.24%
5.22%
QS
CRBU

Key characteristics

Sharpe Ratio

QS:

-0.40

CRBU:

-0.82

Sortino Ratio

QS:

-0.23

CRBU:

-1.33

Omega Ratio

QS:

0.98

CRBU:

0.83

Calmar Ratio

QS:

-0.33

CRBU:

-0.75

Martin Ratio

QS:

-0.88

CRBU:

-1.16

Ulcer Index

QS:

36.77%

CRBU:

61.49%

Daily Std Dev

QS:

81.10%

CRBU:

86.98%

Max Drawdown

QS:

-96.41%

CRBU:

-94.85%

Current Drawdown

QS:

-96.14%

CRBU:

-94.02%

Fundamentals

Market Cap

QS:

$2.72B

CRBU:

$172.96M

EPS

QS:

-$0.95

CRBU:

-$1.66

Total Revenue (TTM)

QS:

$74.00M

CRBU:

$11.48M

Gross Profit (TTM)

QS:

$7.44M

CRBU:

$7.94M

EBITDA (TTM)

QS:

-$423.78M

CRBU:

-$162.88M

Returns By Period

In the year-to-date period, QS achieves a -26.91% return, which is significantly higher than CRBU's -68.41% return.


QS

YTD

-26.91%

1M

7.40%

6M

0.79%

1Y

-32.98%

5Y*

N/A

10Y*

N/A

CRBU

YTD

-68.41%

1M

-9.05%

6M

5.23%

1Y

-69.22%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

QS vs. CRBU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for QuantumScape Corporation (QS) and Caribou Biosciences, Inc. (CRBU). 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 QS, currently valued at -0.41, compared to the broader market-4.00-2.000.002.00-0.41-0.82
The chart of Sortino ratio for QS, currently valued at -0.26, compared to the broader market-4.00-2.000.002.004.00-0.26-1.33
The chart of Omega ratio for QS, currently valued at 0.97, compared to the broader market0.501.001.502.000.970.83
The chart of Calmar ratio for QS, currently valued at -0.37, compared to the broader market0.002.004.006.00-0.37-0.75
The chart of Martin ratio for QS, currently valued at -0.89, compared to the broader market0.0010.0020.00-0.89-1.16
QS
CRBU

The current QS Sharpe Ratio is -0.40, which is higher than the CRBU Sharpe Ratio of -0.82. The chart below compares the historical Sharpe Ratios of QS and CRBU, 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-1.00-0.80-0.60-0.40-0.200.000.20JulyAugustSeptemberOctoberNovemberDecember
-0.41
-0.82
QS
CRBU

Dividends

QS vs. CRBU - Dividend Comparison

Neither QS nor CRBU has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

QS vs. CRBU - Drawdown Comparison

The maximum QS drawdown since its inception was -96.41%, roughly equal to the maximum CRBU drawdown of -94.85%. Use the drawdown chart below to compare losses from any high point for QS and CRBU. For additional features, visit the drawdowns tool.


-95.00%-90.00%-85.00%-80.00%JulyAugustSeptemberOctoberNovemberDecember
-87.48%
-94.02%
QS
CRBU

Volatility

QS vs. CRBU - Volatility Comparison

The current volatility for QuantumScape Corporation (QS) is 13.42%, while Caribou Biosciences, Inc. (CRBU) has a volatility of 21.87%. This indicates that QS experiences smaller price fluctuations and is considered to be less risky than CRBU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
13.42%
21.87%
QS
CRBU

Financials

QS vs. CRBU - Financials Comparison

This section allows you to compare key financial metrics between QuantumScape Corporation and Caribou Biosciences, 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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