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QS vs. EVSD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QS vs. EVSD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in QuantumScape Corporation (QS) and Eaton Vance Short Duration Income ETF (EVSD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QS achieves a -43.33% return, which is significantly lower than EVSD's 1.17% return.


QS

1D
-8.16%
1M
-14.67%
6M
-43.11%
YTD
-43.33%
1Y
-47.97%
3Y*
-16.85%
5Y*
-23.72%
10Y*

EVSD

1D
0.03%
1M
0.14%
6M
1.03%
YTD
1.17%
1Y
4.30%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QS vs. EVSD - Yearly Performance Comparison


2026 (YTD)20252024
QS
QuantumScape Corporation
-43.33%100.77%1.96%
EVSD
Eaton Vance Short Duration Income ETF
1.17%6.80%3.86%

Correlation

The correlation between QS and EVSD is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

Correlation (All Time)
Calculated using the full available price history since Jun 17, 2024

0.13

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Return for Risk

QS vs. EVSD — Risk / Return Rank

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

QS
QS Risk / Return Rank: 2121
Overall Rank
QS Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
QS Sortino Ratio Rank: 2323
Sortino Ratio Rank
QS Omega Ratio Rank: 2424
Omega Ratio Rank
QS Calmar Ratio Rank: 1717
Calmar Ratio Rank
QS Martin Ratio Rank: 2222
Martin Ratio Rank

EVSD
EVSD Risk / Return Rank: 9090
Overall Rank
EVSD Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
EVSD Sortino Ratio Rank: 9595
Sortino Ratio Rank
EVSD Omega Ratio Rank: 9494
Omega Ratio Rank
EVSD Calmar Ratio Rank: 8181
Calmar Ratio Rank
EVSD Martin Ratio Rank: 8787
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.

QS vs. EVSD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for QuantumScape Corporation (QS) and Eaton Vance Short Duration Income ETF (EVSD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


QSEVSDDifference
Sharpe ratioReturn per unit of total volatility

-3.27

Sortino ratioReturn per unit of downside risk

-4.67

Omega ratioGain probability vs. loss probability

0.95

1.57

-0.62

Calmar ratioReturn relative to maximum drawdown

-0.71

3.42

-4.13

Martin ratioReturn relative to average drawdown

-1.02

14.20

-15.22

QS vs. EVSD - Sharpe Ratio Comparison

The current QS Sharpe Ratio is -0.53, which is lower than the EVSD Sharpe Ratio of 2.74. The chart below compares the historical Sharpe Ratios of QS and EVSD, 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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Drawdowns

QS vs. EVSD - Drawdown Comparison

The maximum QS drawdown since its inception was -97.36%, which is greater than EVSD's maximum drawdown of -1.26%. Use the drawdown chart below to compare losses from any high point for QS and EVSD.


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Drawdown Indicators


QSEVSDDifference

Max Drawdown

Largest peak-to-trough decline

-97.36%

-1.26%

-96.10%

Max Drawdown (1Y)

Largest decline over 1 year

-67.98%

-1.26%

-66.72%

Max Drawdown (3Y)

Largest decline over 3 years

-73.93%

Max Drawdown (5Y)

Largest decline over 5 years

-91.45%

Current Drawdown

Current decline from peak

-95.52%

-0.04%

-95.48%

Average Drawdown

Average peak-to-trough decline

-85.66%

-0.19%

-85.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

47.28%

0.30%

+46.98%

Volatility

QS vs. EVSD - Volatility Comparison

QuantumScape Corporation (QS) has a higher volatility of 24.44% compared to Eaton Vance Short Duration Income ETF (EVSD) at 0.55%. This indicates that QS's price experiences larger fluctuations and is considered to be riskier than EVSD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QSEVSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.44%

0.55%

+23.89%

Volatility (6M)

Calculated over the trailing 6-month period

52.27%

1.27%

+51.00%

Volatility (1Y)

Calculated over the trailing 1-year period

90.88%

1.58%

+89.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

86.27%

1.94%

+84.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

105.58%

1.94%

+103.64%

Dividends

QS vs. EVSD - Dividend Comparison

QS has not paid dividends to shareholders, while EVSD's dividend yield for the trailing twelve months is around 4.62%.


PositionTTM20252024
EVSD
Eaton Vance Short Duration Income ETF
4.62%4.64%2.91%
QS
QuantumScape Corporation
0.00%0.00%0.00%

Frequently Asked Questions


QS and EVSD have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QS has higher volatility (24.44%) compared to EVSD (0.55%). In terms of maximum drawdown, QS dropped -97.36% vs EVSD's -1.26%.

EVSD currently has the higher Sharpe Ratio (2.74 vs -0.53), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for QS and EVSD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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