QS vs. MARA
QS (QuantumScape Corporation) and MARA (MARA Holdings, Inc.) are both stocks. QS operates in Auto Parts (Consumer Cyclical), while MARA operates in Capital Markets (Financial Services). Over the past 5 years, QS returned -24.41%/yr vs -12.02%/yr for MARA. A 0.50 correlation means they provide meaningful diversification when combined.
Performance
QS vs. MARA - Performance Comparison
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Returns By Period
In the year-to-date period, QS achieves a -26.49% return, which is significantly lower than MARA's 53.45% return.
QS
- 1D
- -0.13%
- 1M
- 1.59%
- YTD
- -26.49%
- 6M
- -39.21%
- 1Y
- 85.47%
- 3Y*
- 6.73%
- 5Y*
- -24.41%
- 10Y*
- —
MARA
- 1D
- 11.85%
- 1M
- 6.49%
- YTD
- 53.45%
- 6M
- 14.36%
- 1Y
- -12.67%
- 3Y*
- 13.68%
- 5Y*
- -12.02%
- 10Y*
- -10.80%
QS vs. MARA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
QS QuantumScape Corporation | -26.49% | 100.77% | -25.32% | 22.57% | -74.45% | -73.72% | 757.36% |
MARA MARA Holdings, Inc. | 53.45% | -46.45% | -28.61% | 586.84% | -89.59% | 214.75% | 169.77% |
Correlation
The correlation between QS and MARA is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Aug 17, 2020 | 0.50 |
The correlation between QS and MARA has been stable across timeframes, ranging from 0.50 to 0.55 - a consistent structural relationship.
Fundamentals
QS:
$4.68B
MARA:
$5.24B
QS:
-$0.72
MARA:
-$4.95
QS:
$0.00
MARA:
$867.82M
QS:
-$49.03M
MARA:
$164.95M
QS:
-$378.92M
MARA:
$373.68M
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Return for Risk
QS vs. MARA — Risk / Return Rank
QS
MARA
QS vs. MARA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for QuantumScape Corporation (QS) and MARA Holdings, Inc. (MARA). 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.
| QS | MARA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.99 | ||
| Sortino ratioReturn per unit of downside risk | +1.60 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.04 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.27 | -0.18 | +1.45 |
| Martin ratioReturn relative to average drawdown | 2.00 | -0.30 | +2.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QS | MARA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | -0.16 | +0.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.29 | -0.11 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.08 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.04 | -0.09 | +0.05 |
Drawdowns
QS vs. MARA - Drawdown Comparison
The maximum QS drawdown since its inception was -97.36%, roughly equal to the maximum MARA drawdown of -99.74%. Use the drawdown chart below to compare losses from any high point for QS and MARA.
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Drawdown Indicators
| QS | MARA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.36% | -99.74% | +2.38% |
Max Drawdown (1Y)Largest decline over 1 year | -67.68% | -70.53% | +2.85% |
Max Drawdown (3Y)Largest decline over 3 years | -73.93% | -78.34% | +4.41% |
Max Drawdown (5Y)Largest decline over 5 years | -91.45% | -95.87% | +4.42% |
Max Drawdown (10Y)Largest decline over 10 years | — | -99.20% | — |
Current DrawdownCurrent decline from peak | -94.18% | -91.09% | -3.09% |
Average DrawdownAverage peak-to-trough decline | -85.55% | -78.01% | -7.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 42.96% | 42.27% | +0.69% |
Volatility
QS vs. MARA - Volatility Comparison
QuantumScape Corporation (QS) has a higher volatility of 26.40% compared to MARA Holdings, Inc. (MARA) at 22.21%. This indicates that QS's price experiences larger fluctuations and is considered to be riskier than MARA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QS | MARA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 26.40% | 22.21% | +4.19% |
Volatility (6M)Calculated over the trailing 6-month period | 48.57% | 60.03% | -11.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 103.45% | 78.82% | +24.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 85.88% | 106.02% | -20.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 106.01% | 144.17% | -38.16% |
Dividends
QS vs. MARA - Dividend Comparison
Neither QS nor MARA has paid dividends to shareholders.
Financials
QS vs. MARA - Financials Comparison
This section allows you to compare key financial metrics between QuantumScape Corporation and MARA Holdings, 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
QS and MARA have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QS has higher volatility (26.40%) compared to MARA (22.21%). In terms of maximum drawdown, QS dropped -97.36% vs MARA's -99.74%.
QS currently has the higher Sharpe Ratio (0.83 vs -0.16), 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.
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