QS vs. NFLY

In the year-to-date period, QS achieves a -17.92% return, which is significantly lower than NFLY's 24.35% return.

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This table presents a comparison of risk-adjusted performance metrics for QuantumScape Corporation (QS) and YieldMax NFLX Option Income Strategy ETF (NFLY). 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.

The current QS Sharpe Ratio is -0.41, which is lower than the NFLY Sharpe Ratio of 2.78. The chart below compares the historical Sharpe Ratios of QS and NFLY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

QS has not paid dividends to shareholders, while NFLY's dividend yield for the trailing twelve months is around 43.71%.

The maximum QS drawdown since its inception was -97.36%, which is greater than NFLY's maximum drawdown of -21.45%. Use the drawdown chart below to compare losses from any high point for QS and NFLY. For additional features, visit the drawdowns tool.

QuantumScape Corporation (QS) has a higher volatility of 8.97% compared to YieldMax NFLX Option Income Strategy ETF (NFLY) at 6.74%. This indicates that QS's price experiences larger fluctuations and is considered to be riskier than NFLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.