QS vs. VYM
QS (QuantumScape Corporation) is a stock, while VYM (Vanguard High Dividend Yield ETF) is Dividend fund tracking the FTSE High Dividend Yield Index. Over the past 5 years, QS returned -23.72%/yr vs 12.32%/yr for VYM. At a 0.36 correlation, their price movements are largely independent.
Performance
QS vs. VYM - Performance Comparison
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Returns By Period
In the year-to-date period, QS achieves a -43.33% return, which is significantly lower than VYM's 13.43% return.
QS
- 1D
- -8.16%
- 1M
- -14.67%
- 6M
- -43.11%
- YTD
- -43.33%
- 1Y
- -47.97%
- 3Y*
- -16.85%
- 5Y*
- -23.72%
- 10Y*
- —
VYM
- 1D
- 0.47%
- 1M
- 0.89%
- 6M
- 9.47%
- YTD
- 13.43%
- 1Y
- 22.93%
- 3Y*
- 17.89%
- 5Y*
- 12.32%
- 10Y*
- 11.51%
QS vs. VYM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
QS QuantumScape Corporation | -43.33% | 100.77% | -25.32% | 22.57% | -74.45% | -73.72% | 757.36% |
VYM Vanguard High Dividend Yield ETF | 13.43% | 15.42% | 17.60% | 6.57% | -0.43% | 26.20% | 10.89% |
Correlation
The correlation between QS and VYM is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Aug 17, 2020 | 0.36 |
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Return for Risk
QS vs. VYM — Risk / Return Rank
QS
VYM
QS vs. VYM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for QuantumScape Corporation (QS) and Vanguard High Dividend Yield ETF (VYM). 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.
| QS | VYM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.79 | ||
| Sortino ratioReturn per unit of downside risk | -3.68 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.41 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.71 | 3.44 | -4.15 |
| Martin ratioReturn relative to average drawdown | -1.02 | 12.78 | -13.80 |
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Drawdowns
QS vs. VYM - Drawdown Comparison
The maximum QS drawdown since its inception was -97.36%, which is greater than VYM's maximum drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for QS and VYM.
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Drawdown Indicators
| QS | VYM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.36% | -56.98% | -40.38% |
Max Drawdown (1Y)Largest decline over 1 year | -67.98% | -6.69% | -61.29% |
Max Drawdown (3Y)Largest decline over 3 years | -73.93% | -14.46% | -59.47% |
Max Drawdown (5Y)Largest decline over 5 years | -91.45% | -15.84% | -75.61% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.21% | — |
Current DrawdownCurrent decline from peak | -95.52% | -0.13% | -95.39% |
Average DrawdownAverage peak-to-trough decline | -85.66% | -7.16% | -78.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 47.28% | 1.80% | +45.48% |
Volatility
QS vs. VYM - Volatility Comparison
QuantumScape Corporation (QS) has a higher volatility of 24.44% compared to Vanguard High Dividend Yield ETF (VYM) at 1.86%. This indicates that QS's price experiences larger fluctuations and is considered to be riskier than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QS | VYM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 24.44% | 1.86% | +22.58% |
Volatility (6M)Calculated over the trailing 6-month period | 52.27% | 7.47% | +44.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 90.88% | 10.21% | +80.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 86.27% | 13.90% | +72.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 105.58% | 16.28% | +89.30% |
Dividends
QS vs. VYM - Dividend Comparison
QS has not paid dividends to shareholders, while VYM's dividend yield for the trailing twelve months is around 2.26%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QS QuantumScape Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VYM Vanguard High Dividend Yield ETF | 2.26% | 2.44% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% |
Frequently Asked Questions
QS and VYM have a correlation of 0.35, 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 VYM (1.86%). In terms of maximum drawdown, QS dropped -97.36% vs VYM's -56.98%.
VYM currently has the higher Sharpe Ratio (2.26 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.
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