QTWO vs. POWL

In the year-to-date period, QTWO achieves a -21.39% return, which is significantly lower than POWL's -15.71% return. Over the past 10 years, QTWO has underperformed POWL with an annualized return of 14.59%, while POWL has yielded a comparatively higher 22.38% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Q2 Holdings, Inc. (QTWO) and Powell Industries, Inc. (POWL). 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 QTWO Sharpe Ratio is 1.11, which is higher than the POWL Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of QTWO and POWL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

QTWO has not paid dividends to shareholders, while POWL's dividend yield for the trailing twelve months is around 0.57%.

The maximum QTWO drawdown since its inception was -85.77%, which is greater than POWL's maximum drawdown of -73.09%. Use the drawdown chart below to compare losses from any high point for QTWO and POWL. For additional features, visit the drawdowns tool.

The current volatility for Q2 Holdings, Inc. (QTWO) is 19.01%, while Powell Industries, Inc. (POWL) has a volatility of 20.06%. This indicates that QTWO experiences smaller price fluctuations and is considered to be less risky than POWL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Q2 Holdings, Inc. and Powell Industries, 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.