QTWO vs. ^GSPC

In the year-to-date period, QTWO achieves a -13.05% return, which is significantly lower than ^GSPC's 0.51% return. Over the past 10 years, QTWO has outperformed ^GSPC with an annualized return of 13.55%, while ^GSPC has yielded a comparatively lower 10.85% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Q2 Holdings, Inc. (QTWO) and S&P 500 (^GSPC). 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 1.02, which is higher than the ^GSPC Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of QTWO and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum QTWO drawdown since its inception was -85.77%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for QTWO and ^GSPC.

Q2 Holdings, Inc. (QTWO) has a higher volatility of 13.93% compared to S&P 500 (^GSPC) at 4.77%. This indicates that QTWO's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.