QUAD vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Quad/Graphics, Inc. (QUAD) and S&P 500 Index (^GSPC).

Performance

QUAD vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Quad/Graphics, Inc. (QUAD) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

QUAD vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
QUAD Quad/Graphics, Inc.	8.32%	-5.27%	33.56%	32.84%	2.00%	4.71%	-15.49%	-57.47%	-42.26%	-11.19%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, QUAD achieves a 8.32% return, which is significantly higher than ^GSPC's -3.95% return. Over the past 10 years, QUAD has underperformed ^GSPC with an annualized return of -2.42%, while ^GSPC has yielded a comparatively higher 12.24% annualized return.

QUAD

• 1D: 1.36%
• 1M: -2.62%
• YTD: 8.32%
• 6M: 12.86%
• 1Y: 27.72%
• 3Y*: 20.08%
• 5Y*: 14.35%
• 10Y*: -2.42%

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

QUAD vs. ^GSPC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QUAD

QUAD Risk / Return Rank: 61
QUAD Sharpe Ratio Rank: 61
QUAD Sortino Ratio Rank: 56
QUAD Omega Ratio Rank: 56
QUAD Calmar Ratio Rank: 67
QUAD Martin Ratio Rank: 66

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QUAD vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Quad/Graphics, Inc. (QUAD) and S&P 500 Index (^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.

	QUAD	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.60	0.92	-0.32
Sortino ratio Return per unit of downside risk	1.09	1.41	-0.32
Omega ratio Gain probability vs. loss probability	1.14	1.21	-0.07
Calmar ratio Return relative to maximum drawdown	1.27	1.41	-0.15
Martin ratio Return relative to average drawdown	3.01	6.61	-3.61
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QUAD vs. ^GSPC - Sharpe Ratio Comparison

The current QUAD Sharpe Ratio is 0.60, which is lower than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of QUAD 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.

Sharpe Ratios by Period

	QUAD	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.60	0.92	-0.32
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.24	0.61	-0.37
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.04	0.68	-0.72
Sharpe Ratio (All Time) Calculated using the full available price history	-0.12	0.46	-0.58

Correlation

The correlation between QUAD and ^GSPC is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Drawdowns

QUAD vs. ^GSPC - Drawdown Comparison

The maximum QUAD drawdown since its inception was -91.69%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for QUAD and ^GSPC.

Drawdown Indicators

	QUAD	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-91.69%	-56.78%	-34.91%
Max Drawdown (1Y) Largest decline over 1 year	-23.35%	-12.14%	-11.21%
Max Drawdown (5Y) Largest decline over 5 years	-69.43%	-25.43%	-44.00%
Max Drawdown (10Y) Largest decline over 10 years	-91.69%	-33.92%	-57.77%
Current Drawdown Current decline from peak	-70.47%	-5.78%	-64.69%
Average Drawdown Average peak-to-trough decline	-56.78%	-10.75%	-46.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.85%	2.60%	+7.25%

Volatility

QUAD vs. ^GSPC - Volatility Comparison

Quad/Graphics, Inc. (QUAD) has a higher volatility of 7.52% compared to S&P 500 Index (^GSPC) at 5.37%. This indicates that QUAD'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.

Volatility by Period

	QUAD	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.52%	5.37%	+2.15%
Volatility (6M) Calculated over the trailing 6-month period	28.68%	9.55%	+19.13%
Volatility (1Y) Calculated over the trailing 1-year period	46.73%	18.33%	+28.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	59.65%	16.90%	+42.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	64.70%	18.05%	+46.65%