QVCGA vs. CD

Last updated Jun 13, 2026

QVCGA (QVC Group Inc) and CD (Chaince Digital Holdings Inc) are both stocks. QVCGA operates in Internet Retail (Consumer Cyclical), while CD operates in Capital Markets (Financial Services).

Performance

QVCGA vs. CD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in QVC Group Inc (QVCGA) and Chaince Digital Holdings Inc (CD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

QVCGA

• 1D: 0.00%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

CD

• 1D: 0.00%
• 1M: -42.70%
• YTD: -4.43%
• 6M: -33.94%
• 1Y: 25.33%
• 3Y*: 19.69%
• 5Y*: -7.87%
• 10Y*: -25.35%

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

QVCGA vs. CD - Yearly Performance Comparison

	2026 (YTD)
QVCGA QVC Group Inc	0.00%
CD Chaince Digital Holdings Inc	-45.15%

Fundamentals

EPS QVCGA : -$302.09 CD : -$0.23
PS Ratio QVCGA : 0.00 CD : 180.39
Total Revenue (TTM) QVCGA : $9.23B CD : $1.67M
Gross Profit (TTM) QVCGA : $2.89B CD : -$1.10M
EBITDA (TTM) QVCGA : $789.00M CD : -$10.65M

Return for Risk

QVCGA vs. CD — Risk / Return Rank

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

QVCGA

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

CD

CD Risk / Return Rank: 55
CD Sharpe Ratio Rank: 45
CD Sortino Ratio Rank: 69
CD Omega Ratio Rank: 69
CD Calmar Ratio Rank: 47
CD Martin Ratio Rank: 45

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.

QVCGA vs. CD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for QVC Group Inc (QVCGA) and Chaince Digital Holdings Inc (CD). 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.

	QVCGA	CD	Difference
Sharpe ratio: Return per unit of total volatility	—	0.09	—
Sortino ratio: Return per unit of downside risk	—	1.61	—
Omega ratio: Gain probability vs. loss probability	—	1.21	—
Calmar ratio: Return relative to maximum drawdown	—	0.18	—
Martin ratio: Return relative to average drawdown	—	0.24	—

Drawdowns

QVCGA vs. CD - Drawdown Comparison

The maximum QVCGA drawdown since its inception was 0.00%, smaller than the maximum CD drawdown of -99.79%. Use the drawdown chart below to compare losses from any high point for QVCGA and CD.

Drawdown Indicators

	QVCGA	CD	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-99.79%	+99.79%
Max Drawdown (1Y) Largest decline over 1 year	—	-89.83%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-89.83%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-92.04%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-99.58%	—
Current Drawdown Current decline from peak	0.00%	-98.22%	+98.22%
Average Drawdown Average peak-to-trough decline	0.00%	-90.00%	+90.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	67.26%	—

Volatility

Volatility by Period

	QVCGA	CD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	57.07%	—
Volatility (6M) Calculated over the trailing 6-month period	—	106.07%	—
Volatility (1Y) Calculated over the trailing 1-year period	0.00%	187.20%	-187.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.00%	151.80%	-151.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.00%	146.04%	-146.04%

Dividends

QVCGA vs. CD - Dividend Comparison

Neither QVCGA nor CD has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials