QVCGA vs. SKYE

Last updated Jun 9, 2026

QVCGA (QVC Group Inc) and SKYE (Skye Bioscience, Inc) are both stocks. QVCGA operates in Internet Retail (Consumer Cyclical), while SKYE operates in Biotechnology (Healthcare).

Performance

QVCGA vs. SKYE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in QVC Group Inc (QVCGA) and Skye Bioscience, Inc (SKYE). 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*: —

SKYE

• 1D: 5.02%
• 1M: -10.75%
• YTD: 2.71%
• 6M: -36.36%
• 1Y: -68.31%
• 3Y*: -41.13%
• 5Y*: -54.71%
• 10Y*: -40.24%

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

QVCGA vs. SKYE - Yearly Performance Comparison

	2026 (YTD)
QVCGA QVC Group Inc	0.00%
SKYE Skye Bioscience, Inc	-9.40%

Fundamentals

Market Cap QVCGA : $2.75M SKYE : $30.55M
EPS QVCGA : -$302.09 SKYE : -$1.45
Total Revenue (TTM) QVCGA : $9.23B SKYE : $0.00
Gross Profit (TTM) QVCGA : $2.89B SKYE : -$180.01K
EBITDA (TTM) QVCGA : $789.00M SKYE : $10.92M

Return for Risk

QVCGA vs. SKYE — Risk / Return Rank

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

SKYE

SKYE Risk / Return Rank: 19
SKYE Sharpe Ratio Rank: 16
SKYE Sortino Ratio Rank: 22
SKYE Omega Ratio Rank: 21
SKYE Calmar Ratio Rank: 12
SKYE Martin Ratio Rank: 21

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. SKYE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for QVC Group Inc (QVCGA) and Skye Bioscience, Inc (SKYE). 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.

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

Sharpe Ratios by Period

	QVCGA	SKYE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	-0.59	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.42	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	-0.29	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	-0.36	—

Drawdowns

QVCGA vs. SKYE - Drawdown Comparison

The maximum QVCGA drawdown since its inception was 0.00%, smaller than the maximum SKYE drawdown of -99.96%. Use the drawdown chart below to compare losses from any high point for QVCGA and SKYE.

Drawdown Indicators

	QVCGA	SKYE	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-99.96%	+99.96%
Max Drawdown (1Y) Largest decline over 1 year	—	-87.85%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-96.79%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-98.66%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-99.83%	—
Current Drawdown Current decline from peak	0.00%	-99.94%	+99.94%
Average Drawdown Average peak-to-trough decline	0.00%	-94.95%	+94.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	65.76%	—

Volatility

Volatility by Period

	QVCGA	SKYE	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	28.64%	—
Volatility (6M) Calculated over the trailing 6-month period	—	63.38%	—
Volatility (1Y) Calculated over the trailing 1-year period	0.00%	115.33%	-115.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.00%	130.81%	-130.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.00%	137.31%	-137.31%

Dividends

QVCGA vs. SKYE - Dividend Comparison

Neither QVCGA nor SKYE has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials