QXO vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about QXO, Inc (QXO) and S&P 500 Index (^GSPC).

Performance

QXO vs. ^GSPC - Performance Comparison

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

QXO vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
QXO QXO, Inc	0.05%	21.32%	-86.06%	508.46%	-33.78%	63.72%	-17.22%	92.05%	-45.15%	43.66%
^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, QXO achieves a 0.05% return, which is significantly higher than ^GSPC's -3.95% return. Over the past 10 years, QXO has underperformed ^GSPC with an annualized return of 9.14%, while ^GSPC has yielded a comparatively higher 12.24% annualized return.

QXO

• 1D: -0.62%
• 1M: -15.79%
• YTD: 0.05%
• 6M: 3.37%
• 1Y: 36.11%
• 3Y*: -0.03%
• 5Y*: -17.49%
• 10Y*: 9.14%

^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

QXO vs. ^GSPC — Risk / Return Rank

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

QXO

QXO Risk / Return Rank: 63
QXO Sharpe Ratio Rank: 62
QXO Sortino Ratio Rank: 63
QXO Omega Ratio Rank: 58
QXO Calmar Ratio Rank: 67
QXO Martin Ratio Rank: 64

^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.

QXO vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for QXO, Inc (QXO) 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.

	QXO	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.59	0.92	-0.33
Sortino ratio Return per unit of downside risk	1.36	1.41	-0.05
Omega ratio Gain probability vs. loss probability	1.15	1.21	-0.06
Calmar ratio Return relative to maximum drawdown	1.28	1.41	-0.14
Martin ratio Return relative to average drawdown	2.67	6.61	-3.94
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QXO vs. ^GSPC - Sharpe Ratio Comparison

The current QXO Sharpe Ratio is 0.59, which is lower than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of QXO 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

	QXO	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.59	0.92	-0.33
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.12	0.61	-0.74
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.07	0.68	-0.61
Sharpe Ratio (All Time) Calculated using the full available price history	0.05	0.46	-0.41

Correlation

The correlation between QXO and ^GSPC is 0.13, 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

QXO vs. ^GSPC - Drawdown Comparison

The maximum QXO drawdown since its inception was -95.44%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for QXO and ^GSPC.

Drawdown Indicators

	QXO	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-95.44%	-56.78%	-38.66%
Max Drawdown (1Y) Largest decline over 1 year	-33.25%	-12.14%	-21.11%
Max Drawdown (5Y) Largest decline over 5 years	-95.44%	-25.43%	-70.01%
Max Drawdown (10Y) Largest decline over 10 years	-95.44%	-33.92%	-61.52%
Current Drawdown Current decline from peak	-91.81%	-5.78%	-86.03%
Average Drawdown Average peak-to-trough decline	-55.91%	-10.75%	-45.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.93%	2.60%	+13.33%

Volatility

QXO vs. ^GSPC - Volatility Comparison

QXO, Inc (QXO) has a higher volatility of 20.11% compared to S&P 500 Index (^GSPC) at 5.37%. This indicates that QXO'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

	QXO	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.11%	5.37%	+14.74%
Volatility (6M) Calculated over the trailing 6-month period	44.74%	9.55%	+35.19%
Volatility (1Y) Calculated over the trailing 1-year period	61.58%	18.33%	+43.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	145.42%	16.90%	+128.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	123.42%	18.05%	+105.37%