SPSC vs. QLYS
Compare and contrast key facts about SPS Commerce, Inc. (SPSC) and Qualys, Inc. (QLYS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPSC or QLYS.
Performance
SPSC vs. QLYS - Performance Comparison
Returns By Period
In the year-to-date period, SPSC achieves a -7.21% return, which is significantly higher than QLYS's -25.09% return. Over the past 10 years, SPSC has outperformed QLYS with an annualized return of 20.08%, while QLYS has yielded a comparatively lower 16.04% annualized return.
SPSC
-7.21%
-6.78%
-6.69%
4.54%
26.37%
20.08%
QLYS
-25.09%
18.42%
1.18%
-18.66%
11.30%
16.04%
Fundamentals
SPSC | QLYS | |
---|---|---|
Market Cap | $6.76B | $5.38B |
EPS | $2.08 | $4.53 |
PE Ratio | 86.48 | 32.46 |
PEG Ratio | 4.71 | 2.73 |
Total Revenue (TTM) | $611.82M | $593.33M |
Gross Profit (TTM) | $393.48M | $483.76M |
EBITDA (TTM) | $126.35M | $199.51M |
Key characteristics
SPSC | QLYS | |
---|---|---|
Sharpe Ratio | 0.16 | -0.46 |
Sortino Ratio | 0.48 | -0.50 |
Omega Ratio | 1.06 | 0.93 |
Calmar Ratio | 0.24 | -0.43 |
Martin Ratio | 0.49 | -0.66 |
Ulcer Index | 11.39% | 27.66% |
Daily Std Dev | 35.06% | 39.24% |
Max Drawdown | -49.97% | -68.48% |
Current Drawdown | -16.50% | -28.59% |
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Correlation
The correlation between SPSC and QLYS is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
SPSC vs. QLYS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPS Commerce, Inc. (SPSC) and Qualys, Inc. (QLYS). 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.
Dividends
SPSC vs. QLYS - Dividend Comparison
Neither SPSC nor QLYS has paid dividends to shareholders.
Drawdowns
SPSC vs. QLYS - Drawdown Comparison
The maximum SPSC drawdown since its inception was -49.97%, smaller than the maximum QLYS drawdown of -68.48%. Use the drawdown chart below to compare losses from any high point for SPSC and QLYS. For additional features, visit the drawdowns tool.
Volatility
SPSC vs. QLYS - Volatility Comparison
The current volatility for SPS Commerce, Inc. (SPSC) is 15.10%, while Qualys, Inc. (QLYS) has a volatility of 23.73%. This indicates that SPSC experiences smaller price fluctuations and is considered to be less risky than QLYS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SPSC vs. QLYS - Financials Comparison
This section allows you to compare key financial metrics between SPS Commerce, Inc. and Qualys, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities