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SPSC vs. QLYS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

SPSC vs. QLYS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPS Commerce, Inc. (SPSC) and Qualys, Inc. (QLYS). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-6.69%
1.18%
SPSC
QLYS

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

YTD

-7.21%

1M

-6.78%

6M

-6.69%

1Y

4.54%

5Y (annualized)

26.37%

10Y (annualized)

20.08%

QLYS

YTD

-25.09%

1M

18.42%

6M

1.18%

1Y

-18.66%

5Y (annualized)

11.30%

10Y (annualized)

16.04%

Fundamentals


SPSCQLYS
Market Cap$6.76B$5.38B
EPS$2.08$4.53
PE Ratio86.4832.46
PEG Ratio4.712.73
Total Revenue (TTM)$611.82M$593.33M
Gross Profit (TTM)$393.48M$483.76M
EBITDA (TTM)$126.35M$199.51M

Key characteristics


SPSCQLYS
Sharpe Ratio0.16-0.46
Sortino Ratio0.48-0.50
Omega Ratio1.060.93
Calmar Ratio0.24-0.43
Martin Ratio0.49-0.66
Ulcer Index11.39%27.66%
Daily Std Dev35.06%39.24%
Max Drawdown-49.97%-68.48%
Current Drawdown-16.50%-28.59%

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Correlation

-0.50.00.51.00.4

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.


Sharpe ratio
The chart of Sharpe ratio for SPSC, currently valued at 0.16, compared to the broader market-4.00-2.000.002.004.000.16-0.46
The chart of Sortino ratio for SPSC, currently valued at 0.48, compared to the broader market-4.00-2.000.002.004.000.48-0.50
The chart of Omega ratio for SPSC, currently valued at 1.06, compared to the broader market0.501.001.502.001.060.93
The chart of Calmar ratio for SPSC, currently valued at 0.24, compared to the broader market0.002.004.006.000.24-0.43
The chart of Martin ratio for SPSC, currently valued at 0.49, compared to the broader market-10.000.0010.0020.0030.000.49-0.66
SPSC
QLYS

The current SPSC Sharpe Ratio is 0.16, which is higher than the QLYS Sharpe Ratio of -0.46. The chart below compares the historical Sharpe Ratios of SPSC and QLYS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio-1.00-0.500.000.50JuneJulyAugustSeptemberOctoberNovember
0.16
-0.46
SPSC
QLYS

Dividends

SPSC vs. QLYS - Dividend Comparison

Neither SPSC nor QLYS has paid dividends to shareholders.


Tickers have no history of dividend payments

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.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-16.50%
-28.59%
SPSC
QLYS

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.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
15.10%
23.73%
SPSC
QLYS

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items