SSTK vs. QUAL
SSTK (Shutterstock, Inc.) is a stock, while QUAL (iShares MSCI USA Quality Factor ETF) is Large Cap Blend Equities fund tracking the MSCI USA Sector Neutral Quality Index. Over the past 10 years, SSTK returned -8.70%/yr vs 14.27%/yr for QUAL. At a 0.45 correlation, their price movements are largely independent.
Performance
SSTK vs. QUAL - Performance Comparison
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Returns By Period
In the year-to-date period, SSTK achieves a -27.62% return, which is significantly lower than QUAL's 8.80% return. Over the past 10 years, SSTK has underperformed QUAL with an annualized return of -8.70%, while QUAL has yielded a comparatively higher 14.27% annualized return.
SSTK
- 1D
- -1.17%
- 1M
- -16.00%
- YTD
- -27.62%
- 6M
- -28.26%
- 1Y
- -21.32%
- 3Y*
- -32.51%
- 5Y*
- -29.45%
- 10Y*
- -8.70%
QUAL
- 1D
- -0.07%
- 1M
- 4.62%
- YTD
- 8.80%
- 6M
- 8.86%
- 1Y
- 21.68%
- 3Y*
- 19.66%
- 5Y*
- 11.96%
- 10Y*
- 14.27%
SSTK vs. QUAL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSTK Shutterstock, Inc. | -27.62% | -32.71% | -35.06% | -6.41% | -51.70% | 55.94% | 69.71% | 19.08% | -11.27% | -9.45% |
QUAL iShares MSCI USA Quality Factor ETF | 8.80% | 12.65% | 22.29% | 30.88% | -20.50% | 26.94% | 17.04% | 33.89% | -5.70% | 22.26% |
Correlation
The correlation between SSTK and QUAL is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Jul 19, 2013 | 0.45 |
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Return for Risk
SSTK vs. QUAL — Risk / Return Rank
SSTK
QUAL
SSTK vs. QUAL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shutterstock, Inc. (SSTK) and iShares MSCI USA Quality Factor ETF (QUAL). 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.
| SSTK | QUAL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.27 | ||
| Sortino ratioReturn per unit of downside risk | -2.96 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.32 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.46 | 2.41 | -2.87 |
| Martin ratioReturn relative to average drawdown | -0.89 | 11.00 | -11.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SSTK | QUAL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.43 | 1.84 | -2.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.63 | 0.69 | -1.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.19 | 0.79 | -0.99 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.04 | 0.80 | -0.84 |
Drawdowns
SSTK vs. QUAL - Drawdown Comparison
The maximum SSTK drawdown since its inception was -87.39%, which is greater than QUAL's maximum drawdown of -34.06%. Use the drawdown chart below to compare losses from any high point for SSTK and QUAL.
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Drawdown Indicators
| SSTK | QUAL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.39% | -34.06% | -53.33% |
Max Drawdown (1Y)Largest decline over 1 year | -46.76% | -9.03% | -37.73% |
Max Drawdown (3Y)Largest decline over 3 years | -72.91% | -18.00% | -54.91% |
Max Drawdown (5Y)Largest decline over 5 years | -87.39% | -28.23% | -59.16% |
Max Drawdown (10Y)Largest decline over 10 years | -87.39% | -34.06% | -53.33% |
Current DrawdownCurrent decline from peak | -87.39% | -0.16% | -87.23% |
Average DrawdownAverage peak-to-trough decline | -48.02% | -4.11% | -43.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.89% | 1.98% | +21.91% |
Volatility
SSTK vs. QUAL - Volatility Comparison
Shutterstock, Inc. (SSTK) has a higher volatility of 14.62% compared to iShares MSCI USA Quality Factor ETF (QUAL) at 2.51%. This indicates that SSTK's price experiences larger fluctuations and is considered to be riskier than QUAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSTK | QUAL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.62% | 2.51% | +12.11% |
Volatility (6M)Calculated over the trailing 6-month period | 32.71% | 9.03% | +23.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.06% | 11.83% | +38.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.32% | 17.33% | +29.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.89% | 18.10% | +26.79% |
Dividends
SSTK vs. QUAL - Dividend Comparison
SSTK's dividend yield for the trailing twelve months is around 9.97%, more than QUAL's 0.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QUAL iShares MSCI USA Quality Factor ETF | 0.88% | 0.94% | 1.02% | 1.23% | 1.59% | 1.20% | 1.39% | 1.60% | 2.00% | 1.76% | 1.96% | 1.63% |
SSTK Shutterstock, Inc. | 9.97% | 6.91% | 3.95% | 2.24% | 1.82% | 0.76% | 0.95% | 0.00% | 8.33% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SSTK and QUAL have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SSTK has higher volatility (14.62%) compared to QUAL (2.51%). In terms of maximum drawdown, SSTK dropped -87.39% vs QUAL's -34.06%.
QUAL currently has the higher Sharpe Ratio (1.84 vs -0.43), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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