SSTK vs. QUAL
Compare and contrast key facts about Shutterstock, Inc. (SSTK) and iShares Edge MSCI USA Quality Factor ETF (QUAL).
QUAL is a passively managed fund by iShares that tracks the performance of the MSCI USA Quality Index. It was launched on Jul 16, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SSTK or QUAL.
Key characteristics
| SSTK | QUAL | |
|---|---|---|
| YTD Return | -33.66% | 24.98% |
| 1Y Return | -29.10% | 31.96% |
| 3Y Return (Ann) | -35.40% | 9.30% |
| 5Y Return (Ann) | -4.21% | 15.03% |
| 10Y Return (Ann) | -7.12% | 13.31% |
| Sharpe Ratio | -0.67 | 2.55 |
| Sortino Ratio | -0.78 | 3.53 |
| Omega Ratio | 0.91 | 1.47 |
| Calmar Ratio | -0.38 | 4.17 |
| Martin Ratio | -1.23 | 15.95 |
| Ulcer Index | 22.94% | 2.00% |
| Daily Std Dev | 42.56% | 12.48% |
| Max Drawdown | -75.29% | -34.06% |
| Current Drawdown | -73.56% | -1.01% |
Correlation
The correlation between SSTK and QUAL 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.
Performance
SSTK vs. QUAL - Performance Comparison
In the year-to-date period, SSTK achieves a -33.66% return, which is significantly lower than QUAL's 24.98% return. Over the past 10 years, SSTK has underperformed QUAL with an annualized return of -7.12%, while QUAL has yielded a comparatively higher 13.31% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SSTK vs. QUAL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Shutterstock, Inc. (SSTK) and iShares Edge 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.
Dividends
SSTK vs. QUAL - Dividend Comparison
SSTK's dividend yield for the trailing twelve months is around 3.74%, more than QUAL's 0.99% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSTK Shutterstock, Inc. | 3.74% | 2.24% | 1.82% | 0.76% | 0.95% | 0.00% | 8.33% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QUAL iShares Edge MSCI USA Quality Factor ETF | 0.99% | 1.23% | 1.59% | 1.20% | 1.39% | 1.60% | 2.00% | 1.76% | 1.96% | 1.63% | 1.35% | 0.63% |
Drawdowns
SSTK vs. QUAL - Drawdown Comparison
The maximum SSTK drawdown since its inception was -75.29%, 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. For additional features, visit the drawdowns tool.
Volatility
SSTK vs. QUAL - Volatility Comparison
Shutterstock, Inc. (SSTK) has a higher volatility of 15.27% compared to iShares Edge MSCI USA Quality Factor ETF (QUAL) at 3.42%. 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.