STKS vs. QUAL

Last updated Apr 2, 2026

Compare and contrast key facts about The ONE Group Hospitality, Inc. (STKS) and iShares MSCI USA Quality Factor ETF (QUAL).

QUAL is a passively managed fund by iShares that tracks the performance of the MSCI USA Sector Neutral Quality Index. It was launched on Jul 18, 2013.

Performance

STKS vs. QUAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The ONE Group Hospitality, Inc. (STKS) and iShares MSCI USA Quality Factor ETF (QUAL). The values are adjusted to include any dividend payments, if applicable.

STKS vs. QUAL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
STKS The ONE Group Hospitality, Inc.	-3.43%	-39.66%	-52.61%	-2.86%	-50.04%	240.81%	1.65%	18.57%	28.45%	7.66%
QUAL iShares MSCI USA Quality Factor ETF	-2.74%	12.65%	22.29%	30.88%	-20.50%	26.94%	17.04%	33.89%	-5.70%	22.26%

Returns By Period

In the year-to-date period, STKS achieves a -3.43% return, which is significantly lower than QUAL's -2.74% return. Over the past 10 years, STKS has underperformed QUAL with an annualized return of -5.02%, while QUAL has yielded a comparatively higher 12.99% annualized return.

STKS

• 1D: -5.06%
• 1M: -15.50%
• YTD: -3.43%
• 6M: -33.20%
• 1Y: -44.22%
• 3Y*: -40.69%
• 5Y*: -26.69%
• 10Y*: -5.02%

QUAL

• 1D: 0.50%
• 1M: -5.52%
• YTD: -2.74%
• 6M: -1.05%
• 1Y: 13.65%
• 3Y*: 17.10%
• 5Y*: 10.71%
• 10Y*: 12.99%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

STKS vs. QUAL — Risk / Return Rank

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

STKS

STKS Risk / Return Rank: 19
STKS Sharpe Ratio Rank: 16
STKS Sortino Ratio Rank: 18
STKS Omega Ratio Rank: 19
STKS Calmar Ratio Rank: 19
STKS Martin Ratio Rank: 25

QUAL

QUAL Risk / Return Rank: 45
QUAL Sharpe Ratio Rank: 40
QUAL Sortino Ratio Rank: 42
QUAL Omega Ratio Rank: 42
QUAL Calmar Ratio Rank: 44
QUAL Martin Ratio Rank: 54

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.

STKS vs. QUAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The ONE Group Hospitality, Inc. (STKS) 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.

	STKS	QUAL	Difference
Sharpe ratio Return per unit of total volatility	-0.57	0.79	-1.35
Sortino ratio Return per unit of downside risk	-0.54	1.24	-1.78
Omega ratio Gain probability vs. loss probability	0.94	1.18	-0.24
Calmar ratio Return relative to maximum drawdown	-0.65	1.21	-1.86
Martin ratio Return relative to average drawdown	-0.91	5.50	-6.41
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

STKS vs. QUAL - Sharpe Ratio Comparison

The current STKS Sharpe Ratio is -0.57, which is lower than the QUAL Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of STKS and QUAL, 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

	STKS	QUAL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.57	0.79	-1.35
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.42	0.62	-1.04
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.07	0.72	-0.79
Sharpe Ratio (All Time) Calculated using the full available price history	-0.13	0.75	-0.89

Correlation

The correlation between STKS and QUAL is 0.25, 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.

Dividends

STKS vs. QUAL - Dividend Comparison

STKS has not paid dividends to shareholders, while QUAL's dividend yield for the trailing twelve months is around 0.98%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
STKS The ONE Group Hospitality, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QUAL iShares MSCI USA Quality Factor ETF	0.98%	0.94%	1.02%	1.23%	1.59%	1.20%	1.39%	1.60%	2.00%	1.76%	1.96%	1.63%

Drawdowns

STKS vs. QUAL - Drawdown Comparison

The maximum STKS drawdown since its inception was -89.52%, which is greater than QUAL's maximum drawdown of -34.06%. Use the drawdown chart below to compare losses from any high point for STKS and QUAL.

Drawdown Indicators

	STKS	QUAL	Difference
Max Drawdown Largest peak-to-trough decline	-89.52%	-34.06%	-55.46%
Max Drawdown (1Y) Largest decline over 1 year	-67.06%	-11.52%	-55.54%
Max Drawdown (5Y) Largest decline over 5 years	-89.52%	-28.23%	-61.29%
Max Drawdown (10Y) Largest decline over 10 years	-89.52%	-34.06%	-55.46%
Current Drawdown Current decline from peak	-89.52%	-5.97%	-83.55%
Average Drawdown Average peak-to-trough decline	-49.92%	-4.15%	-45.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	47.55%	2.53%	+45.02%

Volatility

STKS vs. QUAL - Volatility Comparison

The ONE Group Hospitality, Inc. (STKS) has a higher volatility of 18.23% compared to iShares MSCI USA Quality Factor ETF (QUAL) at 5.36%. This indicates that STKS'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.

Volatility by Period

	STKS	QUAL	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.23%	5.36%	+12.87%
Volatility (6M) Calculated over the trailing 6-month period	47.01%	9.30%	+37.71%
Volatility (1Y) Calculated over the trailing 1-year period	78.28%	17.46%	+60.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	63.23%	17.34%	+45.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	68.10%	18.08%	+50.02%