QSR vs SCI: returns, Sharpe ratio and drawdown

Over the past year, QSR returned +10.40% against -0.42% for SCI. Over five years, QSR averaged +5.76% a year, compared with +3.53% for SCI. QSR had the higher Sharpe ratio over the past year (0.35 vs -0.08), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -14.99% for QSR and -21.61% for SCI.