AEVA vs. QUBT

Last updated Apr 2, 2026

Compare and contrast key facts about Aeva Technologies, Inc. (AEVA) and Quantum Computing, Inc. (QUBT).

Performance

AEVA vs. QUBT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aeva Technologies, Inc. (AEVA) and Quantum Computing, Inc. (QUBT). The values are adjusted to include any dividend payments, if applicable.

AEVA vs. QUBT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
AEVA Aeva Technologies, Inc.	-0.60%	179.58%	25.38%	-44.29%	-82.01%	-48.01%	47.61%
QUBT Quantum Computing, Inc.	-35.28%	-38.01%	1,712.51%	-39.53%	-55.72%	-75.83%	277.27%

Fundamentals

Market Cap AEVA : $752.70M QUBT : $1.43B
EPS AEVA : -$2.60 QUBT : -$0.11
PS Ratio AEVA : 40.87 QUBT : 1.70K
PB Ratio AEVA : 56.96 QUBT : 0.90
Total Revenue (TTM) AEVA : $18.08M QUBT : $682.00K
Gross Profit (TTM) AEVA : -$660.00K QUBT : $67.00K
EBITDA (TTM) AEVA : $28.17M QUBT : -$36.20M

Returns By Period

In the year-to-date period, AEVA achieves a -0.60% return, which is significantly higher than QUBT's -35.28% return.

AEVA

• 1D: 0.30%
• 1M: -8.97%
• YTD: -0.60%
• 6M: -11.71%
• 1Y: 81.82%
• 3Y*: 30.42%
• 5Y*: -26.68%
• 10Y*: —

QUBT

• 1D: -3.07%
• 1M: -22.70%
• YTD: -35.28%
• 6M: -65.00%
• 1Y: -14.43%
• 3Y*: 71.78%
• 5Y*: -1.93%
• 10Y*: —

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

Return for Risk

AEVA vs. QUBT — Risk / Return Rank

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

AEVA

AEVA Risk / Return Rank: 65
AEVA Sharpe Ratio Rank: 65
AEVA Sortino Ratio Rank: 72
AEVA Omega Ratio Rank: 66
AEVA Calmar Ratio Rank: 65
AEVA Martin Ratio Rank: 58

QUBT

QUBT Risk / Return Rank: 38
QUBT Sharpe Ratio Rank: 34
QUBT Sortino Ratio Rank: 47
QUBT Omega Ratio Rank: 42
QUBT Calmar Ratio Rank: 34
QUBT Martin Ratio Rank: 34

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.

AEVA vs. QUBT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aeva Technologies, Inc. (AEVA) and Quantum Computing, Inc. (QUBT). 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.

	AEVA	QUBT	Difference
Sharpe ratio Return per unit of total volatility	0.69	-0.13	+0.82
Sortino ratio Return per unit of downside risk	1.73	0.70	+1.02
Omega ratio Gain probability vs. loss probability	1.20	1.07	+0.13
Calmar ratio Return relative to maximum drawdown	1.17	-0.23	+1.40
Martin ratio Return relative to average drawdown	1.73	-0.42	+2.14
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AEVA vs. QUBT - Sharpe Ratio Comparison

The current AEVA Sharpe Ratio is 0.69, which is higher than the QUBT Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of AEVA and QUBT, 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

	AEVA	QUBT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.69	-0.13	+0.82
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.28	-0.01	-0.27
Sharpe Ratio (All Time) Calculated using the full available price history	-0.22	0.02	-0.23

Correlation

The correlation between AEVA and QUBT is 0.30, 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

AEVA vs. QUBT - Dividend Comparison

Neither AEVA nor QUBT has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

AEVA vs. QUBT - Drawdown Comparison

The maximum AEVA drawdown since its inception was -97.71%, roughly equal to the maximum QUBT drawdown of -97.53%. Use the drawdown chart below to compare losses from any high point for AEVA and QUBT.

Drawdown Indicators

	AEVA	QUBT	Difference
Max Drawdown Largest peak-to-trough decline	-97.71%	-97.53%	-0.18%
Max Drawdown (1Y) Largest decline over 1 year	-75.68%	-74.37%	-1.31%
Max Drawdown (5Y) Largest decline over 5 years	-96.33%	-95.63%	-0.70%
Current Drawdown Current decline from peak	-86.80%	-74.14%	-12.66%
Average Drawdown Average peak-to-trough decline	-70.35%	-73.24%	+2.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	51.31%	40.75%	+10.56%

Volatility

AEVA vs. QUBT - Volatility Comparison

Aeva Technologies, Inc. (AEVA) has a higher volatility of 30.66% compared to Quantum Computing, Inc. (QUBT) at 17.25%. This indicates that AEVA's price experiences larger fluctuations and is considered to be riskier than QUBT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AEVA	QUBT	Difference
Volatility (1M) Calculated over the trailing 1-month period	30.66%	17.25%	+13.41%
Volatility (6M) Calculated over the trailing 6-month period	79.34%	70.90%	+8.44%
Volatility (1Y) Calculated over the trailing 1-year period	119.05%	114.38%	+4.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	95.62%	134.20%	-38.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	90.47%	179.10%	-88.63%

Financials