ARQQ vs. ^GSPC
ARQQ (Arqit Quantum Inc.) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 3 years, ARQQ returned -14.24%/yr vs 19.28%/yr for ^GSPC. Their 0.29 correlation means their historical movements had little consistent relationship.
Performance
ARQQ vs. ^GSPC - Performance Comparison
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Returns By Period
In the year-to-date period, ARQQ achieves a -15.68% return, which is significantly lower than ^GSPC's 11.03% return.
ARQQ
- 1D
- 7.71%
- 1M
- -21.54%
- 6M
- -8.53%
- YTD
- -15.68%
- 1Y
- -42.97%
- 3Y*
- -14.24%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -40.29%
^GSPC
- 1D
- 1.48%
- 1M
- 1.57%
- 6M
- 8.95%
- YTD
- 11.03%
- 1Y
- 21.84%
- 3Y*
- 19.28%
- 5Y*
- 11.54%
- 10Y*
- 13.29%
- ALL TIME*
- 8.11%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
^GSPC S&P 500 Index | $38.00T | $37.50T | $41.55T |
| $5.50M | $7.98M | $17.76M |
ARQQ vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ARQQ Arqit Quantum Inc. | -15.68% | -43.67% | 227.76% | -86.87% | -84.93% | 158.92% |
^GSPC S&P 500 Index | 11.03% | 16.39% | 23.31% | 24.23% | -19.44% | 5.09% |
Correlation
The correlation between ARQQ and ^GSPC is 0.49, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.49 |
Correlation (3Y) Balances recent behavior with more history. | 0.34 |
Correlation (All Time) Calculated using the full available price history since Sep 7, 2021 | 0.29 |
Over the past year, ARQQ and ^GSPC have become more correlated (0.49) than their long-term average of 0.29, meaning their price movements have been converging.
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Return for Risk
ARQQ vs. ^GSPC — Risk / Return Rank
ARQQ
^GSPC
ARQQ vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Arqit Quantum Inc. (ARQQ) and S&P 500 Index (^GSPC). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ARQQ | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.08 | ||
| Sortino ratioReturn per unit of downside risk | -2.25 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.31 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.54 | 2.41 | -2.95 |
| Martin ratioReturn relative to average drawdown | -0.74 | 10.22 | -10.96 |
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Drawdowns
ARQQ vs. ^GSPC - Drawdown Comparison
The maximum ARQQ drawdown since its inception was -99.60%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ARQQ and ^GSPC.
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Drawdown Indicators
| ARQQ | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.60% | -56.78% | -42.82% |
Max Drawdown (1Y)Largest decline over 1 year | -79.78% | -9.10% | -70.68% |
Max Drawdown (3Y)Largest decline over 3 years | -87.04% | -18.90% | -68.14% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -98.06% | -0.12% | -97.94% |
Average DrawdownAverage peak-to-trough decline | -89.03% | -10.70% | -78.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 58.08% | 2.14% | +55.94% |
Volatility
ARQQ vs. ^GSPC - Volatility Comparison
Arqit Quantum Inc. (ARQQ) has a higher volatility of 32.03% compared to S&P 500 Index (^GSPC) at 3.80%. This indicates that ARQQ's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ARQQ | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 32.03% | 3.80% | +28.23% |
Volatility (6M)Calculated over the trailing 6-month period | 84.47% | 10.20% | +74.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 115.46% | 12.86% | +102.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 135.70% | 17.02% | +118.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 135.70% | 18.08% | +117.62% |
Frequently Asked Questions
ARQQ and ^GSPC have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ARQQ has higher volatility (32.03%) compared to ^GSPC (3.80%). In terms of maximum drawdown, ARQQ dropped -99.60% vs ^GSPC's -56.78%.
^GSPC currently has the higher Sharpe Ratio (1.71 vs -0.37), 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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