ARQQ vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Arqit Quantum Inc. (ARQQ) and S&P 500 Index (^GSPC).

Performance

ARQQ vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Arqit Quantum Inc. (ARQQ) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

ARQQ vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
ARQQ Arqit Quantum Inc.	-37.89%	-43.67%	227.76%	-86.87%	-84.93%	111.95%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	5.45%

Returns By Period

In the year-to-date period, ARQQ achieves a -37.89% return, which is significantly lower than ^GSPC's -3.95% return.

ARQQ

• 1D: 2.57%
• 1M: -19.40%
• YTD: -37.89%
• 6M: -67.01%
• 1Y: 1.27%
• 3Y*: -27.05%
• 5Y*: —
• 10Y*: —

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

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

Return for Risk

ARQQ vs. ^GSPC — Risk / Return Rank

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

ARQQ

ARQQ Risk / Return Rank: 43
ARQQ Sharpe Ratio Rank: 40
ARQQ Sortino Ratio Rank: 51
ARQQ Omega Ratio Rank: 47
ARQQ Calmar Ratio Rank: 40
ARQQ Martin Ratio Rank: 39

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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.

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.

	ARQQ	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.01	0.92	-0.90
Sortino ratio Return per unit of downside risk	0.88	1.41	-0.53
Omega ratio Gain probability vs. loss probability	1.10	1.21	-0.12
Calmar ratio Return relative to maximum drawdown	-0.02	1.41	-1.44
Martin ratio Return relative to average drawdown	-0.05	6.61	-6.66
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ARQQ vs. ^GSPC - Sharpe Ratio Comparison

The current ARQQ Sharpe Ratio is 0.01, which is lower than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of ARQQ and ^GSPC, 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

	ARQQ	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.01	0.92	-0.90
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.61	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.36	0.46	-0.82

Correlation

The correlation between ARQQ and ^GSPC is 0.28, 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.

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.

Drawdown Indicators

	ARQQ	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-99.60%	-56.78%	-42.82%
Max Drawdown (1Y) Largest decline over 1 year	-79.78%	-12.14%	-67.64%
Max Drawdown (5Y) Largest decline over 5 years	—	-25.43%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.92%	—
Current Drawdown Current decline from peak	-98.57%	-5.78%	-92.79%
Average Drawdown Average peak-to-trough decline	-88.43%	-10.75%	-77.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	42.19%	2.60%	+39.59%

Volatility

ARQQ vs. ^GSPC - Volatility Comparison

Arqit Quantum Inc. (ARQQ) has a higher volatility of 20.71% compared to S&P 500 Index (^GSPC) at 5.37%. 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.

Volatility by Period

	ARQQ	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.71%	5.37%	+15.34%
Volatility (6M) Calculated over the trailing 6-month period	73.91%	9.55%	+64.36%
Volatility (1Y) Calculated over the trailing 1-year period	109.05%	18.33%	+90.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	134.98%	16.90%	+118.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	134.98%	18.05%	+116.93%