ARQQ vs. IVOV
ARQQ (Arqit Quantum Inc.) is a stock, while IVOV (Vanguard S&P Mid-Cap 400 Value ETF) is Mid Cap Value Equities fund tracking the S&P MidCap 400 Value Index. Over the past 3 years, ARQQ returned -14.24%/yr vs 12.90%/yr for IVOV. Their 0.25 correlation means their historical movements had little consistent relationship.
Performance
ARQQ vs. IVOV - 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 IVOV's 14.20% 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%
IVOV
- 1D
- 0.91%
- 1M
- 1.76%
- 6M
- 9.08%
- YTD
- 14.20%
- 1Y
- 23.96%
- 3Y*
- 12.90%
- 5Y*
- 9.61%
- 10Y*
- 10.50%
- ALL TIME*
- 11.81%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $5.50M | $7.98M | $17.76M | |
| $951.75K | $1.11M | $1.61M |
ARQQ vs. IVOV - 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% |
IVOV Vanguard S&P Mid-Cap 400 Value ETF | 14.20% | 7.61% | 11.53% | 15.38% | -7.20% | 4.05% |
Correlation
The correlation between ARQQ and IVOV is 0.34, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.34 |
Correlation (3Y) Balances recent behavior with more history. | 0.28 |
Correlation (All Time) Calculated using the full available price history since Sep 7, 2021 | 0.25 |
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Return for Risk
ARQQ vs. IVOV — Risk / Return Rank
ARQQ
IVOV
ARQQ vs. IVOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Arqit Quantum Inc. (ARQQ) and Vanguard S&P Mid-Cap 400 Value ETF (IVOV). 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 | IVOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.99 | ||
| Sortino ratioReturn per unit of downside risk | -2.33 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.29 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.54 | 2.27 | -2.81 |
| Martin ratioReturn relative to average drawdown | -0.74 | 8.10 | -8.84 |
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Drawdowns
ARQQ vs. IVOV - Drawdown Comparison
The maximum ARQQ drawdown since its inception was -99.60%, which is greater than IVOV's maximum drawdown of -45.99%. Use the drawdown chart below to compare losses from any high point for ARQQ and IVOV.
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Drawdown Indicators
| ARQQ | IVOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.60% | -45.99% | -53.61% |
Max Drawdown (1Y)Largest decline over 1 year | -79.78% | -10.58% | -69.20% |
Max Drawdown (3Y)Largest decline over 3 years | -87.04% | -22.61% | -64.43% |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.61% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.99% | — |
Current DrawdownCurrent decline from peak | -98.06% | -0.31% | -97.75% |
Average DrawdownAverage peak-to-trough decline | -89.03% | -5.38% | -83.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 58.08% | 2.96% | +55.12% |
Volatility
ARQQ vs. IVOV - Volatility Comparison
Arqit Quantum Inc. (ARQQ) has a higher volatility of 32.03% compared to Vanguard S&P Mid-Cap 400 Value ETF (IVOV) at 3.42%. This indicates that ARQQ's price experiences larger fluctuations and is considered to be riskier than IVOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ARQQ | IVOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 32.03% | 3.42% | +28.61% |
Volatility (6M)Calculated over the trailing 6-month period | 84.47% | 10.38% | +74.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 115.46% | 14.90% | +100.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 135.70% | 19.27% | +116.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 135.70% | 21.65% | +114.05% |
Dividends
ARQQ vs. IVOV - Dividend Comparison
ARQQ has not paid dividends to shareholders, while IVOV's dividend yield for the trailing twelve months is around 1.60%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARQQ Arqit Quantum 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% |
IVOV Vanguard S&P Mid-Cap 400 Value ETF | 1.60% | 1.82% | 1.74% | 1.52% | 1.97% | 1.78% | 2.42% | 1.75% | 1.87% | 1.55% | 1.51% | 1.66% |
Frequently Asked Questions
ARQQ and IVOV have a correlation of 0.34, 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 IVOV (3.42%). In terms of maximum drawdown, ARQQ dropped -99.60% vs IVOV's -45.99%.
IVOV currently has the higher Sharpe Ratio (1.62 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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