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ARQQ vs. MAGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ARQQ vs. MAGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Arqit Quantum Inc. (ARQQ) and Roundhill Daily 2X Long Magnificent Seven ETF (MAGX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ARQQ achieves a -37.84% return, which is significantly lower than MAGX's -8.69% return.


ARQQ

1D
-0.66%
1M
-1.66%
YTD
-37.84%
6M
-52.03%
1Y
-49.10%
3Y*
-28.53%
5Y*
10Y*

MAGX

1D
-0.27%
1M
-16.06%
YTD
-8.69%
6M
-7.45%
1Y
33.21%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ARQQ vs. MAGX - Yearly Performance Comparison


2026 (YTD)20252024
ARQQ
Arqit Quantum Inc.
-37.84%-43.67%121.50%
MAGX
Roundhill Daily 2X Long Magnificent Seven ETF
-8.69%26.16%82.41%

Correlation

The correlation between ARQQ and MAGX is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Feb 29, 2024

0.30

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Return for Risk

ARQQ vs. MAGX — Risk / Return Rank

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

ARQQ
ARQQ Risk / Return Rank: 2424
Overall Rank
ARQQ Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
ARQQ Sortino Ratio Rank: 2727
Sortino Ratio Rank
ARQQ Omega Ratio Rank: 2828
Omega Ratio Rank
ARQQ Calmar Ratio Rank: 2121
Calmar Ratio Rank
ARQQ Martin Ratio Rank: 2525
Martin Ratio Rank

MAGX
MAGX Risk / Return Rank: 2525
Overall Rank
MAGX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
MAGX Sortino Ratio Rank: 2626
Sortino Ratio Rank
MAGX Omega Ratio Rank: 2626
Omega Ratio Rank
MAGX Calmar Ratio Rank: 2222
Calmar Ratio Rank
MAGX Martin Ratio Rank: 2323
Martin Ratio Rank
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. MAGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Arqit Quantum Inc. (ARQQ) and Roundhill Daily 2X Long Magnificent Seven ETF (MAGX). 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.


ARQQMAGXDifference
Sharpe ratioReturn per unit of total volatility

-1.29

Sortino ratioReturn per unit of downside risk

-1.50

Omega ratioGain probability vs. loss probability

0.98

1.16

-0.18

Calmar ratioReturn relative to maximum drawdown

-0.62

0.90

-1.51

Martin ratioReturn relative to average drawdown

-0.91

2.70

-3.62

ARQQ vs. MAGX - Sharpe Ratio Comparison

The current ARQQ Sharpe Ratio is -0.47, which is lower than the MAGX Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of ARQQ and MAGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ARQQ vs. MAGX - Drawdown Comparison

The maximum ARQQ drawdown since its inception was -99.60%, which is greater than MAGX's maximum drawdown of -54.19%. Use the drawdown chart below to compare losses from any high point for ARQQ and MAGX.


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Drawdown Indicators


ARQQMAGXDifference

Max Drawdown

Largest peak-to-trough decline

-99.60%

-54.19%

-45.41%

Max Drawdown (1Y)

Largest decline over 1 year

-79.78%

-37.24%

-42.54%

Max Drawdown (3Y)

Largest decline over 3 years

-89.76%

Current Drawdown

Current decline from peak

-98.57%

-16.77%

-81.80%

Average Drawdown

Average peak-to-trough decline

-88.78%

-13.76%

-75.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

53.78%

12.32%

+41.46%

Volatility

ARQQ vs. MAGX - Volatility Comparison

Arqit Quantum Inc. (ARQQ) has a higher volatility of 35.65% compared to Roundhill Daily 2X Long Magnificent Seven ETF (MAGX) at 12.35%. This indicates that ARQQ's price experiences larger fluctuations and is considered to be riskier than MAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ARQQMAGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

35.65%

12.35%

+23.30%

Volatility (6M)

Calculated over the trailing 6-month period

64.49%

30.63%

+33.86%

Volatility (1Y)

Calculated over the trailing 1-year period

104.65%

40.70%

+63.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

134.12%

53.61%

+80.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

134.12%

53.61%

+80.51%

Dividends

ARQQ vs. MAGX - Dividend Comparison

ARQQ has not paid dividends to shareholders, while MAGX's dividend yield for the trailing twelve months is around 2.24%.


PositionTTM20252024
ARQQ
Arqit Quantum Inc.
0.00%0.00%0.00%
MAGX
Roundhill Daily 2X Long Magnificent Seven ETF
2.24%2.05%0.86%

Frequently Asked Questions


ARQQ and MAGX have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ARQQ has higher volatility (35.65%) compared to MAGX (12.35%). In terms of maximum drawdown, ARQQ dropped -99.60% vs MAGX's -54.19%.

MAGX currently has the higher Sharpe Ratio (0.82 vs -0.47), 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.

Portfolio Optimizer

Find the right allocation for ARQQ and MAGX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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