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ARQQ vs. QMCO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ARQQ and QMCO is 0.16, 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.


-0.50.00.51.00.2

Performance

ARQQ vs. QMCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Arqit Quantum Inc. (ARQQ) and Quantum Corporation (QMCO). The values are adjusted to include any dividend payments, if applicable.

-100.00%-95.00%-90.00%-85.00%-80.00%JulyAugustSeptemberOctoberNovemberDecember
-91.61%
-84.26%
ARQQ
QMCO

Key characteristics

Sharpe Ratio

ARQQ:

0.75

QMCO:

0.92

Sortino Ratio

ARQQ:

2.09

QMCO:

3.27

Omega Ratio

ARQQ:

1.25

QMCO:

1.43

Calmar Ratio

ARQQ:

0.98

QMCO:

2.22

Martin Ratio

ARQQ:

1.99

QMCO:

4.56

Ulcer Index

ARQQ:

49.12%

QMCO:

48.71%

Daily Std Dev

ARQQ:

131.07%

QMCO:

241.78%

Max Drawdown

ARQQ:

-99.60%

QMCO:

-99.93%

Current Drawdown

ARQQ:

-97.51%

QMCO:

-99.48%

Fundamentals

Market Cap

ARQQ:

$302.72M

QMCO:

$95.08M

EPS

ARQQ:

-$4.74

QMCO:

-$11.50

Total Revenue (TTM)

ARQQ:

$119.00K

QMCO:

$285.24M

Gross Profit (TTM)

ARQQ:

-$1.02M

QMCO:

$111.92M

EBITDA (TTM)

ARQQ:

-$19.04M

QMCO:

-$37.88M

Returns By Period

In the year-to-date period, ARQQ achieves a 100.00% return, which is significantly lower than QMCO's 157.45% return.


ARQQ

YTD

100.00%

1M

199.24%

6M

156.22%

1Y

84.80%

5Y (annualized)

N/A

10Y (annualized)

N/A

QMCO

YTD

157.45%

1M

447.87%

6M

52.55%

1Y

209.83%

5Y (annualized)

-32.36%

10Y (annualized)

-24.11%

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Risk-Adjusted Performance

ARQQ vs. QMCO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Arqit Quantum Inc. (ARQQ) and Quantum Corporation (QMCO). 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.


Sharpe ratio
The chart of Sharpe ratio for ARQQ, currently valued at 0.75, compared to the broader market-4.00-2.000.002.000.750.92
The chart of Sortino ratio for ARQQ, currently valued at 2.09, compared to the broader market-4.00-2.000.002.004.002.093.27
The chart of Omega ratio for ARQQ, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.43
The chart of Calmar ratio for ARQQ, currently valued at 0.98, compared to the broader market0.002.004.006.000.982.26
The chart of Martin ratio for ARQQ, currently valued at 1.99, compared to the broader market-10.000.0010.0020.0030.001.994.56
ARQQ
QMCO

The current ARQQ Sharpe Ratio is 0.75, which is comparable to the QMCO Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of ARQQ and QMCO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.75
0.92
ARQQ
QMCO

Dividends

ARQQ vs. QMCO - Dividend Comparison

Neither ARQQ nor QMCO has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ARQQ vs. QMCO - Drawdown Comparison

The maximum ARQQ drawdown since its inception was -99.60%, roughly equal to the maximum QMCO drawdown of -99.93%. Use the drawdown chart below to compare losses from any high point for ARQQ and QMCO. For additional features, visit the drawdowns tool.


-100.00%-95.00%-90.00%-85.00%JulyAugustSeptemberOctoberNovemberDecember
-97.51%
-87.54%
ARQQ
QMCO

Volatility

ARQQ vs. QMCO - Volatility Comparison

The current volatility for Arqit Quantum Inc. (ARQQ) is 64.86%, while Quantum Corporation (QMCO) has a volatility of 140.60%. This indicates that ARQQ experiences smaller price fluctuations and is considered to be less risky than QMCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


20.00%40.00%60.00%80.00%100.00%120.00%140.00%JulyAugustSeptemberOctoberNovemberDecember
64.86%
140.60%
ARQQ
QMCO

Financials

ARQQ vs. QMCO - Financials Comparison

This section allows you to compare key financial metrics between Arqit Quantum Inc. and Quantum Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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