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ARQQ vs. SPRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ARQQ vs. SPRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Arqit Quantum Inc. (ARQQ) and Spear Alpha ETF (SPRX). 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 -33.09% return, which is significantly lower than SPRX's 50.26% return.


ARQQ

1D
-10.02%
1M
1.53%
YTD
-33.09%
6M
-50.44%
1Y
-37.97%
3Y*
-22.54%
5Y*
10Y*

SPRX

1D
-1.57%
1M
33.49%
YTD
50.26%
6M
44.40%
1Y
109.60%
3Y*
48.52%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ARQQ vs. SPRX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ARQQ
Arqit Quantum Inc.
-33.09%-43.67%227.76%-86.87%-84.93%111.95%
SPRX
Spear Alpha ETF
50.26%41.91%20.58%88.02%-44.99%2.53%

Correlation

The correlation between ARQQ and SPRX is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.57

Correlation (3Y)
Calculated over the trailing 3-year period

0.42

Correlation (All Time)
Calculated using the full available price history since Sep 8, 2021

0.36

Over the past year, ARQQ and SPRX have become more correlated (0.57) than their long-term average of 0.36, meaning their price movements have been converging.

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Return for Risk

ARQQ vs. SPRX — Risk / Return Rank

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

ARQQ
ARQQ Risk / Return Rank: 2828
Overall Rank
ARQQ Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
ARQQ Sortino Ratio Rank: 3232
Sortino Ratio Rank
ARQQ Omega Ratio Rank: 3131
Omega Ratio Rank
ARQQ Calmar Ratio Rank: 2424
Calmar Ratio Rank
ARQQ Martin Ratio Rank: 2727
Martin Ratio Rank

SPRX
SPRX Risk / Return Rank: 7171
Overall Rank
SPRX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
SPRX Sortino Ratio Rank: 6060
Sortino Ratio Rank
SPRX Omega Ratio Rank: 6161
Omega Ratio Rank
SPRX Calmar Ratio Rank: 8383
Calmar Ratio Rank
SPRX Martin Ratio Rank: 7575
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. SPRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Arqit Quantum Inc. (ARQQ) and Spear Alpha ETF (SPRX). 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.


ARQQSPRXDifference
Sharpe ratioReturn per unit of total volatility

-2.89

Sortino ratioReturn per unit of downside risk

-2.79

Omega ratioGain probability vs. loss probability

1.01

1.38

-0.37

Calmar ratioReturn relative to maximum drawdown

-0.48

4.55

-5.03

Martin ratioReturn relative to average drawdown

-0.73

14.41

-15.14

ARQQ vs. SPRX - Sharpe Ratio Comparison

The current ARQQ Sharpe Ratio is -0.36, which is lower than the SPRX Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of ARQQ and SPRX, 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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Sharpe Ratios by Period


ARQQSPRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.36

2.53

-2.89

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.35

0.59

-0.94

Drawdowns

ARQQ vs. SPRX - Drawdown Comparison

The maximum ARQQ drawdown since its inception was -99.60%, which is greater than SPRX's maximum drawdown of -51.21%. Use the drawdown chart below to compare losses from any high point for ARQQ and SPRX.


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Drawdown Indicators


ARQQSPRXDifference

Max Drawdown

Largest peak-to-trough decline

-99.60%

-51.21%

-48.39%

Max Drawdown (1Y)

Largest decline over 1 year

-79.78%

-24.21%

-55.57%

Max Drawdown (3Y)

Largest decline over 3 years

-90.47%

-42.12%

-48.35%

Current Drawdown

Current decline from peak

-98.46%

-1.57%

-96.89%

Average Drawdown

Average peak-to-trough decline

-88.80%

-17.65%

-71.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

52.22%

7.63%

+44.59%

Volatility

ARQQ vs. SPRX - Volatility Comparison

Arqit Quantum Inc. (ARQQ) has a higher volatility of 31.86% compared to Spear Alpha ETF (SPRX) at 14.91%. This indicates that ARQQ's price experiences larger fluctuations and is considered to be riskier than SPRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ARQQSPRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

31.86%

14.91%

+16.95%

Volatility (6M)

Calculated over the trailing 6-month period

63.00%

35.46%

+27.54%

Volatility (1Y)

Calculated over the trailing 1-year period

105.68%

43.53%

+62.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

133.95%

41.74%

+92.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

133.95%

41.74%

+92.21%

Dividends

ARQQ vs. SPRX - Dividend Comparison

Neither ARQQ nor SPRX has paid dividends to shareholders.


PositionTTM20252024202320222021
ARQQ
Arqit Quantum Inc.
0.00%0.00%0.00%0.00%0.00%0.00%
SPRX
Spear Alpha ETF
0.00%0.00%0.00%0.00%0.00%0.25%

Frequently Asked Questions


ARQQ and SPRX have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ARQQ has higher volatility (31.86%) compared to SPRX (14.91%). In terms of maximum drawdown, ARQQ dropped -99.60% vs SPRX's -51.21%.

SPRX currently has the higher Sharpe Ratio (2.53 vs -0.36), 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 SPRX

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