CRNC vs. QUBT

Last updated Apr 2, 2026

Compare and contrast key facts about Cerence Inc. (CRNC) and Quantum Computing, Inc. (QUBT).

Performance

CRNC vs. QUBT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cerence Inc. (CRNC) and Quantum Computing, Inc. (QUBT). The values are adjusted to include any dividend payments, if applicable.

CRNC vs. QUBT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
CRNC Cerence Inc.	-36.67%	36.18%	-60.07%	6.10%	-75.82%	-23.73%	344.01%	47.43%
QUBT Quantum Computing, Inc.	-35.28%	-38.01%	1,712.51%	-39.53%	-55.72%	-75.83%	370.33%	-14.29%

Fundamentals

Market Cap CRNC : $304.33M QUBT : $1.43B
EPS CRNC : $0.01 QUBT : -$0.11
PS Ratio CRNC : 0.94 QUBT : 1.70K
PB Ratio CRNC : 2.02 QUBT : 0.90
Total Revenue (TTM) CRNC : $315.96M QUBT : $682.00K
Gross Profit (TTM) CRNC : $248.30M QUBT : $67.00K
EBITDA (TTM) CRNC : $54.04M QUBT : -$36.20M

Returns By Period

The year-to-date returns for both investments are quite close, with CRNC having a -36.67% return and QUBT slightly higher at -35.28%.

CRNC

• 1D: 7.29%
• 1M: -12.65%
• YTD: -36.67%
• 6M: -46.69%
• 1Y: -14.20%
• 3Y*: -37.77%
• 5Y*: -40.83%
• 10Y*: —

QUBT

• 1D: -3.07%
• 1M: -22.70%
• YTD: -35.28%
• 6M: -65.00%
• 1Y: -14.43%
• 3Y*: 71.78%
• 5Y*: -1.93%
• 10Y*: —

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

Return for Risk

CRNC vs. QUBT — Risk / Return Rank

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

CRNC

CRNC Risk / Return Rank: 35
CRNC Sharpe Ratio Rank: 33
CRNC Sortino Ratio Rank: 40
CRNC Omega Ratio Rank: 39
CRNC Calmar Ratio Rank: 32
CRNC Martin Ratio Rank: 31

QUBT

QUBT Risk / Return Rank: 38
QUBT Sharpe Ratio Rank: 34
QUBT Sortino Ratio Rank: 47
QUBT Omega Ratio Rank: 42
QUBT Calmar Ratio Rank: 34
QUBT Martin Ratio Rank: 34

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.

CRNC vs. QUBT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cerence Inc. (CRNC) and Quantum Computing, Inc. (QUBT). 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.

	CRNC	QUBT	Difference
Sharpe ratio Return per unit of total volatility	-0.15	-0.13	-0.03
Sortino ratio Return per unit of downside risk	0.45	0.70	-0.25
Omega ratio Gain probability vs. loss probability	1.05	1.07	-0.02
Calmar ratio Return relative to maximum drawdown	-0.26	-0.23	-0.03
Martin ratio Return relative to average drawdown	-0.60	-0.42	-0.18
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CRNC vs. QUBT - Sharpe Ratio Comparison

The current CRNC Sharpe Ratio is -0.15, which is comparable to the QUBT Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of CRNC and QUBT, 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

	CRNC	QUBT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.15	-0.13	-0.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.36	-0.01	-0.35
Sharpe Ratio (All Time) Calculated using the full available price history	-0.11	0.02	-0.13

Correlation

The correlation between CRNC and QUBT is 0.29, 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.

Dividends

CRNC vs. QUBT - Dividend Comparison

Neither CRNC nor QUBT has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

CRNC vs. QUBT - Drawdown Comparison

The maximum CRNC drawdown since its inception was -98.22%, roughly equal to the maximum QUBT drawdown of -97.53%. Use the drawdown chart below to compare losses from any high point for CRNC and QUBT.

Drawdown Indicators

	CRNC	QUBT	Difference
Max Drawdown Largest peak-to-trough decline	-98.22%	-97.53%	-0.69%
Max Drawdown (1Y) Largest decline over 1 year	-55.92%	-74.37%	+18.45%
Max Drawdown (5Y) Largest decline over 5 years	-98.09%	-95.63%	-2.46%
Current Drawdown Current decline from peak	-94.93%	-74.14%	-20.79%
Average Drawdown Average peak-to-trough decline	-62.17%	-73.24%	+11.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	23.82%	40.75%	-16.93%

Volatility

CRNC vs. QUBT - Volatility Comparison

The current volatility for Cerence Inc. (CRNC) is 15.44%, while Quantum Computing, Inc. (QUBT) has a volatility of 17.25%. This indicates that CRNC experiences smaller price fluctuations and is considered to be less risky than QUBT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CRNC	QUBT	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.44%	17.25%	-1.81%
Volatility (6M) Calculated over the trailing 6-month period	62.27%	70.90%	-8.63%
Volatility (1Y) Calculated over the trailing 1-year period	92.12%	114.38%	-22.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	112.97%	134.20%	-21.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	107.08%	179.10%	-72.02%

Financials