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EQ vs. QSI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

EQ vs. QSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Equillium Inc (EQ) and Quantum-Si incorporated (QSI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EQ achieves a 83.23% return, which is significantly higher than QSI's -20.00% return.


EQ

1D
-0.70%
1M
25.66%
YTD
83.23%
6M
110.37%
1Y
879.31%
3Y*
58.74%
5Y*
-13.89%
10Y*

QSI

1D
-4.47%
1M
-16.98%
YTD
-20.00%
6M
-28.46%
1Y
-46.67%
3Y*
-17.20%
5Y*
-39.66%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EQ vs. QSI - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EQ
Equillium Inc
83.23%107.16%3.49%-31.79%-71.88%-47.05%
QSI
Quantum-Si incorporated
-20.00%-59.26%34.33%9.84%-76.75%-25.40%

Correlation

The correlation between EQ and QSI is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.15

Correlation (5Y)
Calculated over the trailing 5-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Jun 10, 2021

0.14

Fundamentals

Market Cap

EQ:

$273.43M

QSI:

$190.50M

EPS

EQ:

-$0.29

QSI:

-$0.51

PB Ratio

EQ:

4.60

QSI:

0.95

Total Revenue (TTM)

EQ:

$0.00

QSI:

$1.85M

Gross Profit (TTM)

EQ:

-$83.00K

QSI:

-$3.71M

EBITDA (TTM)

EQ:

-$19.95M

QSI:

-$104.05M

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Return for Risk

EQ vs. QSI — Risk / Return Rank

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

EQ
EQ Risk / Return Rank: 9898
Overall Rank
EQ Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
EQ Sortino Ratio Rank: 9898
Sortino Ratio Rank
EQ Omega Ratio Rank: 9696
Omega Ratio Rank
EQ Calmar Ratio Rank: 9999
Calmar Ratio Rank
EQ Martin Ratio Rank: 9898
Martin Ratio Rank

QSI
QSI Risk / Return Rank: 2222
Overall Rank
QSI Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
QSI Sortino Ratio Rank: 2424
Sortino Ratio Rank
QSI Omega Ratio Rank: 2525
Omega Ratio Rank
QSI Calmar Ratio Rank: 1818
Calmar Ratio Rank
QSI Martin Ratio Rank: 2424
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.

EQ vs. QSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Equillium Inc (EQ) and Quantum-Si incorporated (QSI). 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.


EQQSIDifference
Sharpe ratioReturn per unit of total volatility

+5.87

Sortino ratioReturn per unit of downside risk

+5.27

Omega ratioGain probability vs. loss probability

1.58

0.96

+0.61

Calmar ratioReturn relative to maximum drawdown

15.37

-0.64

+16.01

Martin ratioReturn relative to average drawdown

34.03

-0.93

+34.96

EQ vs. QSI - Sharpe Ratio Comparison

The current EQ Sharpe Ratio is 5.37, which is higher than the QSI Sharpe Ratio of -0.50. The chart below compares the historical Sharpe Ratios of EQ and QSI, 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

EQ vs. QSI - Drawdown Comparison

The maximum EQ drawdown since its inception was -98.91%, roughly equal to the maximum QSI drawdown of -95.33%. Use the drawdown chart below to compare losses from any high point for EQ and QSI.


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Drawdown Indicators


EQQSIDifference

Max Drawdown

Largest peak-to-trough decline

-98.91%

-95.33%

-3.58%

Max Drawdown (1Y)

Largest decline over 1 year

-57.79%

-72.95%

+15.16%

Max Drawdown (3Y)

Largest decline over 3 years

-90.33%

-83.73%

-6.60%

Max Drawdown (5Y)

Largest decline over 5 years

-95.85%

-95.33%

-0.52%

Current Drawdown

Current decline from peak

-89.28%

-93.51%

+4.23%

Average Drawdown

Average peak-to-trough decline

-84.97%

-79.33%

-5.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.05%

50.38%

-24.33%

Volatility

EQ vs. QSI - Volatility Comparison

The current volatility for Equillium Inc (EQ) is 27.18%, while Quantum-Si incorporated (QSI) has a volatility of 29.41%. This indicates that EQ experiences smaller price fluctuations and is considered to be less risky than QSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EQQSIDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.18%

29.41%

-2.23%

Volatility (6M)

Calculated over the trailing 6-month period

75.18%

62.04%

+13.14%

Volatility (1Y)

Calculated over the trailing 1-year period

165.77%

94.15%

+71.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

114.86%

125.29%

-10.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

287.91%

125.20%

+162.71%

Dividends

EQ vs. QSI - Dividend Comparison

Neither EQ nor QSI has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

EQ vs. QSI - Financials Comparison

This section allows you to compare key financial metrics between Equillium Inc and Quantum-Si incorporated. 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


0.005.00M10.00M15.00M202220232024202520260
258.00K
(EQ) Total Revenue
(QSI) Total Revenue
Values in USD except per share items

Frequently Asked Questions


EQ and QSI have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QSI has higher volatility (29.41%) compared to EQ (27.18%). In terms of maximum drawdown, EQ dropped -98.91% vs QSI's -95.33%.

EQ currently has the higher Sharpe Ratio (5.37 vs -0.50), 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 EQ and QSI

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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