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FNGS vs. QUBT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FNGS vs. QUBT - Performance Comparison

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

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Returns By Period

In the year-to-date period, FNGS achieves a 6.79% return, which is significantly higher than QUBT's -3.22% return.


FNGS

1D
-0.94%
1M
-3.20%
YTD
6.79%
6M
4.25%
1Y
17.02%
3Y*
29.80%
5Y*
19.76%
10Y*

QUBT

1D
0.20%
1M
-9.97%
YTD
-3.22%
6M
-17.59%
1Y
-43.29%
3Y*
77.69%
5Y*
9.88%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FNGS vs. QUBT - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FNGS
MicroSectors FANG+ ETN
6.79%18.64%51.99%95.24%-40.32%16.96%101.99%10.10%
QUBT
Quantum Computing, Inc.
-3.22%-38.01%1,712.51%-39.53%-55.72%-75.83%370.33%-7.69%

Correlation

The correlation between FNGS and QUBT is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.33

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

0.36

Correlation (All Time)
Calculated using the full available price history since Nov 13, 2019

0.29

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Return for Risk

FNGS vs. QUBT — Risk / Return Rank

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

FNGS
FNGS Risk / Return Rank: 2323
Overall Rank
FNGS Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
FNGS Sortino Ratio Rank: 2424
Sortino Ratio Rank
FNGS Omega Ratio Rank: 2424
Omega Ratio Rank
FNGS Calmar Ratio Rank: 2020
Calmar Ratio Rank
FNGS Martin Ratio Rank: 2020
Martin Ratio Rank

QUBT
QUBT Risk / Return Rank: 2626
Overall Rank
QUBT Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
QUBT Sortino Ratio Rank: 3030
Sortino Ratio Rank
QUBT Omega Ratio Rank: 3030
Omega Ratio Rank
QUBT Calmar Ratio Rank: 2222
Calmar Ratio Rank
QUBT Martin Ratio Rank: 2626
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.

FNGS vs. QUBT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors FANG+ ETN (FNGS) 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.

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.


FNGSQUBTDifference
Sharpe ratioReturn per unit of total volatility

+1.21

Sortino ratioReturn per unit of downside risk

+1.27

Omega ratioGain probability vs. loss probability

1.15

0.99

+0.16

Calmar ratioReturn relative to maximum drawdown

0.75

-0.58

+1.33

Martin ratioReturn relative to average drawdown

2.12

-0.89

+3.01

FNGS vs. QUBT - Sharpe Ratio Comparison

The current FNGS Sharpe Ratio is 0.79, which is higher than the QUBT Sharpe Ratio of -0.42. The chart below compares the historical Sharpe Ratios of FNGS and QUBT, 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

FNGS vs. QUBT - Drawdown Comparison

The maximum FNGS drawdown since its inception was -48.98%, smaller than the maximum QUBT drawdown of -97.53%. Use the drawdown chart below to compare losses from any high point for FNGS and QUBT.


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Drawdown Indicators


FNGSQUBTDifference

Max Drawdown

Largest peak-to-trough decline

-48.98%

-97.53%

+48.55%

Max Drawdown (1Y)

Largest decline over 1 year

-22.93%

-74.37%

+51.44%

Max Drawdown (3Y)

Largest decline over 3 years

-26.77%

-82.40%

+55.63%

Max Drawdown (5Y)

Largest decline over 5 years

-48.98%

-95.63%

+46.65%

Current Drawdown

Current decline from peak

-9.63%

-61.33%

+51.70%

Average Drawdown

Average peak-to-trough decline

-10.85%

-72.90%

+62.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.05%

48.67%

-40.62%

Volatility

FNGS vs. QUBT - Volatility Comparison

The current volatility for MicroSectors FANG+ ETN (FNGS) is 8.74%, while Quantum Computing, Inc. (QUBT) has a volatility of 33.55%. This indicates that FNGS 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.


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Volatility by Period


FNGSQUBTDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.74%

33.55%

-24.81%

Volatility (6M)

Calculated over the trailing 6-month period

17.19%

67.37%

-50.18%

Volatility (1Y)

Calculated over the trailing 1-year period

21.65%

103.81%

-82.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.10%

133.05%

-102.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.17%

177.48%

-146.31%

Dividends

FNGS vs. QUBT - Dividend Comparison

Neither FNGS nor QUBT has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


FNGS and QUBT have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QUBT has higher volatility (33.55%) compared to FNGS (8.74%). In terms of maximum drawdown, FNGS dropped -48.98% vs QUBT's -97.53%.

FNGS currently has the higher Sharpe Ratio (0.79 vs -0.42), 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 FNGS and QUBT

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