HLX vs. QUBT

Last updated Apr 2, 2026

Compare and contrast key facts about Helix Energy Solutions Group, Inc. (HLX) and Quantum Computing, Inc. (QUBT).

Performance

HLX vs. QUBT - Performance Comparison

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

HLX vs. QUBT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
HLX Helix Energy Solutions Group, Inc.	49.44%	-32.73%	-9.34%	39.30%	136.54%	-25.71%	-56.39%	78.00%	-45.85%
QUBT Quantum Computing, Inc.	-35.28%	-38.01%	1,712.51%	-39.53%	-55.72%	-75.83%	370.33%	0.00%	-42.31%

Fundamentals

Market Cap HLX : $1.38B QUBT : $1.43B
EPS HLX : $0.21 QUBT : -$0.11
PS Ratio HLX : 1.08 QUBT : 1.70K
PB Ratio HLX : 0.83 QUBT : 0.90
Total Revenue (TTM) HLX : $1.29B QUBT : $682.00K
Gross Profit (TTM) HLX : $159.14M QUBT : $67.00K
EBITDA (TTM) HLX : $193.41M QUBT : -$36.20M

Returns By Period

In the year-to-date period, HLX achieves a 49.44% return, which is significantly higher than QUBT's -35.28% return.

HLX

• 1D: -5.26%
• 1M: 0.64%
• YTD: 49.44%
• 6M: 40.48%
• 1Y: 10.50%
• 3Y*: 6.58%
• 5Y*: 12.16%
• 10Y*: 5.65%

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

HLX vs. QUBT — Risk / Return Rank

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

HLX

HLX Risk / Return Rank: 47
HLX Sharpe Ratio Rank: 48
HLX Sortino Ratio Rank: 45
HLX Omega Ratio Rank: 44
HLX Calmar Ratio Rank: 50
HLX Martin Ratio Rank: 48

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.

HLX vs. QUBT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Helix Energy Solutions Group, Inc. (HLX) 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.

	HLX	QUBT	Difference
Sharpe ratio Return per unit of total volatility	0.19	-0.13	+0.32
Sortino ratio Return per unit of downside risk	0.65	0.70	-0.05
Omega ratio Gain probability vs. loss probability	1.09	1.07	+0.01
Calmar ratio Return relative to maximum drawdown	0.39	-0.23	+0.62
Martin ratio Return relative to average drawdown	0.59	-0.42	+1.01
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HLX vs. QUBT - Sharpe Ratio Comparison

The current HLX Sharpe Ratio is 0.19, which is higher than the QUBT Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of HLX 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

	HLX	QUBT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.19	-0.13	+0.32
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.23	-0.01	+0.25
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.09	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.04	0.02	+0.02

Correlation

The correlation between HLX and QUBT is 0.09, 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

HLX vs. QUBT - Dividend Comparison

Neither HLX nor QUBT has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

HLX vs. QUBT - Drawdown Comparison

The maximum HLX drawdown since its inception was -97.87%, roughly equal to the maximum QUBT drawdown of -97.53%. Use the drawdown chart below to compare losses from any high point for HLX and QUBT.

Drawdown Indicators

	HLX	QUBT	Difference
Max Drawdown Largest peak-to-trough decline	-97.87%	-97.53%	-0.34%
Max Drawdown (1Y) Largest decline over 1 year	-32.94%	-74.37%	+41.43%
Max Drawdown (5Y) Largest decline over 5 years	-61.66%	-95.63%	+33.97%
Max Drawdown (10Y) Largest decline over 10 years	-91.46%	—	—
Current Drawdown Current decline from peak	-80.00%	-74.14%	-5.86%
Average Drawdown Average peak-to-trough decline	-55.05%	-73.24%	+18.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	21.44%	40.75%	-19.31%

Volatility

HLX vs. QUBT - Volatility Comparison

The current volatility for Helix Energy Solutions Group, Inc. (HLX) is 10.83%, while Quantum Computing, Inc. (QUBT) has a volatility of 17.25%. This indicates that HLX 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

	HLX	QUBT	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.83%	17.25%	-6.42%
Volatility (6M) Calculated over the trailing 6-month period	35.22%	70.90%	-35.68%
Volatility (1Y) Calculated over the trailing 1-year period	54.38%	114.38%	-60.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	52.42%	134.20%	-81.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	66.29%	179.10%	-112.81%

Financials