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INTZ vs. ARQQW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between INTZ and ARQQW is 0.04, 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.


-0.50.00.51.00.0

Performance

INTZ vs. ARQQW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Intrusion Inc. (INTZ) and Arqit Quantum Inc. Warrants (ARQQW). The values are adjusted to include any dividend payments, if applicable.

-100.00%0.00%100.00%200.00%300.00%400.00%500.00%SeptemberOctoberNovemberDecember2025February
16.00%
0
INTZ
ARQQW

Key characteristics

Sharpe Ratio

INTZ:

-0.16

ARQQW:

-0.00

Sortino Ratio

INTZ:

2.67

ARQQW:

6.75

Omega Ratio

INTZ:

1.33

ARQQW:

3.57

Calmar Ratio

INTZ:

-0.70

ARQQW:

0.00

Martin Ratio

INTZ:

-0.99

ARQQW:

-0.00

Ulcer Index

INTZ:

70.52%

ARQQW:

32.89%

Daily Std Dev

INTZ:

438.40%

ARQQW:

724.22%

Max Drawdown

INTZ:

-99.99%

ARQQW:

-98.93%

Current Drawdown

INTZ:

-99.96%

ARQQW:

-95.63%

Fundamentals

EPS

INTZ:

-$2.82

ARQQW:

-$0.47

Total Revenue (TTM)

INTZ:

$4.10M

ARQQW:

$59.50K

Gross Profit (TTM)

INTZ:

$2.96M

ARQQW:

-$507.50K

EBITDA (TTM)

INTZ:

-$4.60M

ARQQW:

-$9.52M

Returns By Period


INTZ

YTD

-50.89%

1M

-34.63%

6M

17.97%

1Y

-69.17%

5Y*

-58.25%

10Y*

-33.29%

ARQQW

YTD

0.00%

1M

0.00%

6M

0.00%

1Y

-0.00%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

INTZ vs. ARQQW — Risk-Adjusted Performance Rank

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

INTZ
The Risk-Adjusted Performance Rank of INTZ is 4848
Overall Rank
The Sharpe Ratio Rank of INTZ is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of INTZ is 8888
Sortino Ratio Rank
The Omega Ratio Rank of INTZ is 8585
Omega Ratio Rank
The Calmar Ratio Rank of INTZ is 88
Calmar Ratio Rank
The Martin Ratio Rank of INTZ is 2222
Martin Ratio Rank

ARQQW
The Risk-Adjusted Performance Rank of ARQQW is 6666
Overall Rank
The Sharpe Ratio Rank of ARQQW is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of ARQQW is 9999
Sortino Ratio Rank
The Omega Ratio Rank of ARQQW is 9999
Omega Ratio Rank
The Calmar Ratio Rank of ARQQW is 4444
Calmar Ratio Rank
The Martin Ratio Rank of ARQQW is 4444
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

INTZ vs. ARQQW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Intrusion Inc. (INTZ) and Arqit Quantum Inc. Warrants (ARQQW). 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.


Sharpe ratio
The chart of Sharpe ratio for INTZ, currently valued at -0.16, compared to the broader market-2.000.002.004.00-0.16
The chart of Sortino ratio for INTZ, currently valued at 2.67, compared to the broader market-6.00-4.00-2.000.002.004.006.002.676.75
The chart of Omega ratio for INTZ, currently valued at 1.33, compared to the broader market0.501.001.502.001.333.57
The chart of Calmar ratio for INTZ, currently valued at -0.70, compared to the broader market0.002.004.006.00-0.70
The chart of Martin ratio for INTZ, currently valued at -0.99, compared to the broader market0.0010.0020.0030.00-0.99
INTZ
ARQQW

The current INTZ Sharpe Ratio is -0.16, which is lower than the ARQQW Sharpe Ratio of -0.00. The chart below compares the historical Sharpe Ratios of INTZ and ARQQW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50SeptemberOctoberNovemberDecember2025February
-0.16
0
INTZ
ARQQW

Dividends

INTZ vs. ARQQW - Dividend Comparison

Neither INTZ nor ARQQW has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

INTZ vs. ARQQW - Drawdown Comparison

The maximum INTZ drawdown since its inception was -99.99%, roughly equal to the maximum ARQQW drawdown of -98.93%. Use the drawdown chart below to compare losses from any high point for INTZ and ARQQW. For additional features, visit the drawdowns tool.


-100.00%-95.00%-90.00%-85.00%-80.00%-75.00%SeptemberOctoberNovemberDecember2025February
-99.73%
-95.63%
INTZ
ARQQW

Volatility

INTZ vs. ARQQW - Volatility Comparison

Intrusion Inc. (INTZ) has a higher volatility of 25.96% compared to Arqit Quantum Inc. Warrants (ARQQW) at 0.00%. This indicates that INTZ's price experiences larger fluctuations and is considered to be riskier than ARQQW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%50.00%100.00%150.00%200.00%250.00%SeptemberOctoberNovemberDecember2025February
25.96%
0
INTZ
ARQQW

Financials

INTZ vs. ARQQW - Financials Comparison

This section allows you to compare key financial metrics between Intrusion Inc. and Arqit Quantum Inc. Warrants. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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