IONQ vs. LVHD

Last updated Jul 17, 2026

IONQ (IonQ, Inc.) is a stock, while LVHD (Franklin U.S. Low Volatility High Dividend Index ETF) is Dividend fund tracking the Franklin U.S. Low Volatility High Dividend Index. Over the past 5 years, IONQ returned 28.24%/yr vs 7.75%/yr for LVHD. At a 0.15 correlation, their price movements are largely independent.

Performance

IONQ vs. LVHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IonQ, Inc. (IONQ) and Franklin U.S. Low Volatility High Dividend Index ETF (LVHD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IONQ achieves a -21.77% return, which is significantly lower than LVHD's 14.62% return.

IONQ

• 1D: -6.42%
• 1M: -37.39%
• 6M: -26.20%
• YTD: -21.77%
• 1Y: -19.38%
• 3Y*: 33.06%
• 5Y*: 28.24%
• 10Y*: —

LVHD

• 1D: 2.24%
• 1M: 3.49%
• 6M: 10.72%
• YTD: 14.62%
• 1Y: 16.67%
• 3Y*: 10.97%
• 5Y*: 7.75%
• 10Y*: 8.26%

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

IONQ vs. LVHD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
IONQ IonQ, Inc.	-21.77%	7.42%	237.13%	259.13%	-79.34%	50.11%
LVHD Franklin U.S. Low Volatility High Dividend Index ETF	14.62%	7.50%	10.18%	-0.95%	-1.82%	26.90%

Correlation

The correlation between IONQ and LVHD is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.09
Correlation (3Y) Calculated over the trailing 3-year period	0.10
Correlation (5Y) Calculated over the trailing 5-year period	0.15
Correlation (All Time) Calculated using the full available price history since Jan 4, 2021	0.15

The correlation between IONQ and LVHD shifts across timeframes, from -0.09 (1 year) to 0.15 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

IONQ vs. LVHD — Risk / Return Rank

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

IONQ

IONQ Risk / Return Rank: 38
IONQ Sharpe Ratio Rank: 36
IONQ Sortino Ratio Rank: 42
IONQ Omega Ratio Rank: 40
IONQ Calmar Ratio Rank: 35
IONQ Martin Ratio Rank: 35

LVHD

LVHD Risk / Return Rank: 60
LVHD Sharpe Ratio Rank: 60
LVHD Sortino Ratio Rank: 65
LVHD Omega Ratio Rank: 55
LVHD Calmar Ratio Rank: 67
LVHD Martin Ratio Rank: 50

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.

IONQ vs. LVHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IonQ, Inc. (IONQ) and Franklin U.S. Low Volatility High Dividend Index ETF (LVHD). 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.

	IONQ	LVHD	Difference
Sharpe ratio: Return per unit of total volatility	-0.21	1.61	-1.81
Sortino ratio: Return per unit of downside risk	0.36	2.42	-2.06
Omega ratio: Gain probability vs. loss probability	1.04	1.28	-0.24
Calmar ratio: Return relative to maximum drawdown	-0.29	2.71	-3.00
Martin ratio: Return relative to average drawdown	-0.50	6.72	-7.22

IONQ vs. LVHD - Sharpe Ratio Comparison

The current IONQ Sharpe Ratio is -0.21, which is lower than the LVHD Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of IONQ and LVHD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

IONQ vs. LVHD - Drawdown Comparison

The maximum IONQ drawdown since its inception was -90.00%, which is greater than LVHD's maximum drawdown of -37.32%. Use the drawdown chart below to compare losses from any high point for IONQ and LVHD.

Drawdown Indicators

	IONQ	LVHD	Difference
Max Drawdown Largest peak-to-trough decline	-90.00%	-37.32%	-52.68%
Max Drawdown (1Y) Largest decline over 1 year	-67.61%	-6.17%	-61.44%
Max Drawdown (3Y) Largest decline over 3 years	-67.61%	-14.29%	-53.32%
Max Drawdown (5Y) Largest decline over 5 years	-90.00%	-16.75%	-73.25%
Max Drawdown (10Y) Largest decline over 10 years	—	-37.32%	—
Current Drawdown Current decline from peak	-57.24%	0.00%	-57.24%
Average Drawdown Average peak-to-trough decline	-50.71%	-4.02%	-46.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	39.10%	2.49%	+36.61%

Volatility

IONQ vs. LVHD - Volatility Comparison

IonQ, Inc. (IONQ) has a higher volatility of 20.64% compared to Franklin U.S. Low Volatility High Dividend Index ETF (LVHD) at 4.92%. This indicates that IONQ's price experiences larger fluctuations and is considered to be riskier than LVHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IONQ	LVHD	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.64%	4.92%	+15.72%
Volatility (6M) Calculated over the trailing 6-month period	69.10%	8.10%	+61.00%
Volatility (1Y) Calculated over the trailing 1-year period	93.89%	10.44%	+83.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	101.12%	13.02%	+88.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	97.30%	15.56%	+81.74%

Dividends

IONQ vs. LVHD - Dividend Comparison

IONQ has not paid dividends to shareholders, while LVHD's dividend yield for the trailing twelve months is around 3.17%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
IONQ IonQ, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
LVHD Franklin U.S. Low Volatility High Dividend Index ETF	3.17%	3.35%	4.23%	3.55%	3.30%	2.56%	3.27%	3.30%	3.82%	3.33%	2.48%

Frequently Asked Questions

Can I hold both IONQ and LVHD in my portfolio?

IONQ and LVHD have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IONQ or LVHD?

IONQ has higher volatility (20.64%) compared to LVHD (4.92%). In terms of maximum drawdown, IONQ dropped -90.00% vs LVHD's -37.32%.

Which has better risk-adjusted returns?

LVHD currently has the higher Sharpe Ratio (1.61 vs -0.21), 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.