IONQ vs. MAGS
IONQ (IonQ, Inc.) is a stock, while MAGS (Roundhill Magnificent Seven ETF) is Technology Equities fund actively managed by Roundhill. Over the past 3 years, IONQ returned 75.90%/yr vs 31.29%/yr for MAGS. At a 0.41 correlation, their price movements are largely independent.
Performance
IONQ vs. MAGS - Performance Comparison
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Returns By Period
In the year-to-date period, IONQ achieves a 28.93% return, which is significantly higher than MAGS's -1.59% return.
IONQ
- 1D
- -0.24%
- 1M
- 4.69%
- YTD
- 28.93%
- 6M
- 14.90%
- 1Y
- 49.44%
- 3Y*
- 75.90%
- 5Y*
- 40.49%
- 10Y*
- —
MAGS
- 1D
- 0.00%
- 1M
- -7.97%
- YTD
- -1.59%
- 6M
- -0.43%
- 1Y
- 23.09%
- 3Y*
- 31.29%
- 5Y*
- —
- 10Y*
- —
IONQ vs. MAGS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
IONQ IonQ, Inc. | 28.93% | 7.42% | 237.13% | 80.88% |
MAGS Roundhill Magnificent Seven ETF | -1.59% | 22.99% | 63.97% | 35.74% |
Correlation
The correlation between IONQ and MAGS 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 | 0.40 |
Correlation (All Time) Calculated using the full available price history since Apr 11, 2023 | 0.41 |
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Return for Risk
IONQ vs. MAGS — Risk / Return Rank
IONQ
MAGS
IONQ vs. MAGS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for IonQ, Inc. (IONQ) and Roundhill Magnificent Seven ETF (MAGS). 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 | MAGS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.61 | ||
| Sortino ratioReturn per unit of downside risk | -0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.20 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.73 | 1.25 | -0.51 |
| Martin ratioReturn relative to average drawdown | 1.33 | 4.21 | -2.87 |
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Drawdowns
IONQ vs. MAGS - Drawdown Comparison
The maximum IONQ drawdown since its inception was -90.00%, which is greater than MAGS's maximum drawdown of -29.91%. Use the drawdown chart below to compare losses from any high point for IONQ and MAGS.
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Drawdown Indicators
| IONQ | MAGS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.00% | -29.91% | -60.09% |
Max Drawdown (1Y)Largest decline over 1 year | -67.61% | -18.62% | -48.99% |
Max Drawdown (3Y)Largest decline over 3 years | -67.61% | -29.91% | -37.70% |
Max Drawdown (5Y)Largest decline over 5 years | -90.00% | — | — |
Current DrawdownCurrent decline from peak | -29.53% | -8.50% | -21.03% |
Average DrawdownAverage peak-to-trough decline | -50.88% | -4.72% | -46.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 37.20% | 5.50% | +31.70% |
Volatility
IONQ vs. MAGS - Volatility Comparison
IonQ, Inc. (IONQ) has a higher volatility of 31.60% compared to Roundhill Magnificent Seven ETF (MAGS) at 5.86%. This indicates that IONQ's price experiences larger fluctuations and is considered to be riskier than MAGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IONQ | MAGS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 31.60% | 5.86% | +25.74% |
Volatility (6M)Calculated over the trailing 6-month period | 68.80% | 15.07% | +53.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 93.28% | 20.30% | +72.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 100.48% | 25.97% | +74.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 97.53% | 25.97% | +71.56% |
Dividends
IONQ vs. MAGS - Dividend Comparison
IONQ has not paid dividends to shareholders, while MAGS's dividend yield for the trailing twelve months is around 1.50%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
IONQ IonQ, Inc. | 0.00% | 0.00% | 0.00% | 0.00% |
MAGS Roundhill Magnificent Seven ETF | 1.50% | 1.48% | 0.81% | 0.44% |
Frequently Asked Questions
IONQ and MAGS 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.
IONQ has higher volatility (31.60%) compared to MAGS (5.86%). In terms of maximum drawdown, IONQ dropped -90.00% vs MAGS's -29.91%.
MAGS currently has the higher Sharpe Ratio (1.14 vs 0.53), 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.
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