IONQ vs. MSFT

In the year-to-date period, IONQ achieves a -22.10% return, which is significantly lower than MSFT's 7.92% return.

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This table presents a comparison of risk-adjusted performance metrics for IonQ, Inc. (IONQ) and Microsoft Corporation (MSFT). 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.

The current IONQ Sharpe Ratio is 2.18, which is higher than the MSFT Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of IONQ and MSFT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

IONQ has not paid dividends to shareholders, while MSFT's dividend yield for the trailing twelve months is around 0.72%.

The maximum IONQ drawdown since its inception was -90.00%, which is greater than MSFT's maximum drawdown of -69.39%. Use the drawdown chart below to compare losses from any high point for IONQ and MSFT. For additional features, visit the drawdowns tool.

IonQ, Inc. (IONQ) has a higher volatility of 21.43% compared to Microsoft Corporation (MSFT) at 10.12%. This indicates that IONQ's price experiences larger fluctuations and is considered to be riskier than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between IonQ, Inc. and Microsoft Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.