IONQ vs. QTUM
IONQ (IonQ, Inc.) is a stock, while QTUM (Defiance Quantum ETF) is Technology Equities fund tracking the BlueStar Machine Learning and Quantum Computing Index. Over the past 5 years, IONQ returned 32.49%/yr vs 26.92%/yr for QTUM. A 0.60 correlation means they provide meaningful diversification when combined.
Performance
IONQ vs. QTUM - Performance Comparison
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Returns By Period
In the year-to-date period, IONQ achieves a -4.48% return, which is significantly lower than QTUM's 41.37% return.
IONQ
- 1D
- -4.27%
- 1M
- -25.91%
- 6M
- -13.33%
- YTD
- -4.48%
- 1Y
- 2.51%
- 3Y*
- 45.69%
- 5Y*
- 32.49%
- 10Y*
- —
QTUM
- 1D
- -0.71%
- 1M
- -4.08%
- 6M
- 33.03%
- YTD
- 41.37%
- 1Y
- 69.29%
- 3Y*
- 46.36%
- 5Y*
- 26.92%
- 10Y*
- —
IONQ vs. QTUM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
IONQ IonQ, Inc. | -4.48% | 7.42% | 237.13% | 259.13% | -79.34% | 50.11% |
QTUM Defiance Quantum ETF | 41.37% | 36.65% | 50.54% | 39.86% | -28.80% | 35.18% |
Correlation
The correlation between IONQ and QTUM is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2021 | 0.60 |
The correlation between IONQ and QTUM has been stable across timeframes, ranging from 0.60 to 0.63 - a consistent structural relationship.
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Return for Risk
IONQ vs. QTUM — Risk / Return Rank
IONQ
QTUM
IONQ vs. QTUM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for IonQ, Inc. (IONQ) and Defiance Quantum ETF (QTUM). 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 | QTUM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.31 | ||
| Sortino ratioReturn per unit of downside risk | -2.16 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.36 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.10 | 4.41 | -4.51 |
| Martin ratioReturn relative to average drawdown | -0.17 | 14.97 | -15.14 |
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Drawdowns
IONQ vs. QTUM - Drawdown Comparison
The maximum IONQ drawdown since its inception was -90.00%, which is greater than QTUM's maximum drawdown of -38.45%. Use the drawdown chart below to compare losses from any high point for IONQ and QTUM.
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Drawdown Indicators
| IONQ | QTUM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.00% | -38.45% | -51.55% |
Max Drawdown (1Y)Largest decline over 1 year | -67.61% | -15.26% | -52.35% |
Max Drawdown (3Y)Largest decline over 3 years | -67.61% | -25.39% | -42.22% |
Max Drawdown (5Y)Largest decline over 5 years | -90.00% | -38.45% | -51.55% |
Current DrawdownCurrent decline from peak | -47.79% | -8.32% | -39.47% |
Average DrawdownAverage peak-to-trough decline | -50.70% | -8.21% | -42.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 38.51% | 4.49% | +34.02% |
Volatility
IONQ vs. QTUM - Volatility Comparison
IonQ, Inc. (IONQ) has a higher volatility of 20.26% compared to Defiance Quantum ETF (QTUM) at 12.79%. This indicates that IONQ's price experiences larger fluctuations and is considered to be riskier than QTUM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IONQ | QTUM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.26% | 12.79% | +7.47% |
Volatility (6M)Calculated over the trailing 6-month period | 68.19% | 24.81% | +43.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 93.55% | 30.13% | +63.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 100.93% | 27.38% | +73.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 97.29% | 27.55% | +69.74% |
Dividends
IONQ vs. QTUM - Dividend Comparison
IONQ has not paid dividends to shareholders, while QTUM's dividend yield for the trailing twelve months is around 0.76%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
IONQ IonQ, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QTUM Defiance Quantum ETF | 0.76% | 1.01% | 0.61% | 0.81% | 1.46% | 0.48% | 0.42% | 0.61% | 0.21% |
Frequently Asked Questions
IONQ and QTUM have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IONQ has higher volatility (20.26%) compared to QTUM (12.79%). In terms of maximum drawdown, IONQ dropped -90.00% vs QTUM's -38.45%.
QTUM currently has the higher Sharpe Ratio (2.23 vs -0.07), 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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