IONQ vs. USFR
IONQ (IonQ, Inc.) is a stock, while USFR (WisdomTree Floating Rate Treasury Fund) is Government Bonds fund tracking the Bloomberg U.S. Treasury Floating Rate Bond Index. Over the past 5 years, IONQ returned 30.86%/yr vs 3.75%/yr for USFR. At a correlation of -0.00, they often move in opposite directions.
Performance
IONQ vs. USFR - Performance Comparison
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Returns By Period
In the year-to-date period, IONQ achieves a -13.35% return, which is significantly lower than USFR's 2.05% return.
IONQ
- 1D
- -9.29%
- 1M
- -32.79%
- 6M
- -23.69%
- YTD
- -13.35%
- 1Y
- -7.01%
- 3Y*
- 42.10%
- 5Y*
- 30.86%
- 10Y*
- —
USFR
- 1D
- 0.04%
- 1M
- 0.32%
- 6M
- 1.94%
- YTD
- 2.05%
- 1Y
- 3.98%
- 3Y*
- 4.71%
- 5Y*
- 3.75%
- 10Y*
- 2.50%
IONQ vs. USFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
IONQ IonQ, Inc. | -13.35% | 7.42% | 237.13% | 259.13% | -79.34% | 50.11% |
USFR WisdomTree Floating Rate Treasury Fund | 2.05% | 4.23% | 5.47% | 5.18% | 1.98% | -0.03% |
Correlation
The correlation between IONQ and USFR is -0.08, 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 | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.00 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2021 | -0.00 |
The correlation between IONQ and USFR shifts across timeframes, from -0.08 (1 year) to 0.05 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
IONQ vs. USFR — Risk / Return Rank
IONQ
USFR
IONQ vs. USFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for IonQ, Inc. (IONQ) and WisdomTree Floating Rate Treasury Fund (USFR). 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 | USFR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -14.91 | ||
| Sortino ratioReturn per unit of downside risk | -51.06 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 14.08 | -13.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.10 | 200.62 | -200.73 |
| Martin ratioReturn relative to average drawdown | -0.18 | 801.27 | -801.45 |
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Drawdowns
IONQ vs. USFR - Drawdown Comparison
The maximum IONQ drawdown since its inception was -90.00%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for IONQ and USFR.
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Drawdown Indicators
| IONQ | USFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.00% | -1.36% | -88.64% |
Max Drawdown (1Y)Largest decline over 1 year | -67.61% | -0.02% | -67.59% |
Max Drawdown (3Y)Largest decline over 3 years | -67.61% | -0.06% | -67.55% |
Max Drawdown (5Y)Largest decline over 5 years | -90.00% | -0.18% | -89.82% |
Max Drawdown (10Y)Largest decline over 10 years | — | -0.80% | — |
Current DrawdownCurrent decline from peak | -52.64% | 0.00% | -52.64% |
Average DrawdownAverage peak-to-trough decline | -50.70% | -0.15% | -50.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 38.64% | 0.00% | +38.64% |
Volatility
IONQ vs. USFR - Volatility Comparison
IonQ, Inc. (IONQ) has a higher volatility of 21.88% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.07%. This indicates that IONQ's price experiences larger fluctuations and is considered to be riskier than USFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IONQ | USFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.88% | 0.07% | +21.81% |
Volatility (6M)Calculated over the trailing 6-month period | 68.85% | 0.19% | +68.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 93.77% | 0.27% | +93.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 101.06% | 0.39% | +100.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 97.34% | 0.77% | +96.57% |
Dividends
IONQ vs. USFR - Dividend Comparison
IONQ has not paid dividends to shareholders, while USFR's dividend yield for the trailing twelve months is around 3.83%.
| 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% |
USFR WisdomTree Floating Rate Treasury Fund | 3.83% | 4.15% | 5.17% | 5.12% | 1.78% | 0.01% | 0.40% | 2.08% | 1.67% | 1.03% | 0.29% |
Frequently Asked Questions
IONQ and USFR have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IONQ has higher volatility (21.88%) compared to USFR (0.07%). In terms of maximum drawdown, IONQ dropped -90.00% vs USFR's -1.36%.
USFR currently has the higher Sharpe Ratio (14.83 vs -0.08), 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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