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IONQ vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

IONQ vs. ^GSPC

Last updated May 15, 2025

Compare and contrast key facts about IonQ, Inc. (IONQ) and S&P 500 (^GSPC).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IONQ or ^GSPC.

Correlation

The correlation between IONQ and ^GSPC is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

IONQ vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IonQ, Inc. (IONQ) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

IONQ:

2.19

^GSPC:

0.63

Sortino Ratio

IONQ:

2.87

^GSPC:

1.04

Omega Ratio

IONQ:

1.37

^GSPC:

1.15

Calmar Ratio

IONQ:

3.60

^GSPC:

0.68

Martin Ratio

IONQ:

10.01

^GSPC:

2.59

Ulcer Index

IONQ:

28.33%

^GSPC:

4.94%

Daily Std Dev

IONQ:

121.39%

^GSPC:

19.64%

Max Drawdown

IONQ:

-90.00%

^GSPC:

-56.78%

Current Drawdown

IONQ:

-34.58%

^GSPC:

-4.09%

Returns By Period

In the year-to-date period, IONQ achieves a -20.01% return, which is significantly lower than ^GSPC's 0.19% return.

IONQ

YTD

-20.01%

1M

31.79%

6M

24.85%

1Y

262.36%

5Y*

N/A

10Y*

N/A

^GSPC

YTD

0.19%

1M

9.00%

6M

-1.55%

1Y

12.31%

5Y*

15.59%

10Y*

10.78%

*Annualized

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Risk-Adjusted Performance

IONQ vs. ^GSPC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IONQ
The Risk-Adjusted Performance Rank of IONQ is 9595
Overall Rank
The Sharpe Ratio Rank of IONQ is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of IONQ is 9494
Sortino Ratio Rank
The Omega Ratio Rank of IONQ is 9292
Omega Ratio Rank
The Calmar Ratio Rank of IONQ is 9898
Calmar Ratio Rank
The Martin Ratio Rank of IONQ is 9595
Martin Ratio Rank
^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 7373
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6868
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 7878
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 7676
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IONQ vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for IonQ, Inc. (IONQ) and S&P 500 (^GSPC). 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 2.19, which is higher than the ^GSPC Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of IONQ and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Drawdowns

IONQ vs. ^GSPC - Drawdown Comparison

The maximum IONQ drawdown since its inception was -90.00%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for IONQ and ^GSPC. For additional features, visit the drawdowns tool.

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Volatility

IONQ vs. ^GSPC - Volatility Comparison

IonQ, Inc. (IONQ) has a higher volatility of 21.08% compared to S&P 500 (^GSPC) at 6.15%. This indicates that IONQ's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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