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PRZO vs. ARQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PRZO vs. ARQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ParaZero Technologies Ltd. Ordinary Shares (PRZO) and Arqit Quantum Inc. (ARQQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PRZO achieves a -26.98% return, which is significantly higher than ARQQ's -37.84% return.


PRZO

1D
-3.06%
1M
7.50%
YTD
-26.98%
6M
-52.77%
1Y
-49.14%
3Y*
5Y*
10Y*

ARQQ

1D
-0.66%
1M
-1.66%
YTD
-37.84%
6M
-52.03%
1Y
-49.10%
3Y*
-28.53%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRZO vs. ARQQ - Yearly Performance Comparison


2026 (YTD)202520242023
PRZO
ParaZero Technologies Ltd. Ordinary Shares
-26.98%-59.85%185.59%-82.62%
ARQQ
Arqit Quantum Inc.
-37.84%-43.67%227.76%-59.49%

Correlation

The correlation between PRZO and ARQQ is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.43

Correlation (All Time)
Calculated using the full available price history since Jul 27, 2023

0.18

Over the past year, PRZO and ARQQ have become more correlated (0.43) than their long-term average of 0.18, meaning their price movements have been converging.

Fundamentals

Market Cap

PRZO:

$11.14M

ARQQ:

$225.50M

EPS

PRZO:

-$0.33

ARQQ:

-$4.72

PS Ratio

PRZO:

13.95

ARQQ:

151.77

PB Ratio

PRZO:

11.25

ARQQ:

7.91

Total Revenue (TTM)

PRZO:

$741.37K

ARQQ:

$1.43M

Gross Profit (TTM)

PRZO:

-$40.47K

ARQQ:

-$307.00K

EBITDA (TTM)

PRZO:

-$7.24M

ARQQ:

-$68.30M

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Return for Risk

PRZO vs. ARQQ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PRZO
PRZO Risk / Return Rank: 2424
Overall Rank
PRZO Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
PRZO Sortino Ratio Rank: 3030
Sortino Ratio Rank
PRZO Omega Ratio Rank: 3131
Omega Ratio Rank
PRZO Calmar Ratio Rank: 1919
Calmar Ratio Rank
PRZO Martin Ratio Rank: 1717
Martin Ratio Rank

ARQQ
ARQQ Risk / Return Rank: 2424
Overall Rank
ARQQ Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
ARQQ Sortino Ratio Rank: 2727
Sortino Ratio Rank
ARQQ Omega Ratio Rank: 2828
Omega Ratio Rank
ARQQ Calmar Ratio Rank: 2121
Calmar Ratio Rank
ARQQ Martin Ratio Rank: 2525
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PRZO vs. ARQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ParaZero Technologies Ltd. Ordinary Shares (PRZO) and Arqit Quantum Inc. (ARQQ). 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.


PRZOARQQDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.16

Omega ratioGain probability vs. loss probability

0.99

0.98

+0.02

Calmar ratioReturn relative to maximum drawdown

-0.64

-0.62

-0.02

Martin ratioReturn relative to average drawdown

-1.16

-0.91

-0.25

PRZO vs. ARQQ - Sharpe Ratio Comparison

The current PRZO Sharpe Ratio is -0.42, which is comparable to the ARQQ Sharpe Ratio of -0.47. The chart below compares the historical Sharpe Ratios of PRZO and ARQQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PRZO vs. ARQQ - Drawdown Comparison

The maximum PRZO drawdown since its inception was -88.53%, smaller than the maximum ARQQ drawdown of -99.60%. Use the drawdown chart below to compare losses from any high point for PRZO and ARQQ.


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Drawdown Indicators


PRZOARQQDifference

Max Drawdown

Largest peak-to-trough decline

-88.53%

-99.60%

+11.07%

Max Drawdown (1Y)

Largest decline over 1 year

-76.78%

-79.78%

+3.00%

Max Drawdown (3Y)

Largest decline over 3 years

-89.76%

Current Drawdown

Current decline from peak

-85.45%

-98.57%

+13.12%

Average Drawdown

Average peak-to-trough decline

-74.24%

-88.78%

+14.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

42.41%

53.78%

-11.37%

Volatility

PRZO vs. ARQQ - Volatility Comparison

ParaZero Technologies Ltd. Ordinary Shares (PRZO) has a higher volatility of 50.24% compared to Arqit Quantum Inc. (ARQQ) at 35.65%. This indicates that PRZO's price experiences larger fluctuations and is considered to be riskier than ARQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRZOARQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

50.24%

35.65%

+14.59%

Volatility (6M)

Calculated over the trailing 6-month period

91.31%

64.49%

+26.82%

Volatility (1Y)

Calculated over the trailing 1-year period

117.45%

104.65%

+12.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

174.37%

134.12%

+40.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

174.37%

134.12%

+40.25%

Dividends

PRZO vs. ARQQ - Dividend Comparison

Neither PRZO nor ARQQ has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

PRZO vs. ARQQ - Financials Comparison

This section allows you to compare key financial metrics between ParaZero Technologies Ltd. Ordinary Shares and Arqit Quantum Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


-4.00M-2.00M0.002.00M4.00M6.00MOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
208.21K
623.00K
(PRZO) Total Revenue
(ARQQ) Total Revenue
Values in USD except per share items

Frequently Asked Questions


PRZO and ARQQ have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PRZO has higher volatility (50.24%) compared to ARQQ (35.65%). In terms of maximum drawdown, PRZO dropped -88.53% vs ARQQ's -99.60%.

PRZO currently has the higher Sharpe Ratio (-0.42 vs -0.47), 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.

Portfolio Optimizer

Find the right allocation for PRZO and ARQQ

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