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QBTS vs. BKLC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QBTS vs. BKLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in D-Wave Quantum Inc (QBTS) and BNY Mellon US Large Cap Core Equity ETF (BKLC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QBTS achieves a -10.63% return, which is significantly lower than BKLC's 9.04% return.


QBTS

1D
-1.89%
1M
9.00%
YTD
-10.63%
6M
-10.46%
1Y
47.17%
3Y*
123.62%
5Y*
10Y*

BKLC

1D
0.43%
1M
0.06%
YTD
9.04%
6M
9.42%
1Y
24.38%
3Y*
21.79%
5Y*
13.79%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QBTS vs. BKLC - Yearly Performance Comparison


2026 (YTD)2025202420232022
QBTS
D-Wave Quantum Inc
-10.63%211.31%854.44%-38.88%-83.96%
BKLC
BNY Mellon US Large Cap Core Equity ETF
9.04%18.06%25.56%30.88%-7.83%

Correlation

The correlation between QBTS and BKLC is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

Correlation (3Y)
Calculated over the trailing 3-year period

0.40

Correlation (All Time)
Calculated using the full available price history since Aug 8, 2022

0.34

The correlation between QBTS and BKLC shifts across timeframes, from 0.34 (all time) to 0.46 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

QBTS vs. BKLC — Risk / Return Rank

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

QBTS
QBTS Risk / Return Rank: 6060
Overall Rank
QBTS Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
QBTS Sortino Ratio Rank: 6767
Sortino Ratio Rank
QBTS Omega Ratio Rank: 6262
Omega Ratio Rank
QBTS Calmar Ratio Rank: 5858
Calmar Ratio Rank
QBTS Martin Ratio Rank: 5555
Martin Ratio Rank

BKLC
BKLC Risk / Return Rank: 6868
Overall Rank
BKLC Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
BKLC Sortino Ratio Rank: 6565
Sortino Ratio Rank
BKLC Omega Ratio Rank: 6969
Omega Ratio Rank
BKLC Calmar Ratio Rank: 6262
Calmar Ratio Rank
BKLC Martin Ratio Rank: 7373
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.

QBTS vs. BKLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for D-Wave Quantum Inc (QBTS) and BNY Mellon US Large Cap Core Equity ETF (BKLC). 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.


QBTSBKLCDifference
Sharpe ratioReturn per unit of total volatility

-1.50

Sortino ratioReturn per unit of downside risk

-1.12

Omega ratioGain probability vs. loss probability

1.16

1.35

-0.19

Calmar ratioReturn relative to maximum drawdown

0.67

2.69

-2.02

Martin ratioReturn relative to average drawdown

1.16

11.95

-10.78

QBTS vs. BKLC - Sharpe Ratio Comparison

The current QBTS Sharpe Ratio is 0.44, which is lower than the BKLC Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of QBTS and BKLC, 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

QBTS vs. BKLC - Drawdown Comparison

The maximum QBTS drawdown since its inception was -96.67%, which is greater than BKLC's maximum drawdown of -26.14%. Use the drawdown chart below to compare losses from any high point for QBTS and BKLC.


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Drawdown Indicators


QBTSBKLCDifference

Max Drawdown

Largest peak-to-trough decline

-96.67%

-26.14%

-70.53%

Max Drawdown (1Y)

Largest decline over 1 year

-71.01%

-9.10%

-61.91%

Max Drawdown (3Y)

Largest decline over 3 years

-79.17%

-19.05%

-60.12%

Max Drawdown (5Y)

Largest decline over 5 years

-26.14%

Current Drawdown

Current decline from peak

-47.81%

-2.43%

-45.38%

Average Drawdown

Average peak-to-trough decline

-65.66%

-5.26%

-60.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

40.64%

2.05%

+38.59%

Volatility

QBTS vs. BKLC - Volatility Comparison

D-Wave Quantum Inc (QBTS) has a higher volatility of 42.66% compared to BNY Mellon US Large Cap Core Equity ETF (BKLC) at 4.60%. This indicates that QBTS's price experiences larger fluctuations and is considered to be riskier than BKLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QBTSBKLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

42.66%

4.60%

+38.06%

Volatility (6M)

Calculated over the trailing 6-month period

76.89%

9.87%

+67.02%

Volatility (1Y)

Calculated over the trailing 1-year period

108.46%

12.63%

+95.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

150.99%

17.23%

+133.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

150.99%

17.47%

+133.52%

Dividends

QBTS vs. BKLC - Dividend Comparison

QBTS has not paid dividends to shareholders, while BKLC's dividend yield for the trailing twelve months is around 1.03%.


PositionTTM202520242023202220212020
BKLC
BNY Mellon US Large Cap Core Equity ETF
1.03%1.05%1.22%1.35%1.64%1.10%0.84%
QBTS
D-Wave Quantum Inc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QBTS and BKLC have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QBTS has higher volatility (42.66%) compared to BKLC (4.60%). In terms of maximum drawdown, QBTS dropped -96.67% vs BKLC's -26.14%.

BKLC currently has the higher Sharpe Ratio (1.94 vs 0.44), 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 QBTS and BKLC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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