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QBTS vs. ESPO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QBTS vs. ESPO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in D-Wave Quantum Inc (QBTS) and VanEck Vectors Video Gaming and eSports ETF (ESPO). 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 higher than ESPO's -15.10% return.


QBTS

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

ESPO

1D
-0.29%
1M
-3.31%
YTD
-15.10%
6M
-16.17%
1Y
-14.92%
3Y*
16.96%
5Y*
5.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QBTS vs. ESPO - Yearly Performance Comparison


2026 (YTD)2025202420232022
QBTS
D-Wave Quantum Inc
-10.63%211.31%854.44%-38.88%-83.96%
ESPO
VanEck Vectors Video Gaming and eSports ETF
-15.10%25.79%47.61%33.64%-16.25%

Correlation

The correlation between QBTS and ESPO is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.37

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

0.32

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Return for Risk

QBTS vs. ESPO — 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

ESPO
ESPO Risk / Return Rank: 44
Overall Rank
ESPO Sharpe Ratio Rank: 33
Sharpe Ratio Rank
ESPO Sortino Ratio Rank: 44
Sortino Ratio Rank
ESPO Omega Ratio Rank: 44
Omega Ratio Rank
ESPO Calmar Ratio Rank: 55
Calmar Ratio Rank
ESPO Martin Ratio Rank: 55
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. ESPO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for D-Wave Quantum Inc (QBTS) and VanEck Vectors Video Gaming and eSports ETF (ESPO). 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.


QBTSESPODifference
Sharpe ratioReturn per unit of total volatility

+1.23

Sortino ratioReturn per unit of downside risk

+2.50

Omega ratioGain probability vs. loss probability

1.16

0.88

+0.28

Calmar ratioReturn relative to maximum drawdown

0.67

-0.54

+1.21

Martin ratioReturn relative to average drawdown

1.16

-0.94

+2.10

QBTS vs. ESPO - Sharpe Ratio Comparison

The current QBTS Sharpe Ratio is 0.44, which is higher than the ESPO Sharpe Ratio of -0.80. The chart below compares the historical Sharpe Ratios of QBTS and ESPO, 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. ESPO - Drawdown Comparison

The maximum QBTS drawdown since its inception was -96.67%, which is greater than ESPO's maximum drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for QBTS and ESPO.


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Drawdown Indicators


QBTSESPODifference

Max Drawdown

Largest peak-to-trough decline

-96.67%

-50.99%

-45.68%

Max Drawdown (1Y)

Largest decline over 1 year

-71.01%

-27.81%

-43.20%

Max Drawdown (3Y)

Largest decline over 3 years

-79.17%

-27.81%

-51.36%

Max Drawdown (5Y)

Largest decline over 5 years

-48.33%

Current Drawdown

Current decline from peak

-47.81%

-27.19%

-20.62%

Average Drawdown

Average peak-to-trough decline

-65.66%

-15.06%

-50.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

40.64%

15.95%

+24.69%

Volatility

QBTS vs. ESPO - Volatility Comparison

D-Wave Quantum Inc (QBTS) has a higher volatility of 42.66% compared to VanEck Vectors Video Gaming and eSports ETF (ESPO) at 4.42%. This indicates that QBTS's price experiences larger fluctuations and is considered to be riskier than ESPO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QBTSESPODifference

Volatility (1M)

Calculated over the trailing 1-month period

42.66%

4.42%

+38.24%

Volatility (6M)

Calculated over the trailing 6-month period

76.89%

14.67%

+62.22%

Volatility (1Y)

Calculated over the trailing 1-year period

108.46%

18.83%

+89.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

150.99%

25.10%

+125.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

150.99%

25.71%

+125.28%

Dividends

QBTS vs. ESPO - Dividend Comparison

QBTS has not paid dividends to shareholders, while ESPO's dividend yield for the trailing twelve months is around 1.47%.


PositionTTM20252024202320222021202020192018
ESPO
VanEck Vectors Video Gaming and eSports ETF
1.47%1.24%0.44%0.96%0.91%3.36%0.12%0.22%0.04%
QBTS
D-Wave Quantum Inc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QBTS and ESPO have a correlation of 0.38, 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 ESPO (4.42%). In terms of maximum drawdown, QBTS dropped -96.67% vs ESPO's -50.99%.

QBTS currently has the higher Sharpe Ratio (0.44 vs -0.80), 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 ESPO

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