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QBTS vs. QTUM-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

QBTS vs. QTUM-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in D-Wave Quantum Inc (QBTS) and QTUM (QTUM-USD). 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 5.70% return, which is significantly higher than QTUM-USD's -42.81% return.


QBTS

1D
0.33%
1M
28.32%
YTD
5.70%
6M
-3.79%
1Y
55.11%
3Y*
149.95%
5Y*
10Y*

QTUM-USD

1D
-5.62%
1M
-14.54%
YTD
-42.81%
6M
-48.79%
1Y
-62.69%
3Y*
-32.30%
5Y*
-41.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QBTS vs. QTUM-USD - Yearly Performance Comparison


2026 (YTD)2025202420232022
QBTS
D-Wave Quantum Inc
5.70%211.31%854.44%-38.88%-85.60%
QTUM-USD
QTUM
-42.81%-55.51%-19.33%103.93%-56.13%

Correlation

The correlation between QBTS and QTUM-USD is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.18

Correlation (All Time)
Calculated using the full available price history since Aug 9, 2022

0.15

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Return for Risk

QBTS vs. QTUM-USD — Risk / Return Rank

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

QBTS
QBTS Risk / Return Rank: 6161
Overall Rank
QBTS Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
QBTS Sortino Ratio Rank: 6868
Sortino Ratio Rank
QBTS Omega Ratio Rank: 6161
Omega Ratio Rank
QBTS Calmar Ratio Rank: 5959
Calmar Ratio Rank
QBTS Martin Ratio Rank: 5656
Martin Ratio Rank

QTUM-USD
QTUM-USD Risk / Return Rank: 3838
Overall Rank
QTUM-USD Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
QTUM-USD Sortino Ratio Rank: 3737
Sortino Ratio Rank
QTUM-USD Omega Ratio Rank: 3737
Omega Ratio Rank
QTUM-USD Calmar Ratio Rank: 4141
Calmar Ratio Rank
QTUM-USD Martin Ratio Rank: 4040
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. QTUM-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for D-Wave Quantum Inc (QBTS) and QTUM (QTUM-USD). 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.


QBTSQTUM-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.30

Sortino ratioReturn per unit of downside risk

+2.74

Omega ratioGain probability vs. loss probability

1.17

0.89

+0.28

Calmar ratioReturn relative to maximum drawdown

0.78

-0.83

+1.61

Martin ratioReturn relative to average drawdown

1.37

-1.24

+2.61

QBTS vs. QTUM-USD - Sharpe Ratio Comparison

The current QBTS Sharpe Ratio is 0.51, which is higher than the QTUM-USD Sharpe Ratio of -0.78. The chart below compares the historical Sharpe Ratios of QBTS and QTUM-USD, 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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Sharpe Ratios by Period


QBTSQTUM-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

-0.78

+1.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

-0.23

+0.43

Drawdowns

QBTS vs. QTUM-USD - Drawdown Comparison

The maximum QBTS drawdown since its inception was -96.67%, roughly equal to the maximum QTUM-USD drawdown of -99.19%. Use the drawdown chart below to compare losses from any high point for QBTS and QTUM-USD.


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Drawdown Indicators


QBTSQTUM-USDDifference

Max Drawdown

Largest peak-to-trough decline

-96.67%

-99.19%

+2.52%

Max Drawdown (1Y)

Largest decline over 1 year

-71.01%

-75.30%

+4.29%

Max Drawdown (3Y)

Largest decline over 3 years

-79.17%

-86.58%

+7.41%

Max Drawdown (5Y)

Largest decline over 5 years

-95.70%

Current Drawdown

Current decline from peak

-38.28%

-99.19%

+60.91%

Average Drawdown

Average peak-to-trough decline

-65.84%

-93.28%

+27.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

40.31%

50.12%

-9.81%

Volatility

QBTS vs. QTUM-USD - Volatility Comparison

D-Wave Quantum Inc (QBTS) has a higher volatility of 41.11% compared to QTUM (QTUM-USD) at 18.03%. This indicates that QBTS's price experiences larger fluctuations and is considered to be riskier than QTUM-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QBTSQTUM-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

41.11%

18.03%

+23.08%

Volatility (6M)

Calculated over the trailing 6-month period

77.00%

50.15%

+26.85%

Volatility (1Y)

Calculated over the trailing 1-year period

108.10%

66.53%

+41.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

151.12%

78.39%

+72.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

151.12%

99.43%

+51.69%

Frequently Asked Questions


QBTS and QTUM-USD have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QBTS has higher volatility (41.11%) compared to QTUM-USD (18.03%). In terms of maximum drawdown, QBTS dropped -96.67% vs QTUM-USD's -99.19%.

QBTS currently has the higher Sharpe Ratio (0.51 vs -0.78), 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

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