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QMCO vs. ARQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between QMCO and ARQQ is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

QMCO vs. ARQQ - Performance Comparison

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

-100.00%-95.00%-90.00%-85.00%-80.00%JulyAugustSeptemberOctoberNovemberDecember
-84.26%
-91.61%
QMCO
ARQQ

Key characteristics

Sharpe Ratio

QMCO:

0.92

ARQQ:

0.75

Sortino Ratio

QMCO:

3.27

ARQQ:

2.09

Omega Ratio

QMCO:

1.43

ARQQ:

1.25

Calmar Ratio

QMCO:

2.22

ARQQ:

0.98

Martin Ratio

QMCO:

4.56

ARQQ:

1.99

Ulcer Index

QMCO:

48.71%

ARQQ:

49.12%

Daily Std Dev

QMCO:

241.78%

ARQQ:

131.07%

Max Drawdown

QMCO:

-99.93%

ARQQ:

-99.60%

Current Drawdown

QMCO:

-99.48%

ARQQ:

-97.51%

Fundamentals

Market Cap

QMCO:

$95.08M

ARQQ:

$302.72M

EPS

QMCO:

-$11.50

ARQQ:

-$4.74

Total Revenue (TTM)

QMCO:

$285.24M

ARQQ:

$119.00K

Gross Profit (TTM)

QMCO:

$111.92M

ARQQ:

-$1.02M

EBITDA (TTM)

QMCO:

-$37.88M

ARQQ:

-$19.04M

Returns By Period

In the year-to-date period, QMCO achieves a 157.45% return, which is significantly higher than ARQQ's 100.00% return.


QMCO

YTD

157.45%

1M

447.87%

6M

52.55%

1Y

209.83%

5Y (annualized)

-32.36%

10Y (annualized)

-24.11%

ARQQ

YTD

100.00%

1M

199.24%

6M

156.22%

1Y

84.80%

5Y (annualized)

N/A

10Y (annualized)

N/A

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Risk-Adjusted Performance

QMCO vs. ARQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Quantum Corporation (QMCO) 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.


Sharpe ratio
The chart of Sharpe ratio for QMCO, currently valued at 0.92, compared to the broader market-4.00-2.000.002.000.920.75
The chart of Sortino ratio for QMCO, currently valued at 3.27, compared to the broader market-4.00-2.000.002.004.003.272.09
The chart of Omega ratio for QMCO, currently valued at 1.43, compared to the broader market0.501.001.502.001.431.25
The chart of Calmar ratio for QMCO, currently valued at 2.26, compared to the broader market0.002.004.006.002.260.98
The chart of Martin ratio for QMCO, currently valued at 4.56, compared to the broader market-10.000.0010.0020.0030.004.561.99
QMCO
ARQQ

The current QMCO Sharpe Ratio is 0.92, which is comparable to the ARQQ Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of QMCO and ARQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.92
0.75
QMCO
ARQQ

Dividends

QMCO vs. ARQQ - Dividend Comparison

Neither QMCO nor ARQQ has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

QMCO vs. ARQQ - Drawdown Comparison

The maximum QMCO drawdown since its inception was -99.93%, roughly equal to the maximum ARQQ drawdown of -99.60%. Use the drawdown chart below to compare losses from any high point for QMCO and ARQQ. For additional features, visit the drawdowns tool.


-100.00%-95.00%-90.00%-85.00%JulyAugustSeptemberOctoberNovemberDecember
-87.54%
-97.51%
QMCO
ARQQ

Volatility

QMCO vs. ARQQ - Volatility Comparison

Quantum Corporation (QMCO) has a higher volatility of 140.60% compared to Arqit Quantum Inc. (ARQQ) at 64.86%. This indicates that QMCO'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.


20.00%40.00%60.00%80.00%100.00%120.00%140.00%JulyAugustSeptemberOctoberNovemberDecember
140.60%
64.86%
QMCO
ARQQ

Financials

QMCO vs. ARQQ - Financials Comparison

This section allows you to compare key financial metrics between Quantum Corporation 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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