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QUBT vs. ARKF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QUBT vs. ARKF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Quantum Computing, Inc. (QUBT) and ARK Fintech Innovation ETF (ARKF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QUBT achieves a -3.22% return, which is significantly higher than ARKF's -18.31% return.


QUBT

1D
0.20%
1M
-9.97%
YTD
-3.22%
6M
-17.59%
1Y
-43.29%
3Y*
77.69%
5Y*
9.88%
10Y*

ARKF

1D
0.00%
1M
-5.76%
YTD
-18.31%
6M
-21.31%
1Y
-11.87%
3Y*
23.97%
5Y*
-5.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QUBT vs. ARKF - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
QUBT
Quantum Computing, Inc.
-3.22%-38.01%1,712.51%-39.53%-55.72%-75.83%370.33%-43.93%
ARKF
ARK Fintech Innovation ETF
-18.31%28.67%34.34%93.27%-65.07%-17.82%108.03%20.45%

Correlation

The correlation between QUBT and ARKF is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.54

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

0.48

Correlation (5Y)
Calculated over the trailing 5-year period

0.45

Correlation (All Time)
Calculated using the full available price history since Feb 4, 2019

0.34

Over the past year, QUBT and ARKF have become more correlated (0.54) than their long-term average of 0.34, meaning their price movements have been converging.

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Return for Risk

QUBT vs. ARKF — Risk / Return Rank

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

QUBT
QUBT Risk / Return Rank: 2626
Overall Rank
QUBT Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
QUBT Sortino Ratio Rank: 3030
Sortino Ratio Rank
QUBT Omega Ratio Rank: 3030
Omega Ratio Rank
QUBT Calmar Ratio Rank: 2222
Calmar Ratio Rank
QUBT Martin Ratio Rank: 2626
Martin Ratio Rank

ARKF
ARKF Risk / Return Rank: 77
Overall Rank
ARKF Sharpe Ratio Rank: 66
Sharpe Ratio Rank
ARKF Sortino Ratio Rank: 77
Sortino Ratio Rank
ARKF Omega Ratio Rank: 77
Omega Ratio Rank
ARKF Calmar Ratio Rank: 77
Calmar Ratio Rank
ARKF Martin Ratio Rank: 77
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.

QUBT vs. ARKF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Quantum Computing, Inc. (QUBT) and ARK Fintech Innovation ETF (ARKF). 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.


QUBTARKFDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

0.99

0.97

+0.03

Calmar ratioReturn relative to maximum drawdown

-0.58

-0.31

-0.27

Martin ratioReturn relative to average drawdown

-0.89

-0.57

-0.32

QUBT vs. ARKF - Sharpe Ratio Comparison

The current QUBT Sharpe Ratio is -0.42, which is comparable to the ARKF Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of QUBT and ARKF, 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

QUBT vs. ARKF - Drawdown Comparison

The maximum QUBT drawdown since its inception was -97.53%, which is greater than ARKF's maximum drawdown of -78.63%. Use the drawdown chart below to compare losses from any high point for QUBT and ARKF.


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Drawdown Indicators


QUBTARKFDifference

Max Drawdown

Largest peak-to-trough decline

-97.53%

-78.63%

-18.90%

Max Drawdown (1Y)

Largest decline over 1 year

-74.37%

-38.50%

-35.87%

Max Drawdown (3Y)

Largest decline over 3 years

-82.40%

-38.50%

-43.90%

Max Drawdown (5Y)

Largest decline over 5 years

-95.63%

-75.30%

-20.33%

Current Drawdown

Current decline from peak

-61.33%

-38.77%

-22.56%

Average Drawdown

Average peak-to-trough decline

-72.90%

-34.95%

-37.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

48.67%

21.00%

+27.67%

Volatility

QUBT vs. ARKF - Volatility Comparison

Quantum Computing, Inc. (QUBT) has a higher volatility of 33.55% compared to ARK Fintech Innovation ETF (ARKF) at 10.36%. This indicates that QUBT's price experiences larger fluctuations and is considered to be riskier than ARKF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QUBTARKFDifference

Volatility (1M)

Calculated over the trailing 1-month period

33.55%

10.36%

+23.19%

Volatility (6M)

Calculated over the trailing 6-month period

67.37%

25.14%

+42.23%

Volatility (1Y)

Calculated over the trailing 1-year period

103.81%

33.69%

+70.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

133.05%

42.87%

+90.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

177.48%

39.77%

+137.71%

Dividends

QUBT vs. ARKF - Dividend Comparison

QUBT has not paid dividends to shareholders, while ARKF's dividend yield for the trailing twelve months is around 0.11%.


PositionTTM2025202420232022202120202019
ARKF
ARK Fintech Innovation ETF
0.11%0.09%0.00%0.00%0.00%0.00%0.37%1.25%
QUBT
Quantum Computing, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QUBT and ARKF have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QUBT has higher volatility (33.55%) compared to ARKF (10.36%). In terms of maximum drawdown, QUBT dropped -97.53% vs ARKF's -78.63%.

ARKF currently has the higher Sharpe Ratio (-0.35 vs -0.42), 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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