QUBT vs. HLX

Last updated Apr 2, 2026

Compare and contrast key facts about Quantum Computing, Inc. (QUBT) and Helix Energy Solutions Group, Inc. (HLX).

Performance

QUBT vs. HLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Quantum Computing, Inc. (QUBT) and Helix Energy Solutions Group, Inc. (HLX). The values are adjusted to include any dividend payments, if applicable.

QUBT vs. HLX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
QUBT Quantum Computing, Inc.	-35.28%	-38.01%	1,712.51%	-39.53%	-55.72%	-75.83%	370.33%	0.00%	-42.31%
HLX Helix Energy Solutions Group, Inc.	49.44%	-32.73%	-9.34%	39.30%	136.54%	-25.71%	-56.39%	78.00%	-45.85%

Fundamentals

Market Cap QUBT : $1.43B HLX : $1.38B
EPS QUBT : -$0.11 HLX : $0.21
PS Ratio QUBT : 1.70K HLX : 1.08
PB Ratio QUBT : 0.90 HLX : 0.83
Total Revenue (TTM) QUBT : $682.00K HLX : $1.29B
Gross Profit (TTM) QUBT : $67.00K HLX : $159.14M
EBITDA (TTM) QUBT : -$36.20M HLX : $193.41M

Returns By Period

In the year-to-date period, QUBT achieves a -35.28% return, which is significantly lower than HLX's 49.44% return.

QUBT

• 1D: -3.07%
• 1M: -22.70%
• YTD: -35.28%
• 6M: -65.00%
• 1Y: -14.43%
• 3Y*: 71.78%
• 5Y*: -1.93%
• 10Y*: —

HLX

• 1D: -5.26%
• 1M: 0.64%
• YTD: 49.44%
• 6M: 40.48%
• 1Y: 10.50%
• 3Y*: 6.58%
• 5Y*: 12.16%
• 10Y*: 5.65%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

QUBT vs. HLX — Risk / Return Rank

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

QUBT

QUBT Risk / Return Rank: 38
QUBT Sharpe Ratio Rank: 34
QUBT Sortino Ratio Rank: 47
QUBT Omega Ratio Rank: 42
QUBT Calmar Ratio Rank: 34
QUBT Martin Ratio Rank: 34

HLX

HLX Risk / Return Rank: 47
HLX Sharpe Ratio Rank: 48
HLX Sortino Ratio Rank: 45
HLX Omega Ratio Rank: 44
HLX Calmar Ratio Rank: 50
HLX Martin Ratio Rank: 48

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. HLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Quantum Computing, Inc. (QUBT) and Helix Energy Solutions Group, Inc. (HLX). 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.

	QUBT	HLX	Difference
Sharpe ratio Return per unit of total volatility	-0.13	0.19	-0.32
Sortino ratio Return per unit of downside risk	0.70	0.65	+0.05
Omega ratio Gain probability vs. loss probability	1.07	1.09	-0.01
Calmar ratio Return relative to maximum drawdown	-0.23	0.39	-0.62
Martin ratio Return relative to average drawdown	-0.42	0.59	-1.01
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QUBT vs. HLX - Sharpe Ratio Comparison

The current QUBT Sharpe Ratio is -0.13, which is lower than the HLX Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of QUBT and HLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	QUBT	HLX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.13	0.19	-0.32
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.01	0.23	-0.25
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.09	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.02	0.04	-0.02

Correlation

The correlation between QUBT and HLX is 0.09, 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.

Dividends

QUBT vs. HLX - Dividend Comparison

Neither QUBT nor HLX has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

QUBT vs. HLX - Drawdown Comparison

The maximum QUBT drawdown since its inception was -97.53%, roughly equal to the maximum HLX drawdown of -97.87%. Use the drawdown chart below to compare losses from any high point for QUBT and HLX.

Drawdown Indicators

	QUBT	HLX	Difference
Max Drawdown Largest peak-to-trough decline	-97.53%	-97.87%	+0.34%
Max Drawdown (1Y) Largest decline over 1 year	-74.37%	-32.94%	-41.43%
Max Drawdown (5Y) Largest decline over 5 years	-95.63%	-61.66%	-33.97%
Max Drawdown (10Y) Largest decline over 10 years	—	-91.46%	—
Current Drawdown Current decline from peak	-74.14%	-80.00%	+5.86%
Average Drawdown Average peak-to-trough decline	-73.24%	-55.05%	-18.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	40.75%	21.44%	+19.31%

Volatility

QUBT vs. HLX - Volatility Comparison

Quantum Computing, Inc. (QUBT) has a higher volatility of 17.25% compared to Helix Energy Solutions Group, Inc. (HLX) at 10.83%. This indicates that QUBT's price experiences larger fluctuations and is considered to be riskier than HLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QUBT	HLX	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.25%	10.83%	+6.42%
Volatility (6M) Calculated over the trailing 6-month period	70.90%	35.22%	+35.68%
Volatility (1Y) Calculated over the trailing 1-year period	114.38%	54.38%	+60.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	134.20%	52.42%	+81.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	179.10%	66.29%	+112.81%

Financials