QUBT vs. HLX
QUBT (Quantum Computing, Inc.) and HLX (Helix Energy Solutions Group, Inc.) are both stocks. QUBT operates in Computer Hardware (Technology), while HLX operates in Oil & Gas Equipment & Services (Energy). Over the past 5 years, QUBT returned 14.81%/yr vs 8.54%/yr for HLX. At a 0.09 correlation, their price movements are largely independent.
Performance
QUBT vs. HLX - Performance Comparison
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Returns By Period
In the year-to-date period, QUBT achieves a 9.06% return, which is significantly lower than HLX's 55.18% return.
QUBT
- 1D
- -0.09%
- 1M
- 17.05%
- YTD
- 9.06%
- 6M
- -17.60%
- 1Y
- -12.78%
- 3Y*
- 106.00%
- 5Y*
- 14.81%
- 10Y*
- —
HLX
- 1D
- 1.99%
- 1M
- -5.17%
- YTD
- 55.18%
- 6M
- 29.56%
- 1Y
- 48.78%
- 3Y*
- 11.55%
- 5Y*
- 8.54%
- 10Y*
- 1.36%
QUBT vs. HLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
QUBT Quantum Computing, Inc. | 9.06% | -38.01% | 1,712.51% | -39.53% | -55.72% | -75.83% | 370.33% | 0.00% | -42.31% |
HLX Helix Energy Solutions Group, Inc. | 55.18% | -32.73% | -9.34% | 39.30% | 136.54% | -25.71% | -56.39% | 78.00% | -45.85% |
Correlation
The correlation between QUBT and HLX is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2018 | 0.09 |
Fundamentals
QUBT:
$2.51B
HLX:
$1.43B
QUBT:
-$0.21
HLX:
$0.10
QUBT:
483.00
HLX:
1.11
QUBT:
1.57
HLX:
0.88
QUBT:
$4.33M
HLX:
$1.30B
QUBT:
-$667.00K
HLX:
$140.43M
QUBT:
-$52.52M
HLX:
$178.55M
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Return for Risk
QUBT vs. HLX — Risk / Return Rank
QUBT
HLX
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 ratioReturn per unit of total volatility | -1.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.93 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.21 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.17 | 2.35 | -2.53 |
| Martin ratioReturn relative to average drawdown | -0.27 | 4.88 | -5.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QUBT | HLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.12 | 1.03 | -1.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 0.17 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.02 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.06 | 0.04 | +0.02 |
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.
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Drawdown Indicators
| QUBT | HLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.53% | -97.87% | +0.34% |
Max Drawdown (1Y)Largest decline over 1 year | -74.37% | -20.83% | -53.54% |
Max Drawdown (3Y)Largest decline over 3 years | -82.40% | -55.54% | -26.86% |
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 DrawdownCurrent decline from peak | -56.43% | -79.23% | +22.80% |
Average DrawdownAverage peak-to-trough decline | -72.98% | -55.20% | -17.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 47.80% | 10.03% | +37.77% |
Volatility
QUBT vs. HLX - Volatility Comparison
Quantum Computing, Inc. (QUBT) has a higher volatility of 36.09% compared to Helix Energy Solutions Group, Inc. (HLX) at 10.94%. 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.
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Volatility by Period
| QUBT | HLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 36.09% | 10.94% | +25.15% |
Volatility (6M)Calculated over the trailing 6-month period | 67.55% | 34.05% | +33.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 107.46% | 47.54% | +59.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 133.09% | 51.52% | +81.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 177.72% | 65.73% | +111.99% |
Dividends
QUBT vs. HLX - Dividend Comparison
Neither QUBT nor HLX has paid dividends to shareholders.
Financials
QUBT vs. HLX - Financials Comparison
This section allows you to compare key financial metrics between Quantum Computing, Inc. and Helix Energy Solutions Group, 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
QUBT and HLX have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QUBT has higher volatility (36.09%) compared to HLX (10.94%). In terms of maximum drawdown, QUBT dropped -97.53% vs HLX's -97.87%.
HLX currently has the higher Sharpe Ratio (1.03 vs -0.12), 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.
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