QUBT vs. IAI
QUBT (Quantum Computing, Inc.) is a stock, while IAI (iShares U.S. Broker-Dealers & Securities Exchanges ETF) is Financials Equities fund tracking the DJ US Select / Investment Services. Over the past 5 years, QUBT returned 9.88%/yr vs 14.44%/yr for IAI. At a 0.23 correlation, their price movements are largely independent.
Performance
QUBT vs. IAI - Performance Comparison
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Returns By Period
In the year-to-date period, QUBT achieves a -3.22% return, which is significantly lower than IAI's 3.17% return.
QUBT
- 1D
- 0.20%
- 1M
- -9.97%
- YTD
- -3.22%
- 6M
- -17.59%
- 1Y
- -43.29%
- 3Y*
- 77.69%
- 5Y*
- 9.88%
- 10Y*
- —
IAI
- 1D
- 1.83%
- 1M
- 3.22%
- YTD
- 3.17%
- 6M
- 2.78%
- 1Y
- 19.26%
- 3Y*
- 28.06%
- 5Y*
- 14.44%
- 10Y*
- 19.37%
QUBT vs. IAI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
QUBT Quantum Computing, Inc. | -3.22% | -38.01% | 1,712.51% | -39.53% | -55.72% | -75.83% | 370.33% | 0.00% | -42.31% |
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF | 3.17% | 25.80% | 34.37% | 15.27% | -10.87% | 40.48% | 18.61% | 24.26% | -13.39% |
Correlation
The correlation between QUBT and IAI is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Aug 1, 2018 | 0.23 |
Over the past year, QUBT and IAI have become more correlated (0.48) than their long-term average of 0.23, meaning their price movements have been converging.
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Return for Risk
QUBT vs. IAI — Risk / Return Rank
QUBT
IAI
QUBT vs. IAI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Quantum Computing, Inc. (QUBT) and iShares U.S. Broker-Dealers & Securities Exchanges ETF (IAI). 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.
| QUBT | IAI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.41 | ||
| Sortino ratioReturn per unit of downside risk | -1.51 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.18 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.58 | 1.17 | -1.75 |
| Martin ratioReturn relative to average drawdown | -0.89 | 3.33 | -4.22 |
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Drawdowns
QUBT vs. IAI - Drawdown Comparison
The maximum QUBT drawdown since its inception was -97.53%, which is greater than IAI's maximum drawdown of -75.46%. Use the drawdown chart below to compare losses from any high point for QUBT and IAI.
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Drawdown Indicators
| QUBT | IAI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.53% | -75.46% | -22.07% |
Max Drawdown (1Y)Largest decline over 1 year | -74.37% | -16.52% | -57.85% |
Max Drawdown (3Y)Largest decline over 3 years | -82.40% | -23.14% | -59.26% |
Max Drawdown (5Y)Largest decline over 5 years | -95.63% | -28.84% | -66.79% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.38% | — |
Current DrawdownCurrent decline from peak | -61.33% | -2.81% | -58.52% |
Average DrawdownAverage peak-to-trough decline | -72.90% | -22.63% | -50.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 48.67% | 5.80% | +42.87% |
Volatility
QUBT vs. IAI - Volatility Comparison
Quantum Computing, Inc. (QUBT) has a higher volatility of 33.55% compared to iShares U.S. Broker-Dealers & Securities Exchanges ETF (IAI) at 5.98%. This indicates that QUBT's price experiences larger fluctuations and is considered to be riskier than IAI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QUBT | IAI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 33.55% | 5.98% | +27.57% |
Volatility (6M)Calculated over the trailing 6-month period | 67.37% | 15.34% | +52.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 103.81% | 19.44% | +84.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 133.05% | 21.48% | +111.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 177.48% | 22.85% | +154.63% |
Dividends
QUBT vs. IAI - Dividend Comparison
QUBT has not paid dividends to shareholders, while IAI's dividend yield for the trailing twelve months is around 1.05%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF | 1.05% | 0.95% | 1.05% | 1.80% | 2.14% | 1.31% | 1.55% | 1.52% | 1.58% | 1.37% | 1.49% | 1.31% |
QUBT Quantum Computing, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
QUBT and IAI have a correlation of 0.48, 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 IAI (5.98%). In terms of maximum drawdown, QUBT dropped -97.53% vs IAI's -75.46%.
IAI currently has the higher Sharpe Ratio (1.00 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.
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