PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
QUBT vs. IVV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QUBT and IVV is 0.22, 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

QUBT vs. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Quantum Computing, Inc. (QUBT) and iShares Core S&P 500 ETF (IVV). The values are adjusted to include any dividend payments, if applicable.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%AugustSeptemberOctoberNovemberDecember2025
946.74%
3.76%
QUBT
IVV

Key characteristics

Sharpe Ratio

QUBT:

4.05

IVV:

1.89

Sortino Ratio

QUBT:

4.22

IVV:

2.53

Omega Ratio

QUBT:

1.62

IVV:

1.35

Calmar Ratio

QUBT:

8.55

IVV:

2.84

Martin Ratio

QUBT:

23.20

IVV:

11.93

Ulcer Index

QUBT:

35.93%

IVV:

2.00%

Daily Std Dev

QUBT:

206.20%

IVV:

12.69%

Max Drawdown

QUBT:

-97.53%

IVV:

-55.25%

Current Drawdown

QUBT:

-71.07%

IVV:

-3.89%

Returns By Period

In the year-to-date period, QUBT achieves a -55.11% return, which is significantly lower than IVV's -0.63% return.


QUBT

YTD

-55.11%

1M

10.81%

6M

946.48%

1Y

834.59%

5Y*

24.00%

10Y*

N/A

IVV

YTD

-0.63%

1M

-3.33%

6M

3.76%

1Y

23.81%

5Y*

13.79%

10Y*

13.24%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

QUBT vs. IVV — Risk-Adjusted Performance Rank

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

QUBT
The Risk-Adjusted Performance Rank of QUBT is 9898
Overall Rank
The Sharpe Ratio Rank of QUBT is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of QUBT is 9797
Sortino Ratio Rank
The Omega Ratio Rank of QUBT is 9797
Omega Ratio Rank
The Calmar Ratio Rank of QUBT is 9999
Calmar Ratio Rank
The Martin Ratio Rank of QUBT is 9898
Martin Ratio Rank

IVV
The Risk-Adjusted Performance Rank of IVV is 8282
Overall Rank
The Sharpe Ratio Rank of IVV is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of IVV is 7979
Sortino Ratio Rank
The Omega Ratio Rank of IVV is 8181
Omega Ratio Rank
The Calmar Ratio Rank of IVV is 8282
Calmar Ratio Rank
The Martin Ratio Rank of IVV is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

QUBT vs. IVV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Quantum Computing, Inc. (QUBT) and iShares Core S&P 500 ETF (IVV). 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 QUBT, currently valued at 4.05, compared to the broader market-2.000.002.004.051.89
The chart of Sortino ratio for QUBT, currently valued at 4.22, compared to the broader market-4.00-2.000.002.004.004.222.53
The chart of Omega ratio for QUBT, currently valued at 1.62, compared to the broader market0.501.001.502.001.621.35
The chart of Calmar ratio for QUBT, currently valued at 8.55, compared to the broader market0.002.004.006.008.552.84
The chart of Martin ratio for QUBT, currently valued at 23.20, compared to the broader market0.0010.0020.0023.2011.93
QUBT
IVV

The current QUBT Sharpe Ratio is 4.05, which is higher than the IVV Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of QUBT and IVV, 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 Ratio0.005.0010.0015.00AugustSeptemberOctoberNovemberDecember2025
4.05
1.89
QUBT
IVV

Dividends

QUBT vs. IVV - Dividend Comparison

QUBT has not paid dividends to shareholders, while IVV's dividend yield for the trailing twelve months is around 1.31%.


TTM20242023202220212020201920182017201620152014
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%
IVV
iShares Core S&P 500 ETF
1.31%1.30%1.44%1.66%1.20%1.57%1.99%2.21%1.75%2.01%2.27%1.83%

Drawdowns

QUBT vs. IVV - Drawdown Comparison

The maximum QUBT drawdown since its inception was -97.53%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for QUBT and IVV. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-71.07%
-3.89%
QUBT
IVV

Volatility

QUBT vs. IVV - Volatility Comparison

Quantum Computing, Inc. (QUBT) has a higher volatility of 122.03% compared to iShares Core S&P 500 ETF (IVV) at 4.57%. This indicates that QUBT's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%100.00%120.00%AugustSeptemberOctoberNovemberDecember2025
122.03%
4.57%
QUBT
IVV
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab