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QUBT vs. IVV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

QUBT vs. IVV

Last updated Jun 4, 2026

QUBT (Quantum Computing, Inc.) is a stock, while IVV (iShares Core S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 5 years, QUBT returned 14.83%/yr vs 13.88%/yr for IVV. At a 0.26 correlation, their price movements are largely independent.

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.

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Returns By Period

In the year-to-date period, QUBT achieves a 9.16% return, which is significantly lower than IVV's 10.85% return.

QUBT

1D
-8.57%
1M
17.89%
YTD
9.16%
6M
-7.21%
1Y
-9.68%
3Y*
109.96%
5Y*
14.83%
10Y*
—

IVV

1D
-0.76%
1M
4.97%
YTD
10.85%
6M
10.87%
1Y
28.00%
3Y*
22.43%
5Y*
13.88%
10Y*
15.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QUBT vs. IVV - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
QUBT
Quantum Computing, Inc.		9.16%-38.01%1,712.51%-39.53%-55.72%-75.83%370.33%0.00%-42.31%
IVV
iShares Core S&P 500 ETF		10.85%17.85%24.93%26.31%-18.16%28.76%18.40%31.07%-10.06%

Correlation

The correlation between QUBT and IVV is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.42

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

0.37

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

0.37

Correlation (All Time)
Calculated using the full available price history since Aug 2, 2018

0.26

The correlation between QUBT and IVV shifts across timeframes, from 0.26 (all time) to 0.42 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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

Quantum Computing, Inc.

iShares Core S&P 500 ETF

Often compared with QUBT:
QUBT vs. QBTSQUBT vs. RGTIQUBT vs. QMCOQUBT vs. ARQQQUBT vs. QSIQUBT vs. VGTQUBT vs. SQM
Often compared with IVV:
IVV vs. VOOIVV vs. SPYIVV vs. FXAIXIVV vs. QQQIVV vs. VTIIVV vs. IOOIVV vs. CSPX.L

Return for Risk

QUBT vs. IVV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
QUBT
QUBT Risk / Return Rank: 4040
Overall Rank
QUBT Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
QUBT Sortino Ratio Rank: 4646
Sortino Ratio Rank
QUBT Omega Ratio Rank: 4343
Omega Ratio Rank
QUBT Calmar Ratio Rank: 3636
Calmar Ratio Rank
QUBT Martin Ratio Rank: 3636
Martin Ratio Rank
IVV
IVV Risk / Return Rank: 7070
Overall Rank
IVV Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 7070
Sortino Ratio Rank
IVV Omega Ratio Rank: 7070
Omega Ratio Rank
IVV Calmar Ratio Rank: 6262
Calmar Ratio Rank
IVV Martin Ratio Rank: 7575
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. IVV - Risk-Adjusted Trends 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.

QUBTIVVDifference
Sharpe ratioReturn per unit of total volatility
-0.09
2.39

-2.48

Sortino ratioReturn per unit of downside risk
0.71
3.25

-2.54

Omega ratioGain probability vs. loss probability

1.07

1.43

-0.36

Calmar ratioReturn relative to maximum drawdown

-0.13

3.17

-3.30

Martin ratioReturn relative to average drawdown

-0.20

14.71

-14.91

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. IVV - Sharpe Ratio Comparison

The current QUBT Sharpe Ratio is -0.09, which is lower than the IVV Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of QUBT and IVV, 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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Sharpe Ratios by Period

QUBTIVVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.09

2.39

-2.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.83

-0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.86

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

0.45

-0.39

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.

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Drawdown Indicators

QUBTIVVDifference

Max Drawdown

Largest peak-to-trough decline

-97.53%

-55.25%

-42.28%

Max Drawdown (1Y)

Largest decline over 1 year

-74.37%

-8.89%

-65.48%

Max Drawdown (3Y)

Largest decline over 3 years

-82.40%

-18.75%

-63.65%

Max Drawdown (5Y)

Largest decline over 5 years

-95.63%

-24.53%

-71.10%

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.90%

—

Current Drawdown

Current decline from peak

-56.39%

-0.76%

-55.63%

Average Drawdown

Average peak-to-trough decline

-72.99%

-10.78%

-62.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

47.68%

1.91%

+45.77%

Volatility

QUBT vs. IVV - Volatility Comparison

Quantum Computing, Inc. (QUBT) has a higher volatility of 36.08% compared to iShares Core S&P 500 ETF (IVV) at 2.87%. 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.

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Volatility by Period

QUBTIVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

36.08%

2.87%

+33.21%

Volatility (6M)

Calculated over the trailing 6-month period

67.55%

8.90%

+58.65%

Volatility (1Y)

Calculated over the trailing 1-year period

107.57%

11.80%

+95.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

133.11%

16.88%

+116.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

177.77%

18.05%

+159.72%

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 1.06%.

PositionTTM20252024202320222021202020192018201720162015
IVV
iShares Core S&P 500 ETF		1.06%1.17%1.30%1.44%1.66%1.20%1.57%1.85%2.21%1.75%2.01%2.27%
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 IVV have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QUBT has higher volatility (36.08%) compared to IVV (2.87%). In terms of maximum drawdown, QUBT dropped -97.53% vs IVV's -55.25%.

IVV currently has the higher Sharpe Ratio (2.39 vs -0.09), 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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