QUBT vs. WOLF

Last updated Jun 9, 2026

QUBT (Quantum Computing, Inc.) and WOLF (Wolfspeed, Inc.) are both stocks. Both are in the Technology sector — QUBT in Computer Hardware, WOLF in Semiconductors. At a 0.35 correlation, their price movements are largely independent.

Performance

QUBT vs. WOLF - Performance Comparison

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

Returns By Period

In the year-to-date period, QUBT achieves a 1.85% return, which is significantly lower than WOLF's 218.32% return.

QUBT

• 1D: 4.97%
• 1M: 8.85%
• YTD: 1.85%
• 6M: -19.68%
• 1Y: -23.72%
• 3Y*: 90.15%
• 5Y*: 9.20%
• 10Y*: —

WOLF

• 1D: 0.65%
• 1M: 18.93%
• YTD: 218.32%
• 6M: 141.90%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

QUBT vs. WOLF - Yearly Performance Comparison

	2026 (YTD)	2025
QUBT Quantum Computing, Inc.	1.85%	-45.57%
WOLF Wolfspeed, Inc.	218.32%	-21.22%

Correlation

The correlation between QUBT and WOLF is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 30, 2025	0.35

Fundamentals

Market Cap QUBT : $2.34B WOLF : $21.77B
EPS QUBT : -$0.21 WOLF : -$11.53
PS Ratio QUBT : 451.06 WOLF : 10.68
PB Ratio QUBT : 1.47 WOLF : 21.31
Total Revenue (TTM) QUBT : $4.33M WOLF : $712.50M
Gross Profit (TTM) QUBT : -$667.00K WOLF : -$208.10M
EBITDA (TTM) QUBT : -$52.52M WOLF : -$1.26B

Return for Risk

QUBT vs. WOLF — Risk / Return Rank

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

QUBT

QUBT Risk / Return Rank: 36
QUBT Sharpe Ratio Rank: 33
QUBT Sortino Ratio Rank: 41
QUBT Omega Ratio Rank: 39
QUBT Calmar Ratio Rank: 32
QUBT Martin Ratio Rank: 33

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. WOLF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Quantum Computing, Inc. (QUBT) and Wolfspeed, Inc. (WOLF). 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	WOLF	Difference
Sharpe ratio: Return per unit of total volatility	-0.22	—	—
Sortino ratio: Return per unit of downside risk	0.43	—	—
Omega ratio: Gain probability vs. loss probability	1.04	—	—
Calmar ratio: Return relative to maximum drawdown	-0.32	—	—
Martin ratio: Return relative to average drawdown	-0.49	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	QUBT	WOLF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.22	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.07	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.06	2.34	-2.28

Drawdowns

QUBT vs. WOLF - Drawdown Comparison

The maximum QUBT drawdown since its inception was -97.53%, which is greater than WOLF's maximum drawdown of -58.22%. Use the drawdown chart below to compare losses from any high point for QUBT and WOLF.

Drawdown Indicators

	QUBT	WOLF	Difference
Max Drawdown Largest peak-to-trough decline	-97.53%	-58.22%	-39.31%
Max Drawdown (1Y) Largest decline over 1 year	-74.37%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-82.40%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-95.63%	—	—
Current Drawdown Current decline from peak	-59.31%	-24.60%	-34.71%
Average Drawdown Average peak-to-trough decline	-72.96%	-34.87%	-38.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	48.08%	—	—

Volatility

Volatility by Period

	QUBT	WOLF	Difference
Volatility (1M) Calculated over the trailing 1-month period	36.37%	—	—
Volatility (6M) Calculated over the trailing 6-month period	67.03%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	106.87%	120.69%	-13.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	133.10%	120.69%	+12.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	177.68%	120.69%	+56.99%

Dividends

QUBT vs. WOLF - Dividend Comparison

Neither QUBT nor WOLF has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both QUBT and WOLF in my portfolio?

QUBT and WOLF have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.