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SOGP vs. QUBT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SOGP vs. QUBT - Performance Comparison

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

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Returns By Period

In the year-to-date period, SOGP achieves a 15.17% return, which is significantly higher than QUBT's 1.85% return.


SOGP

1D
-0.16%
1M
-17.88%
YTD
15.17%
6M
-7.71%
1Y
965.75%
3Y*
17.42%
5Y*
-28.32%
10Y*

QUBT

1D
4.97%
1M
8.85%
YTD
1.85%
6M
-19.68%
1Y
-23.72%
3Y*
90.15%
5Y*
9.20%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOGP vs. QUBT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SOGP
Lizhi Inc
15.17%465.48%-20.80%-56.51%-65.95%-52.32%-66.64%
QUBT
Quantum Computing, Inc.
1.85%-38.01%1,712.51%-39.53%-55.72%-75.83%407.55%

Correlation

The correlation between SOGP and QUBT is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.21

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

0.25

Correlation (All Time)
Calculated using the full available price history since Jan 21, 2020

0.20

Fundamentals

Total Revenue (TTM)

SOGP:

$2.07B

QUBT:

$4.33M

Gross Profit (TTM)

SOGP:

$585.38M

QUBT:

-$667.00K

EBITDA (TTM)

SOGP:

-$138.59M

QUBT:

-$52.52M

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Return for Risk

SOGP vs. QUBT — Risk / Return Rank

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

SOGP
SOGP Risk / Return Rank: 9797
Overall Rank
SOGP Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
SOGP Sortino Ratio Rank: 9999
Sortino Ratio Rank
SOGP Omega Ratio Rank: 9898
Omega Ratio Rank
SOGP Calmar Ratio Rank: 9999
Calmar Ratio Rank
SOGP Martin Ratio Rank: 9696
Martin Ratio Rank

QUBT
QUBT Risk / Return Rank: 3636
Overall Rank
QUBT Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
QUBT Sortino Ratio Rank: 4141
Sortino Ratio Rank
QUBT Omega Ratio Rank: 3939
Omega Ratio Rank
QUBT Calmar Ratio Rank: 3232
Calmar Ratio Rank
QUBT Martin Ratio Rank: 3333
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.

SOGP vs. QUBT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lizhi Inc (SOGP) and Quantum Computing, Inc. (QUBT). 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.


SOGPQUBTDifference
Sharpe ratioReturn per unit of total volatility

+3.59

Sortino ratioReturn per unit of downside risk

+5.86

Omega ratioGain probability vs. loss probability

1.74

1.04

+0.69

Calmar ratioReturn relative to maximum drawdown

13.80

-0.32

+14.12

Martin ratioReturn relative to average drawdown

19.51

-0.49

+20.00

SOGP vs. QUBT - Sharpe Ratio Comparison

The current SOGP Sharpe Ratio is 3.36, which is higher than the QUBT Sharpe Ratio of -0.22. The chart below compares the historical Sharpe Ratios of SOGP and QUBT, 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


SOGPQUBTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.36

-0.22

+3.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.18

0.07

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.18

0.06

-0.23

Drawdowns

SOGP vs. QUBT - Drawdown Comparison

The maximum SOGP drawdown since its inception was -99.25%, roughly equal to the maximum QUBT drawdown of -97.53%. Use the drawdown chart below to compare losses from any high point for SOGP and QUBT.


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Drawdown Indicators


SOGPQUBTDifference

Max Drawdown

Largest peak-to-trough decline

-99.25%

-97.53%

-1.72%

Max Drawdown (1Y)

Largest decline over 1 year

-70.70%

-74.37%

+3.67%

Max Drawdown (3Y)

Largest decline over 3 years

-89.12%

-82.40%

-6.72%

Max Drawdown (5Y)

Largest decline over 5 years

-98.42%

-95.63%

-2.79%

Current Drawdown

Current decline from peak

-91.07%

-59.31%

-31.76%

Average Drawdown

Average peak-to-trough decline

-84.36%

-72.96%

-11.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

49.93%

48.08%

+1.85%

Volatility

SOGP vs. QUBT - Volatility Comparison

The current volatility for Lizhi Inc (SOGP) is 9.76%, while Quantum Computing, Inc. (QUBT) has a volatility of 36.37%. This indicates that SOGP experiences smaller price fluctuations and is considered to be less risky than QUBT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SOGPQUBTDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.76%

36.37%

-26.61%

Volatility (6M)

Calculated over the trailing 6-month period

57.10%

67.03%

-9.93%

Volatility (1Y)

Calculated over the trailing 1-year period

290.82%

106.87%

+183.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

156.43%

133.10%

+23.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

160.70%

177.68%

-16.98%

Dividends

SOGP vs. QUBT - Dividend Comparison

SOGP's dividend yield for the trailing twelve months is around 17.74%, while QUBT has not paid dividends to shareholders.


PositionTTM2025
QUBT
Quantum Computing, Inc.
0.00%0.00%
SOGP
Lizhi Inc
17.74%8.61%

Financials

SOGP vs. QUBT - Financials Comparison

This section allows you to compare key financial metrics between Lizhi Inc and Quantum Computing, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00100.00M200.00M300.00M400.00M500.00M600.00M20222023202420252026
422.82M
3.69M
(SOGP) Total Revenue
(QUBT) Total Revenue
Values in USD except per share items

Frequently Asked Questions


SOGP and QUBT have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QUBT has higher volatility (36.37%) compared to SOGP (9.76%). In terms of maximum drawdown, SOGP dropped -99.25% vs QUBT's -97.53%.

SOGP currently has the higher Sharpe Ratio (3.36 vs -0.22), 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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