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SQM vs. QUBT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SQM and QUBT is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

SQM vs. QUBT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sociedad Química y Minera de Chile S.A. (SQM) and Quantum Computing, Inc. (QUBT). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SQM:

-0.59

QUBT:

4.97

Sortino Ratio

SQM:

-0.67

QUBT:

4.46

Omega Ratio

SQM:

0.92

QUBT:

1.61

Calmar Ratio

SQM:

-0.37

QUBT:

10.84

Martin Ratio

SQM:

-1.20

QUBT:

23.80

Ulcer Index

SQM:

21.50%

QUBT:

44.40%

Daily Std Dev

SQM:

43.65%

QUBT:

218.21%

Max Drawdown

SQM:

-78.66%

QUBT:

-97.53%

Current Drawdown

SQM:

-65.54%

QUBT:

-65.77%

Fundamentals

Market Cap

SQM:

$9.98B

QUBT:

$1.25B

EPS

SQM:

-$1.42

QUBT:

-$0.73

PS Ratio

SQM:

2.23

QUBT:

3.43K

PB Ratio

SQM:

1.99

QUBT:

10.99

Total Revenue (TTM)

SQM:

$4.52B

QUBT:

$346.00K

Gross Profit (TTM)

SQM:

$1.25B

QUBT:

$101.00K

EBITDA (TTM)

SQM:

$1.15B

QUBT:

-$52.53M

Returns By Period

In the year-to-date period, SQM achieves a -1.32% return, which is significantly higher than QUBT's -46.89% return.


SQM

YTD

-1.32%

1M

3.04%

6M

-3.11%

1Y

-25.41%

5Y*

13.38%

10Y*

8.48%

QUBT

YTD

-46.89%

1M

28.51%

6M

536.96%

1Y

1,064.08%

5Y*

50.44%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

SQM vs. QUBT — Risk-Adjusted Performance Rank

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

SQM
The Risk-Adjusted Performance Rank of SQM is 2020
Overall Rank
The Sharpe Ratio Rank of SQM is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of SQM is 1818
Sortino Ratio Rank
The Omega Ratio Rank of SQM is 2020
Omega Ratio Rank
The Calmar Ratio Rank of SQM is 2727
Calmar Ratio Rank
The Martin Ratio Rank of SQM is 1717
Martin Ratio Rank

QUBT
The Risk-Adjusted Performance Rank of QUBT is 9999
Overall Rank
The Sharpe Ratio Rank of QUBT is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of QUBT is 9898
Sortino Ratio Rank
The Omega Ratio Rank of QUBT is 9898
Omega Ratio Rank
The Calmar Ratio Rank of QUBT is 100100
Calmar Ratio Rank
The Martin Ratio Rank of QUBT is 9999
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.

SQM vs. QUBT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sociedad Química y Minera de Chile S.A. (SQM) 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.


The current SQM Sharpe Ratio is -0.59, which is lower than the QUBT Sharpe Ratio of 4.97. The chart below compares the historical Sharpe Ratios of SQM and QUBT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

SQM vs. QUBT - Dividend Comparison

Neither SQM nor QUBT has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
SQM
Sociedad Química y Minera de Chile S.A.
0.00%0.39%5.41%6.26%2.55%1.09%2.98%3.79%1.97%4.12%0.07%0.16%
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%

Drawdowns

SQM vs. QUBT - Drawdown Comparison

The maximum SQM drawdown since its inception was -78.66%, smaller than the maximum QUBT drawdown of -97.53%. Use the drawdown chart below to compare losses from any high point for SQM and QUBT. For additional features, visit the drawdowns tool.


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Volatility

SQM vs. QUBT - Volatility Comparison

The current volatility for Sociedad Química y Minera de Chile S.A. (SQM) is 8.55%, while Quantum Computing, Inc. (QUBT) has a volatility of 30.45%. This indicates that SQM 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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Financials

SQM vs. QUBT - Financials Comparison

This section allows you to compare key financial metrics between Sociedad Química y Minera de Chile S.A. 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


0.00500.00M1.00B1.50B2.00B2.50B3.00B3.50B20212022202320242025
1.07B
62.00K
(SQM) Total Revenue
(QUBT) Total Revenue
Values in USD except per share items