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WAVES-USD vs. IONQ
Performance
Return for Risk
Drawdowns
Volatility

Performance

WAVES-USD vs. IONQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Waves (WAVES-USD) and IonQ, Inc. (IONQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WAVES-USD achieves a -58.59% return, which is significantly lower than IONQ's 46.33% return.


WAVES-USD

1D
-6.43%
1M
-32.11%
YTD
-58.59%
6M
-61.17%
1Y
-74.00%
3Y*
-43.49%
5Y*
-54.23%
10Y*

IONQ

1D
-3.77%
1M
36.79%
YTD
46.33%
6M
19.91%
1Y
65.64%
3Y*
88.26%
5Y*
45.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WAVES-USD vs. IONQ - Yearly Performance Comparison


2026 (YTD)20252024202320222021
WAVES-USD
Waves
-58.59%-54.78%-43.34%104.25%-90.98%170.00%
IONQ
IonQ, Inc.
46.33%7.42%237.13%259.13%-79.34%54.63%

Correlation

The correlation between WAVES-USD and IONQ is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.16

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

0.18

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2021

0.18

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Waves

IonQ, Inc.

Return for Risk

WAVES-USD vs. IONQ — Risk / Return Rank

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

WAVES-USD
WAVES-USD Risk / Return Rank: 1010
Overall Rank
WAVES-USD Sharpe Ratio Rank: 77
Sharpe Ratio Rank
WAVES-USD Sortino Ratio Rank: 99
Sortino Ratio Rank
WAVES-USD Omega Ratio Rank: 33
Omega Ratio Rank
WAVES-USD Calmar Ratio Rank: 2424
Calmar Ratio Rank
WAVES-USD Martin Ratio Rank: 99
Martin Ratio Rank

IONQ
IONQ Risk / Return Rank: 6464
Overall Rank
IONQ Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
IONQ Sortino Ratio Rank: 6969
Sortino Ratio Rank
IONQ Omega Ratio Rank: 6363
Omega Ratio Rank
IONQ Calmar Ratio Rank: 6262
Calmar Ratio Rank
IONQ Martin Ratio Rank: 5959
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.

WAVES-USD vs. IONQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Waves (WAVES-USD) and IonQ, Inc. (IONQ). 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.


WAVES-USDIONQDifference
Sharpe ratioReturn per unit of total volatility

-1.72

Sortino ratioReturn per unit of downside risk

-3.64

Omega ratioGain probability vs. loss probability

0.77

1.18

-0.41

Calmar ratioReturn relative to maximum drawdown

-0.92

0.98

-1.90

Martin ratioReturn relative to average drawdown

-1.47

1.78

-3.25

WAVES-USD vs. IONQ - Sharpe Ratio Comparison

The current WAVES-USD Sharpe Ratio is -1.00, which is lower than the IONQ Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of WAVES-USD and IONQ, 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


WAVES-USDIONQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.00

0.72

-1.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.49

0.46

-0.94

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.23

0.41

-0.64

Drawdowns

WAVES-USD vs. IONQ - Drawdown Comparison

The maximum WAVES-USD drawdown since its inception was -99.48%, which is greater than IONQ's maximum drawdown of -90.00%. Use the drawdown chart below to compare losses from any high point for WAVES-USD and IONQ.


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Drawdown Indicators


WAVES-USDIONQDifference

Max Drawdown

Largest peak-to-trough decline

-99.48%

-90.00%

-9.48%

Max Drawdown (1Y)

Largest decline over 1 year

-80.22%

-67.61%

-12.61%

Max Drawdown (3Y)

Largest decline over 3 years

-93.78%

-67.61%

-26.17%

Max Drawdown (5Y)

Largest decline over 5 years

-99.48%

-90.00%

-9.48%

Current Drawdown

Current decline from peak

-99.48%

-20.01%

-79.47%

Average Drawdown

Average peak-to-trough decline

-81.68%

-51.01%

-30.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

44.87%

36.93%

+7.94%

Volatility

WAVES-USD vs. IONQ - Volatility Comparison

The current volatility for Waves (WAVES-USD) is 17.79%, while IonQ, Inc. (IONQ) has a volatility of 30.46%. This indicates that WAVES-USD experiences smaller price fluctuations and is considered to be less risky than IONQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WAVES-USDIONQDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.79%

30.46%

-12.67%

Volatility (6M)

Calculated over the trailing 6-month period

43.00%

67.13%

-24.13%

Volatility (1Y)

Calculated over the trailing 1-year period

61.70%

91.67%

-29.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

92.72%

100.12%

-7.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

100.24%

97.38%

+2.86%

Frequently Asked Questions


WAVES-USD and IONQ have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IONQ has higher volatility (30.46%) compared to WAVES-USD (17.79%). In terms of maximum drawdown, WAVES-USD dropped -99.48% vs IONQ's -90.00%.

IONQ currently has the higher Sharpe Ratio (0.72 vs -1.00), 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.

Portfolio Optimizer

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