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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 -67.13% return, which is significantly lower than IONQ's -13.42% return.


WAVES-USD

1D
4.75%
1M
-16.66%
6M
-61.07%
YTD
-67.13%
1Y
-78.23%
3Y*
-50.68%
5Y*
-57.40%
10Y*
ALL TIME*
-29.06%

IONQ

1D
6.61%
1M
-20.91%
6M
0.75%
YTD
-13.42%
1Y
1.92%
3Y*
30.73%
5Y*
31.29%
10Y*
ALL TIME*
25.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$713.90M$720.75M$1.43B

WAVES-USD

Waves
$766.10K$954.24K$2.88M

WAVES-USD vs. IONQ - Yearly Performance Comparison


2026 (YTD)20252024202320222021
WAVES-USD
Waves
-67.13%-54.78%-43.34%104.25%-90.98%163.24%
IONQ
IonQ, Inc.
-13.42%7.42%237.13%259.13%-79.34%50.11%

Correlation

The correlation between WAVES-USD and IONQ is 0.17, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.17

Correlation (3Y)
Balances recent behavior with more history.

0.17

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.18

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2021

0.18

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Waves

IonQ, Inc.

Return for Risk

WAVES-USD vs. IONQ — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

WAVES-USD
WAVES-USD Risk / Return Rank: 1414
Overall Rank
WAVES-USD Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
WAVES-USD Sortino Ratio Rank: 1010
Sortino Ratio Rank
WAVES-USD Omega Ratio Rank: 33
Omega Ratio Rank
WAVES-USD Calmar Ratio Rank: 2929
Calmar Ratio Rank
WAVES-USD Martin Ratio Rank: 1616
Martin Ratio Rank

IONQ
IONQ Risk / Return Rank: 4747
Overall Rank
IONQ Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
IONQ Sortino Ratio Rank: 5353
Sortino Ratio Rank
IONQ Omega Ratio Rank: 4949
Omega Ratio Rank
IONQ Calmar Ratio Rank: 4545
Calmar Ratio Rank
IONQ Martin Ratio Rank: 4444
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


WAVES-USDIONQDifference
Sharpe ratioReturn per unit of total volatility

-1.04

Sortino ratioReturn per unit of downside risk

-2.98

Omega ratioGain probability vs. loss probability

0.75

1.08

-0.33

Calmar ratioReturn relative to maximum drawdown

-0.91

0.03

-0.94

Martin ratioReturn relative to average drawdown

-1.29

0.05

-1.34

WAVES-USD vs. IONQ - Sharpe Ratio Comparison

The current WAVES-USD Sharpe Ratio is -1.02, which is lower than the IONQ Sharpe Ratio of 0.02. 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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Drawdowns

WAVES-USD vs. IONQ - Drawdown Comparison

The maximum WAVES-USD drawdown since its inception was -99.60%, 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

-99.60%

-90.00%

-9.60%

Max Drawdown (1Y)

Largest decline over 1 year

-85.01%

-67.61%

-17.40%

Max Drawdown (3Y)

Largest decline over 3 years

-95.29%

-67.61%

-27.68%

Max Drawdown (5Y)

Largest decline over 5 years

-99.60%

-90.00%

-9.60%

Current Drawdown

Current decline from peak

-99.58%

-52.67%

-46.91%

Average Drawdown

Average peak-to-trough decline

-81.98%

-50.76%

-31.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

49.12%

40.90%

+8.22%

Volatility

WAVES-USD vs. IONQ - Volatility Comparison

The current volatility for Waves (WAVES-USD) is 12.99%, while IonQ, Inc. (IONQ) has a volatility of 24.39%. 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

12.99%

24.39%

-11.40%

Volatility (6M)

Calculated over the trailing 6-month period

47.53%

69.27%

-21.74%

Volatility (1Y)

Calculated over the trailing 1-year period

63.12%

95.22%

-32.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

91.78%

101.49%

-9.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

99.67%

97.23%

+2.44%

Frequently Asked Questions


WAVES-USD and IONQ have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IONQ has higher volatility (24.39%) compared to WAVES-USD (12.99%). In terms of maximum drawdown, WAVES-USD dropped -99.60% vs IONQ's -90.00%.

IONQ currently has the higher Sharpe Ratio (0.02 vs -1.02), 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

Find the right allocation for WAVES-USD and IONQ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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