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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 -62.60% return, which is significantly lower than IONQ's -13.35% return.


WAVES-USD

1D
-1.29%
1M
-7.91%
6M
-63.08%
YTD
-62.60%
1Y
-76.55%
3Y*
-49.36%
5Y*
-54.80%
10Y*

IONQ

1D
-9.29%
1M
-32.79%
6M
-23.69%
YTD
-13.35%
1Y
-7.01%
3Y*
42.10%
5Y*
30.86%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WAVES-USD vs. IONQ - Yearly Performance Comparison


2026 (YTD)20252024202320222021
WAVES-USD
Waves
-62.60%-54.78%-43.34%104.25%-90.98%163.24%
IONQ
IonQ, Inc.
-13.35%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 price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.17

Correlation (5Y)
Calculated over the trailing 5-year 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 risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WAVES-USD
WAVES-USD Risk / Return Rank: 1212
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: 2525
Calmar Ratio Rank
WAVES-USD Martin Ratio Rank: 1111
Martin Ratio Rank

IONQ
IONQ Risk / Return Rank: 4444
Overall Rank
IONQ Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
IONQ Sortino Ratio Rank: 4949
Sortino Ratio Rank
IONQ Omega Ratio Rank: 4747
Omega Ratio Rank
IONQ Calmar Ratio Rank: 4242
Calmar Ratio Rank
IONQ Martin Ratio Rank: 4242
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.

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

-0.93

Sortino ratioReturn per unit of downside risk

-2.71

Omega ratioGain probability vs. loss probability

0.76

1.06

-0.30

Calmar ratioReturn relative to maximum drawdown

-0.93

-0.10

-0.82

Martin ratioReturn relative to average drawdown

-1.35

-0.18

-1.17

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 -0.08. 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 -99.54%, 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

-99.54%

-90.00%

-9.54%

Max Drawdown (1Y)

Largest decline over 1 year

-82.74%

-67.61%

-15.13%

Max Drawdown (3Y)

Largest decline over 3 years

-94.58%

-67.61%

-26.97%

Max Drawdown (5Y)

Largest decline over 5 years

-99.54%

-90.00%

-9.54%

Current Drawdown

Current decline from peak

-99.53%

-52.64%

-46.89%

Average Drawdown

Average peak-to-trough decline

-81.87%

-50.70%

-31.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

44.87%

38.64%

+6.23%

Volatility

WAVES-USD vs. IONQ - Volatility Comparison

The current volatility for Waves (WAVES-USD) is 18.50%, while IonQ, Inc. (IONQ) has a volatility of 21.88%. 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

18.50%

21.88%

-3.38%

Volatility (6M)

Calculated over the trailing 6-month period

47.42%

68.85%

-21.43%

Volatility (1Y)

Calculated over the trailing 1-year period

63.37%

93.77%

-30.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

91.93%

101.06%

-9.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

99.93%

97.34%

+2.59%

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 (21.88%) compared to WAVES-USD (18.50%). In terms of maximum drawdown, WAVES-USD dropped -99.54% vs IONQ's -90.00%.

IONQ currently has the higher Sharpe Ratio (-0.08 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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