QUBT vs RGTI: returns, Sharpe ratio and drawdown
Performance
QUBT-46.66%RGTI-61.56%
Summary
QUBT vs RGTI
Over the past year, QUBT returned -46.66% against -61.56% for RGTI. QUBT had the higher Sharpe ratio over the past year (-0.31 vs -0.56), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -58.54% for QUBT and -70.83% for RGTI. Their daily returns had a correlation of 0.89 over the past year, which is high.
Ranking
How QUBT and RGTI rank
QUBTRGTI
Current Drawdown
QUBT-49.48%RGTI-61.56%
Rolling Volatility
QUBT94.18%RGTI112.94%
METRICS
Correlation Matrix
Metrics
Risk Indicators
QUBTRGTI
Alpha
QUBT
-61.90%
RGTI
-92.04%
Beta
QUBT
3.49x
RGTI
3.83x
Sharpe
QUBT
-0.31
RGTI
-0.56
Sortino
QUBT
-0.46
RGTI
-0.86
Omega
QUBT
0.95
RGTI
0.91
Calmar
QUBT
-0.80
RGTI
-0.87
Martin
QUBT
-0.79
RGTI
-1.15
Comparisons