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QTUM (QTUM-USD)
Performance
Return for Risk
Drawdowns
Volatility

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in QTUM, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

QTUM (QTUM-USD) has returned -34.78% so far this year and -54.52% over the past 12 months.


QTUM

1D
7.74%
1M
-2.40%
YTD
-34.78%
6M
-58.77%
1Y
-54.52%
3Y*
-34.82%
5Y*
-38.68%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Nov 9, 2017, QTUM-USD's average daily return is +0.11%, while the average monthly return is +3.96%. At this rate, your investment would double in approximately 1.5 years.

Historically, 41% of months were positive and 59% were negative. The best month was Dec 2017 with a return of +381.8%, while the worst month was Nov 2018 at -48.3%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 7 months.

On a daily basis, QTUM-USD closed higher 50% of trading days. The best single day was Dec 18, 2017 with a return of +75.0%, while the worst single day was Mar 12, 2020 at -45.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-20.58%-14.10%-4.41%-34.78%
202516.52%-27.61%-24.37%11.88%-6.64%-1.72%6.53%29.41%-22.04%-12.25%-16.85%-13.37%-55.51%
2024-23.96%28.87%33.60%-24.87%-4.80%-24.94%-1.21%-12.22%13.91%-13.85%75.83%-23.30%-19.33%
202346.48%22.00%-4.90%-7.91%-8.22%1.65%-3.49%-16.29%3.19%41.71%-4.18%23.40%103.93%
2022-30.54%7.00%27.60%-35.77%-21.47%-32.65%44.57%-22.61%-9.42%0.77%-22.12%-18.37%-79.08%
202147.31%47.74%94.05%60.41%-17.48%-38.41%4.55%56.06%-16.63%52.42%1.23%-45.59%293.16%

Benchmark Metrics

QTUM has an annualized alpha of 6.20%, beta of 1.29, and R² of 0.06 versus S&P 500 Index. Calculated based on daily prices since November 10, 2017.

  • This cryptocurrency participated in 181.11% of S&P 500 Index downside but only 41.06% of its upside — more exposed to losses than it benefited from rallies.
  • R² of 0.06 means this cryptocurrency moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
6.20%
Beta
1.29
0.06
Upside Capture
41.06%
Downside Capture
181.11%

Return for Risk

Risk / Return Rank

QTUM-USD ranks 45 for risk / return — on par with similar cryptocurrencies. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


QTUM-USD Risk / Return Rank: 4545
Overall Rank
QTUM-USD Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
QTUM-USD Sortino Ratio Rank: 4040
Sortino Ratio Rank
QTUM-USD Omega Ratio Rank: 3939
Omega Ratio Rank
QTUM-USD Calmar Ratio Rank: 6161
Calmar Ratio Rank
QTUM-USD Martin Ratio Rank: 5353
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for QTUM (QTUM-USD) and compare them to a chosen benchmark (S&P 500 Index).


QTUM-USDBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.67

0.90

-1.56

Sortino ratio

Return per unit of downside risk

-0.78

1.39

-2.17

Omega ratio

Gain probability vs. loss probability

0.92

1.21

-0.29

Calmar ratio

Return relative to maximum drawdown

-1.06

1.40

-2.46

Martin ratio

Return relative to average drawdown

-1.61

6.61

-8.22

Explore QTUM-USD risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the QTUM. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the QTUM was 99.16%, occurring on Mar 29, 2026. The portfolio has not yet recovered.

The current QTUM drawdown is 99.08%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-99.16%Jan 7, 20183004Mar 29, 2026
-28.64%Nov 29, 201712Dec 10, 20173Dec 13, 201715
-26.96%Dec 20, 20173Dec 22, 201715Jan 6, 201818
-6.96%Nov 10, 20173Nov 12, 20174Nov 16, 20177
-5.53%Nov 21, 20173Nov 23, 20173Nov 26, 20176

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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