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AMA vs. QTUM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AMA vs. QTUM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Daily Target 2X Long AMAT ETF (AMA) and Defiance Quantum ETF (QTUM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


AMA

1D
-1.48%
1M
-33.68%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

QTUM

1D
-0.36%
1M
-15.81%
6M
19.65%
YTD
29.22%
1Y
50.12%
3Y*
41.66%
5Y*
24.90%
10Y*
ALL TIME*
25.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMA vs. QTUM - Yearly Performance Comparison


Correlation

The correlation between AMA and QTUM is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 26, 2026

0.80

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Return for Risk

AMA vs. QTUM — Risk / Return Rank

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

AMA

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


QTUM
QTUM Risk / Return Rank: 6969
Overall Rank
QTUM Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
QTUM Sortino Ratio Rank: 6262
Sortino Ratio Rank
QTUM Omega Ratio Rank: 6060
Omega Ratio Rank
QTUM Calmar Ratio Rank: 8080
Calmar Ratio Rank
QTUM Martin Ratio Rank: 7575
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.

AMA vs. QTUM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Daily Target 2X Long AMAT ETF (AMA) and Defiance Quantum ETF (QTUM). 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.


AMAQTUMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.28

Calmar ratioReturn relative to maximum drawdown

3.11

Martin ratioReturn relative to average drawdown

10.12

AMA vs. QTUM - Sharpe Ratio Comparison


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Drawdowns

AMA vs. QTUM - Drawdown Comparison

The maximum AMA drawdown since its inception was -49.64%, which is greater than QTUM's maximum drawdown of -38.45%. Use the drawdown chart below to compare losses from any high point for AMA and QTUM.


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Drawdown Indicators


AMAQTUMDifference

Max Drawdown

Largest peak-to-trough decline

-49.64%

-38.45%

-11.19%

Max Drawdown (1Y)

Largest decline over 1 year

-16.20%

Max Drawdown (3Y)

Largest decline over 3 years

-25.39%

Max Drawdown (5Y)

Largest decline over 5 years

-38.45%

Current Drawdown

Current decline from peak

-49.64%

-16.20%

-33.44%

Average Drawdown

Average peak-to-trough decline

-15.38%

-8.23%

-7.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.97%

Volatility

AMA vs. QTUM - Volatility Comparison


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Volatility by Period


AMAQTUMDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.67%

Volatility (6M)

Calculated over the trailing 6-month period

25.32%

Volatility (1Y)

Calculated over the trailing 1-year period

180.21%

30.60%

+149.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

180.21%

27.46%

+152.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

180.21%

27.58%

+152.63%

AMA vs. QTUM - Expense Ratio Comparison

AMA has a 1.29% expense ratio, which is higher than QTUM's 0.40% expense ratio.


Dividends

AMA vs. QTUM - Dividend Comparison

AMA has not paid dividends to shareholders, while QTUM's dividend yield for the trailing twelve months is around 0.83%.


PositionTTM20252024202320222021202020192018
AMA
Defiance Daily Target 2X Long AMAT ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QTUM
Defiance Quantum ETF
0.83%1.01%0.61%0.81%1.46%0.48%0.42%0.61%0.21%

Frequently Asked Questions


AMA and QTUM have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QTUM is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QTUM is cheaper with a 0.40% expense ratio, compared with 1.29% for AMA.

QTUM has the higher dividend yield at 0.83%, compared with 0.00% for AMA.

AMA is categorized as Leveraged Equities, while QTUM is Technology Equities. Their fees differ too: 1.29% for AMA and 0.40% for QTUM.

Portfolio Optimizer

Find the right allocation for AMA and QTUM

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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