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ASRT vs. QTEX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ASRT vs. QTEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Assertio Holdings, Inc. (ASRT) and QTREX Quantum Ltd. (QTEX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ASRT achieves a 159.10% return, which is significantly higher than QTEX's 123.33% return.


ASRT

1D
0.00%
1M
0.26%
YTD
159.10%
6M
114.08%
1Y
148.99%
3Y*
-36.01%
5Y*
-0.79%
10Y*
-32.31%

QTEX

1D
0.00%
1M
176.48%
YTD
123.33%
6M
99.01%
1Y
174.33%
3Y*
12.02%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ASRT vs. QTEX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ASRT
Assertio Holdings, Inc.
159.10%-30.59%-18.59%-75.12%97.25%56.83%
QTEX
QTREX Quantum Ltd.
123.33%-11.76%-3.77%-17.83%-68.99%-16.80%

Correlation

The correlation between ASRT and QTEX is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.13

Correlation (All Time)
Calculated using the full available price history since Jul 14, 2021

0.14

Fundamentals

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Return for Risk

ASRT vs. QTEX — Risk / Return Rank

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

ASRT

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


QTEX
QTEX Risk / Return Rank: 8080
Overall Rank
QTEX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
QTEX Sortino Ratio Rank: 9494
Sortino Ratio Rank
QTEX Omega Ratio Rank: 9292
Omega Ratio Rank
QTEX Calmar Ratio Rank: 7777
Calmar Ratio Rank
QTEX Martin Ratio Rank: 7272
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.

ASRT vs. QTEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Assertio Holdings, Inc. (ASRT) and QTREX Quantum Ltd. (QTEX). 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.


ASRTQTEXDifference
Sharpe ratioReturn per unit of total volatility

+1.68

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

1.46

1.45

0.00

Calmar ratioReturn relative to maximum drawdown

3.62

2.18

+1.44

Martin ratioReturn relative to average drawdown

8.99

3.95

+5.04

ASRT vs. QTEX - Sharpe Ratio Comparison

The current ASRT Sharpe Ratio is 2.46, which is higher than the QTEX Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of ASRT and QTEX, 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

ASRT vs. QTEX - Drawdown Comparison

The maximum ASRT drawdown since its inception was -99.60%, roughly equal to the maximum QTEX drawdown of -96.84%. Use the drawdown chart below to compare losses from any high point for ASRT and QTEX.


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Drawdown Indicators


ASRTQTEXDifference

Max Drawdown

Largest peak-to-trough decline

-99.60%

-96.84%

-2.76%

Max Drawdown (1Y)

Largest decline over 1 year

-37.96%

-80.33%

+42.37%

Max Drawdown (3Y)

Largest decline over 3 years

-90.66%

-86.94%

-3.72%

Max Drawdown (5Y)

Largest decline over 5 years

-93.03%

Max Drawdown (10Y)

Largest decline over 10 years

-99.49%

Current Drawdown

Current decline from peak

-98.82%

-79.04%

-19.78%

Average Drawdown

Average peak-to-trough decline

-63.04%

-81.89%

+18.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.27%

44.28%

-29.01%

Volatility

ASRT vs. QTEX - Volatility Comparison

The current volatility for Assertio Holdings, Inc. (ASRT) is 0.68%, while QTREX Quantum Ltd. (QTEX) has a volatility of 145.66%. This indicates that ASRT experiences smaller price fluctuations and is considered to be less risky than QTEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ASRTQTEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.68%

145.66%

-144.98%

Volatility (6M)

Calculated over the trailing 6-month period

39.54%

157.34%

-117.80%

Volatility (1Y)

Calculated over the trailing 1-year period

55.92%

224.32%

-168.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

79.51%

197.56%

-118.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

83.79%

197.56%

-113.77%

Dividends

ASRT vs. QTEX - Dividend Comparison

Neither ASRT nor QTEX has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

ASRT vs. QTEX - Financials Comparison

This section allows you to compare key financial metrics between Assertio Holdings, Inc. and QTREX Quantum Ltd.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


10.00M20.00M30.00M40.00M50.00M20222023202420252026
9.93M
(ASRT) Total Revenue
(QTEX) Total Revenue
Values in USD except per share items

Frequently Asked Questions


ASRT and QTEX have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QTEX has higher volatility (145.66%) compared to ASRT (0.68%). In terms of maximum drawdown, ASRT dropped -99.60% vs QTEX's -96.84%.

ASRT currently has the higher Sharpe Ratio (2.46 vs 0.78), 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 ASRT and QTEX

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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