BTAI vs. QTUM
BTAI (BioXcel Therapeutics, Inc.) is a stock, while QTUM (Defiance Quantum ETF) is Technology Equities fund tracking the BlueStar Machine Learning and Quantum Computing Index. Over the past 5 years, BTAI returned -70.92%/yr vs 26.18%/yr for QTUM. At a 0.32 correlation, their price movements are largely independent.
Performance
BTAI vs. QTUM - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BTAI achieves a -44.86% return, which is significantly lower than QTUM's 36.39% return.
BTAI
- 1D
- 7.91%
- 1M
- -22.61%
- 6M
- -56.33%
- YTD
- -44.86%
- 1Y
- -55.22%
- 3Y*
- -82.51%
- 5Y*
- -70.92%
- 10Y*
- —
QTUM
- 1D
- -3.52%
- 1M
- -7.46%
- 6M
- 27.00%
- YTD
- 36.39%
- 1Y
- 63.33%
- 3Y*
- 43.63%
- 5Y*
- 26.18%
- 10Y*
- —
BTAI vs. QTUM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BTAI BioXcel Therapeutics, Inc. | -44.86% | -73.25% | -87.33% | -86.27% | 5.66% | -56.00% | 216.22% | 278.50% | -60.93% |
QTUM Defiance Quantum ETF | 36.39% | 36.65% | 50.54% | 39.86% | -28.80% | 35.18% | 42.05% | 47.99% | -19.44% |
Correlation
The correlation between BTAI and QTUM is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Sep 5, 2018 | 0.32 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BTAI vs. QTUM — Risk / Return Rank
BTAI
QTUM
BTAI vs. QTUM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BioXcel Therapeutics, Inc. (BTAI) 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.
| BTAI | QTUM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.49 | ||
| Sortino ratioReturn per unit of downside risk | -2.55 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.34 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.63 | 4.17 | -4.80 |
| Martin ratioReturn relative to average drawdown | -0.79 | 13.97 | -14.76 |
Loading charts...
Drawdowns
BTAI vs. QTUM - Drawdown Comparison
The maximum BTAI drawdown since its inception was -99.92%, which is greater than QTUM's maximum drawdown of -38.45%. Use the drawdown chart below to compare losses from any high point for BTAI and QTUM.
Loading charts...
Drawdown Indicators
| BTAI | QTUM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.92% | -38.45% | -61.47% |
Max Drawdown (1Y)Largest decline over 1 year | -88.20% | -15.26% | -72.94% |
Max Drawdown (3Y)Largest decline over 3 years | -99.58% | -25.39% | -74.19% |
Max Drawdown (5Y)Largest decline over 5 years | -99.86% | -38.45% | -61.41% |
Current DrawdownCurrent decline from peak | -99.91% | -11.55% | -88.36% |
Average DrawdownAverage peak-to-trough decline | -63.61% | -8.22% | -55.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 69.64% | 4.55% | +65.09% |
Volatility
BTAI vs. QTUM - Volatility Comparison
BioXcel Therapeutics, Inc. (BTAI) has a higher volatility of 39.61% compared to Defiance Quantum ETF (QTUM) at 13.06%. This indicates that BTAI's price experiences larger fluctuations and is considered to be riskier than QTUM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BTAI | QTUM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 39.61% | 13.06% | +26.55% |
Volatility (6M)Calculated over the trailing 6-month period | 63.14% | 25.05% | +38.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 143.30% | 30.38% | +112.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 122.28% | 27.44% | +94.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 117.92% | 27.58% | +90.34% |
Dividends
BTAI vs. QTUM - Dividend Comparison
BTAI has not paid dividends to shareholders, while QTUM's dividend yield for the trailing twelve months is around 0.79%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
BTAI BioXcel Therapeutics, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QTUM Defiance Quantum ETF | 0.79% | 1.01% | 0.61% | 0.81% | 1.46% | 0.48% | 0.42% | 0.61% | 0.21% |
Frequently Asked Questions
BTAI and QTUM have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTAI has higher volatility (39.61%) compared to QTUM (13.06%). In terms of maximum drawdown, BTAI dropped -99.92% vs QTUM's -38.45%.
QTUM currently has the higher Sharpe Ratio (2.10 vs -0.39), 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.
Find the right allocation for BTAI 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.
Open Portfolio Optimizer