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CIBR vs. QTUM-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

CIBR vs. QTUM-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust NASDAQ Cybersecurity ETF (CIBR) and QTUM (QTUM-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CIBR achieves a 27.16% return, which is significantly higher than QTUM-USD's -42.81% return.


CIBR

1D
-1.06%
1M
27.98%
YTD
27.16%
6M
21.95%
1Y
25.06%
3Y*
27.82%
5Y*
16.03%
10Y*
18.34%

QTUM-USD

1D
-5.62%
1M
-14.54%
YTD
-42.81%
6M
-48.79%
1Y
-62.69%
3Y*
-32.30%
5Y*
-41.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CIBR vs. QTUM-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CIBR
First Trust NASDAQ Cybersecurity ETF
27.16%13.06%18.21%39.71%-26.46%19.67%50.53%28.52%1.47%6.27%
QTUM-USD
QTUM
-42.81%-55.51%-19.33%103.93%-79.08%293.16%38.57%-24.72%-96.59%422.64%

Correlation

The correlation between CIBR and QTUM-USD is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Nov 10, 2017

0.16

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Return for Risk

CIBR vs. QTUM-USD — Risk / Return Rank

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

CIBR
CIBR Risk / Return Rank: 2727
Overall Rank
CIBR Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
CIBR Sortino Ratio Rank: 2929
Sortino Ratio Rank
CIBR Omega Ratio Rank: 2929
Omega Ratio Rank
CIBR Calmar Ratio Rank: 2525
Calmar Ratio Rank
CIBR Martin Ratio Rank: 2323
Martin Ratio Rank

QTUM-USD
QTUM-USD Risk / Return Rank: 3838
Overall Rank
QTUM-USD Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
QTUM-USD Sortino Ratio Rank: 3737
Sortino Ratio Rank
QTUM-USD Omega Ratio Rank: 3737
Omega Ratio Rank
QTUM-USD Calmar Ratio Rank: 4141
Calmar Ratio Rank
QTUM-USD Martin Ratio Rank: 4040
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.

CIBR vs. QTUM-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust NASDAQ Cybersecurity ETF (CIBR) and QTUM (QTUM-USD). 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.


CIBRQTUM-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.81

Sortino ratioReturn per unit of downside risk

+2.69

Omega ratioGain probability vs. loss probability

1.19

0.89

+0.31

Calmar ratioReturn relative to maximum drawdown

1.14

-0.83

+1.98

Martin ratioReturn relative to average drawdown

2.71

-1.24

+3.95

CIBR vs. QTUM-USD - Sharpe Ratio Comparison

The current CIBR Sharpe Ratio is 1.03, which is higher than the QTUM-USD Sharpe Ratio of -0.78. The chart below compares the historical Sharpe Ratios of CIBR and QTUM-USD, 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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Sharpe Ratios by Period


CIBRQTUM-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

-0.78

+1.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

-0.44

+1.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

-0.23

+0.89

Drawdowns

CIBR vs. QTUM-USD - Drawdown Comparison

The maximum CIBR drawdown since its inception was -33.89%, smaller than the maximum QTUM-USD drawdown of -99.19%. Use the drawdown chart below to compare losses from any high point for CIBR and QTUM-USD.


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Drawdown Indicators


CIBRQTUM-USDDifference

Max Drawdown

Largest peak-to-trough decline

-33.89%

-99.19%

+65.30%

Max Drawdown (1Y)

Largest decline over 1 year

-21.99%

-75.30%

+53.31%

Max Drawdown (3Y)

Largest decline over 3 years

-21.99%

-86.58%

+64.59%

Max Drawdown (5Y)

Largest decline over 5 years

-33.89%

-95.70%

+61.81%

Max Drawdown (10Y)

Largest decline over 10 years

-33.89%

Current Drawdown

Current decline from peak

-3.84%

-99.19%

+95.35%

Average Drawdown

Average peak-to-trough decline

-8.66%

-93.28%

+84.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.26%

50.12%

-40.86%

Volatility

CIBR vs. QTUM-USD - Volatility Comparison

The current volatility for First Trust NASDAQ Cybersecurity ETF (CIBR) is 11.15%, while QTUM (QTUM-USD) has a volatility of 18.03%. This indicates that CIBR experiences smaller price fluctuations and is considered to be less risky than QTUM-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CIBRQTUM-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.15%

18.03%

-6.88%

Volatility (6M)

Calculated over the trailing 6-month period

20.93%

50.15%

-29.22%

Volatility (1Y)

Calculated over the trailing 1-year period

24.50%

66.53%

-42.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.95%

78.39%

-53.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.59%

99.43%

-75.84%

Frequently Asked Questions


CIBR and QTUM-USD have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QTUM-USD has higher volatility (18.03%) compared to CIBR (11.15%). In terms of maximum drawdown, CIBR dropped -33.89% vs QTUM-USD's -99.19%.

CIBR currently has the higher Sharpe Ratio (1.03 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.

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