CIBR vs. QTUM-USD
CIBR (First Trust NASDAQ Cybersecurity ETF) is Cybersecurity fund tracking the Nasdaq CTA Cybersecurity Index, while QTUM-USD (QTUM) is a cryptocurrency. Over the past 5 years, CIBR returned 16.03%/yr vs -41.18%/yr for QTUM-USD. At a 0.16 correlation, their price movements are largely independent.
Performance
CIBR vs. QTUM-USD - Performance Comparison
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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*
- —
CIBR vs. QTUM-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
CIBR
QTUM-USD
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.
| CIBR | QTUM-USD | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CIBR | QTUM-USD | Difference | |
|---|---|---|---|
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
| CIBR | QTUM-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -3.84% | -99.19% | +95.35% |
Average DrawdownAverage peak-to-trough decline | -8.66% | -93.28% | +84.62% |
Ulcer IndexDepth 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
| CIBR | QTUM-USD | Difference | |
|---|---|---|---|
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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