PortfoliosLab logoPortfoliosLab logo
ESPO.L vs. QNTM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ESPO.L vs. QNTM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Video Gaming and eSports UCITS ETF A USD (ESPO.L) and Quantum BioPharma Ltd (QNTM). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

ESPO.L vs. QNTM - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ESPO.L
VanEck Vectors Video Gaming and eSports UCITS ETF A USD
-14.53%27.34%48.69%33.19%-34.90%-2.44%86.70%15.36%
QNTM
Quantum BioPharma Ltd
-39.59%98.37%-93.84%16.67%-22.71%-34.62%-71.27%-77.49%

Returns By Period

In the year-to-date period, ESPO.L achieves a -14.53% return, which is significantly higher than QNTM's -39.59% return.


ESPO.L

1D
1.64%
1M
-3.50%
YTD
-14.53%
6M
-26.05%
1Y
4.09%
3Y*
20.52%
5Y*
6.67%
10Y*

QNTM

1D
-8.70%
1M
22.50%
YTD
-39.59%
6M
-73.32%
1Y
-44.81%
3Y*
-64.76%
5Y*
-48.81%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

ESPO.L vs. QNTM — Risk / Return Rank

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

ESPO.L
ESPO.L Risk / Return Rank: 1717
Overall Rank
ESPO.L Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
ESPO.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
ESPO.L Omega Ratio Rank: 1919
Omega Ratio Rank
ESPO.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
ESPO.L Martin Ratio Rank: 1414
Martin Ratio Rank

QNTM
QNTM Risk / Return Rank: 3333
Overall Rank
QNTM Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
QNTM Sortino Ratio Rank: 4343
Sortino Ratio Rank
QNTM Omega Ratio Rank: 4040
Omega Ratio Rank
QNTM Calmar Ratio Rank: 2626
Calmar Ratio Rank
QNTM Martin Ratio Rank: 2929
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.

ESPO.L vs. QNTM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Video Gaming and eSports UCITS ETF A USD (ESPO.L) and Quantum BioPharma Ltd (QNTM). 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.


ESPO.LQNTMDifference

Sharpe ratio

Return per unit of total volatility

0.29

-0.30

+0.58

Sortino ratio

Return per unit of downside risk

0.56

0.56

-0.01

Omega ratio

Gain probability vs. loss probability

1.07

1.06

+0.01

Calmar ratio

Return relative to maximum drawdown

0.15

-0.46

+0.60

Martin ratio

Return relative to average drawdown

0.36

-0.71

+1.07

ESPO.L vs. QNTM - Sharpe Ratio Comparison

The current ESPO.L Sharpe Ratio is 0.29, which is higher than the QNTM Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of ESPO.L and QNTM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


ESPO.LQNTMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.29

-0.30

+0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

-0.37

+0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

-0.36

+1.06

Correlation

The correlation between ESPO.L and QNTM is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

ESPO.L vs. QNTM - Dividend Comparison

Neither ESPO.L nor QNTM has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ESPO.L vs. QNTM - Drawdown Comparison

The maximum ESPO.L drawdown since its inception was -50.84%, smaller than the maximum QNTM drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for ESPO.L and QNTM.


Loading graphics...

Drawdown Indicators


ESPO.LQNTMDifference

Max Drawdown

Largest peak-to-trough decline

-50.84%

-99.98%

+49.14%

Max Drawdown (1Y)

Largest decline over 1 year

-27.42%

-94.00%

+66.58%

Max Drawdown (5Y)

Largest decline over 5 years

-47.52%

-98.48%

+50.96%

Current Drawdown

Current decline from peak

-26.05%

-99.95%

+73.90%

Average Drawdown

Average peak-to-trough decline

-16.08%

-92.06%

+75.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.37%

60.55%

-49.18%

Volatility

ESPO.L vs. QNTM - Volatility Comparison

The current volatility for VanEck Vectors Video Gaming and eSports UCITS ETF A USD (ESPO.L) is 7.00%, while Quantum BioPharma Ltd (QNTM) has a volatility of 76.44%. This indicates that ESPO.L experiences smaller price fluctuations and is considered to be less risky than QNTM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


ESPO.LQNTMDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.00%

76.44%

-69.44%

Volatility (6M)

Calculated over the trailing 6-month period

12.83%

107.92%

-95.09%

Volatility (1Y)

Calculated over the trailing 1-year period

20.46%

152.39%

-131.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.27%

131.21%

-106.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.70%

140.12%

-115.42%