EUV vs. QTUM-USD

Last updated Jun 6, 2026

EUV (Corgi Lithography & Semiconductor Photonics ETF) is Technology Equities fund actively managed by Corgi Funds, while QTUM-USD (QTUM) is a cryptocurrency. At a 0.04 correlation, their price movements are largely independent.

Performance

EUV vs. QTUM-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Corgi Lithography & Semiconductor Photonics ETF (EUV) and QTUM (QTUM-USD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

EUV

• 1D: -9.72%
• 1M: -0.72%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

QTUM-USD

• 1D: -7.96%
• 1M: -23.88%
• YTD: -47.55%
• 6M: -51.08%
• 1Y: -64.13%
• 3Y*: -34.52%
• 5Y*: -42.45%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

EUV vs. QTUM-USD - Yearly Performance Comparison

	2026 (YTD)
EUV Corgi Lithography & Semiconductor Photonics ETF	-0.72%
QTUM-USD QTUM	-23.88%

Correlation

The correlation between EUV and QTUM-USD is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since May 7, 2026	0.04

Return for Risk

EUV vs. QTUM-USD — Risk / Return Rank

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

QTUM-USD

QTUM-USD Risk / Return Rank: 38
QTUM-USD Sharpe Ratio Rank: 35
QTUM-USD Sortino Ratio Rank: 36
QTUM-USD Omega Ratio Rank: 36
QTUM-USD Calmar Ratio Rank: 42
QTUM-USD Martin Ratio Rank: 39

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.

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

This table presents a comparison of risk-adjusted performance metrics for Corgi Lithography & Semiconductor Photonics ETF (EUV) 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.

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

Sharpe Ratios by Period

	EUV	QTUM-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	-0.80	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.45	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.14	-0.24	+0.10

Drawdowns

EUV vs. QTUM-USD - Drawdown Comparison

The maximum EUV drawdown since its inception was -10.51%, smaller than the maximum QTUM-USD drawdown of -99.26%. Use the drawdown chart below to compare losses from any high point for EUV and QTUM-USD.

Drawdown Indicators

	EUV	QTUM-USD	Difference
Max Drawdown Largest peak-to-trough decline	-10.51%	-99.26%	+88.75%
Max Drawdown (1Y) Largest decline over 1 year	—	-77.35%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-87.70%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-96.05%	—
Current Drawdown Current decline from peak	-10.51%	-99.26%	+88.75%
Average Drawdown Average peak-to-trough decline	-3.10%	-93.28%	+90.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	50.32%	—

Volatility

Volatility by Period

	EUV	QTUM-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	19.36%	—
Volatility (6M) Calculated over the trailing 6-month period	—	50.68%	—
Volatility (1Y) Calculated over the trailing 1-year period	61.62%	66.86%	-5.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	61.62%	78.44%	-16.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	61.62%	99.44%	-37.82%

Frequently Asked Questions

Can I hold both EUV and QTUM-USD in my portfolio?

EUV and QTUM-USD have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.