GXAI vs. QTUM

Last updated Jun 4, 2026

GXAI (Gaxos.ai 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 3 years, GXAI returned -44.56%/yr vs 52.22%/yr for QTUM. At a 0.28 correlation, their price movements are largely independent.

Performance

GXAI vs. QTUM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gaxos.ai Inc (GXAI) and Defiance Quantum ETF (QTUM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GXAI achieves a 30.84% return, which is significantly lower than QTUM's 53.29% return.

GXAI

• 1D: 2.94%
• 1M: 12.00%
• YTD: 30.84%
• 6M: 12.00%
• 1Y: -1.41%
• 3Y*: -44.56%
• 5Y*: —
• 10Y*: —

QTUM

• 1D: -0.59%
• 1M: 23.63%
• YTD: 53.29%
• 6M: 50.69%
• 1Y: 95.36%
• 3Y*: 52.22%
• 5Y*: 29.15%
• 10Y*: —

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

GXAI vs. QTUM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
GXAI Gaxos.ai Inc	30.84%	-58.37%	-37.01%	-91.60%
QTUM Defiance Quantum ETF	53.29%	36.65%	50.54%	18.42%

Correlation

The correlation between GXAI 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	0.28
Correlation (All Time) Calculated using the full available price history since Feb 16, 2023	0.28

Return for Risk

GXAI vs. QTUM — Risk / Return Rank

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

GXAI

GXAI Risk / Return Rank: 49
GXAI Sharpe Ratio Rank: 41
GXAI Sortino Ratio Rank: 64
GXAI Omega Ratio Rank: 60
GXAI Calmar Ratio Rank: 40
GXAI Martin Ratio Rank: 40

QTUM

QTUM Risk / Return Rank: 91
QTUM Sharpe Ratio Rank: 94
QTUM Sortino Ratio Rank: 90
QTUM Omega Ratio Rank: 87
QTUM Calmar Ratio Rank: 92
QTUM Martin Ratio Rank: 92

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.

GXAI vs. QTUM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gaxos.ai Inc (GXAI) 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.

	GXAI	QTUM	Difference
Sharpe ratio Return per unit of total volatility	-0.01	3.65	-3.66
Sortino ratio Return per unit of downside risk	1.44	4.26	-2.81
Omega ratio Gain probability vs. loss probability	1.16	1.55	-0.39
Calmar ratio Return relative to maximum drawdown	-0.02	6.28	-6.31
Martin ratio Return relative to average drawdown	-0.03	23.69	-23.73
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GXAI vs. QTUM - Sharpe Ratio Comparison

The current GXAI Sharpe Ratio is -0.01, which is lower than the QTUM Sharpe Ratio of 3.65. The chart below compares the historical Sharpe Ratios of GXAI and QTUM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	GXAI	QTUM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.01	3.65	-3.66
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.10	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.35	1.08	-1.43

Drawdowns

GXAI vs. QTUM - Drawdown Comparison

The maximum GXAI drawdown since its inception was -98.09%, which is greater than QTUM's maximum drawdown of -38.45%. Use the drawdown chart below to compare losses from any high point for GXAI and QTUM.

Drawdown Indicators

	GXAI	QTUM	Difference
Max Drawdown Largest peak-to-trough decline	-98.09%	-38.45%	-59.64%
Max Drawdown (1Y) Largest decline over 1 year	-62.68%	-15.26%	-47.42%
Max Drawdown (3Y) Largest decline over 3 years	-93.59%	-25.39%	-68.20%
Max Drawdown (5Y) Largest decline over 5 years	—	-38.45%	—
Current Drawdown Current decline from peak	-97.41%	-0.59%	-96.82%
Average Drawdown Average peak-to-trough decline	-92.20%	-8.25%	-83.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	45.62%	4.04%	+41.58%

Volatility

GXAI vs. QTUM - Volatility Comparison

Gaxos.ai Inc (GXAI) has a higher volatility of 18.51% compared to Defiance Quantum ETF (QTUM) at 9.76%. This indicates that GXAI'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.

Volatility by Period

	GXAI	QTUM	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.51%	9.76%	+8.75%
Volatility (6M) Calculated over the trailing 6-month period	93.21%	20.35%	+72.86%
Volatility (1Y) Calculated over the trailing 1-year period	155.36%	26.26%	+129.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	187.36%	26.56%	+160.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	187.36%	27.17%	+160.19%

Dividends

GXAI vs. QTUM - Dividend Comparison

GXAI has not paid dividends to shareholders, while QTUM's dividend yield for the trailing twelve months is around 0.70%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
GXAI Gaxos.ai Inc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QTUM Defiance Quantum ETF	0.70%	1.01%	0.61%	0.81%	1.46%	0.48%	0.42%	0.61%	0.21%

Frequently Asked Questions

Can I hold both GXAI and QTUM in my portfolio?

GXAI 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.

Which is riskier, GXAI or QTUM?

GXAI has higher volatility (18.51%) compared to QTUM (9.76%). In terms of maximum drawdown, GXAI dropped -98.09% vs QTUM's -38.45%.

Which has better risk-adjusted returns?

QTUM currently has the higher Sharpe Ratio (3.65 vs -0.01), 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.