QMOM vs. QNTM

Last updated Apr 2, 2026

Compare and contrast key facts about Alpha Architect U.S. Quantitative Momentum ETF (QMOM) and Quantum BioPharma Ltd (QNTM).

QMOM is an actively managed fund by Alpha Architect. It was launched on Dec 2, 2015.

Performance

QMOM vs. QNTM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alpha Architect U.S. Quantitative Momentum ETF (QMOM) and Quantum BioPharma Ltd (QNTM). The values are adjusted to include any dividend payments, if applicable.

QMOM vs. QNTM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
QMOM Alpha Architect U.S. Quantitative Momentum ETF	6.82%	2.36%	30.43%	9.50%	-6.99%	-4.06%	61.94%	28.39%	-21.87%
QNTM Quantum BioPharma Ltd	-39.59%	98.37%	-93.84%	16.67%	-22.71%	-34.62%	-71.27%	-87.38%	148.84%

Returns By Period

In the year-to-date period, QMOM achieves a 6.82% return, which is significantly higher than QNTM's -39.59% return.

QMOM

• 1D: 2.11%
• 1M: -5.53%
• YTD: 6.82%
• 6M: 9.12%
• 1Y: 17.89%
• 3Y*: 16.74%
• 5Y*: 6.54%
• 10Y*: 12.39%

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)

Return for Risk

QMOM vs. QNTM — Risk / Return Rank

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

QMOM

QMOM Risk / Return Rank: 40
QMOM Sharpe Ratio Rank: 35
QMOM Sortino Ratio Rank: 36
QMOM Omega Ratio Rank: 35
QMOM Calmar Ratio Rank: 49
QMOM Martin Ratio Rank: 46

QNTM

QNTM Risk / Return Rank: 33
QNTM Sharpe Ratio Rank: 27
QNTM Sortino Ratio Rank: 43
QNTM Omega Ratio Rank: 40
QNTM Calmar Ratio Rank: 26
QNTM Martin Ratio Rank: 29

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.

QMOM vs. QNTM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alpha Architect U.S. Quantitative Momentum ETF (QMOM) 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.

	QMOM	QNTM	Difference
Sharpe ratio Return per unit of total volatility	0.70	-0.30	+0.99
Sortino ratio Return per unit of downside risk	1.08	0.56	+0.52
Omega ratio Gain probability vs. loss probability	1.15	1.06	+0.09
Calmar ratio Return relative to maximum drawdown	1.33	-0.46	+1.79
Martin ratio Return relative to average drawdown	4.59	-0.71	+5.30
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QMOM vs. QNTM - Sharpe Ratio Comparison

The current QMOM Sharpe Ratio is 0.70, which is higher than the QNTM Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of QMOM 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.

Sharpe Ratios by Period

	QMOM	QNTM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.70	-0.30	+0.99
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.27	-0.37	+0.64
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.47	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.46	-0.36	+0.82

Correlation

The correlation between QMOM and QNTM is 0.24, 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

QMOM vs. QNTM - Dividend Comparison

QMOM's dividend yield for the trailing twelve months is around 0.51%, while QNTM has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
QMOM Alpha Architect U.S. Quantitative Momentum ETF	0.51%	0.54%	1.40%	0.87%	1.59%	0.12%	0.08%	0.01%	0.05%	0.13%	0.34%
QNTM Quantum BioPharma Ltd	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

QMOM vs. QNTM - Drawdown Comparison

The maximum QMOM drawdown since its inception was -39.13%, smaller than the maximum QNTM drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for QMOM and QNTM.

Drawdown Indicators

	QMOM	QNTM	Difference
Max Drawdown Largest peak-to-trough decline	-39.13%	-99.98%	+60.85%
Max Drawdown (1Y) Largest decline over 1 year	-13.55%	-94.00%	+80.45%
Max Drawdown (5Y) Largest decline over 5 years	-27.00%	-98.48%	+71.48%
Max Drawdown (10Y) Largest decline over 10 years	-39.13%	—	—
Current Drawdown Current decline from peak	-5.53%	-99.95%	+94.42%
Average Drawdown Average peak-to-trough decline	-13.11%	-92.06%	+78.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.93%	60.55%	-56.62%

Volatility

QMOM vs. QNTM - Volatility Comparison

The current volatility for Alpha Architect U.S. Quantitative Momentum ETF (QMOM) is 11.62%, while Quantum BioPharma Ltd (QNTM) has a volatility of 76.44%. This indicates that QMOM 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.

Volatility by Period

	QMOM	QNTM	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.62%	76.44%	-64.82%
Volatility (6M) Calculated over the trailing 6-month period	19.19%	107.92%	-88.73%
Volatility (1Y) Calculated over the trailing 1-year period	25.76%	152.39%	-126.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.73%	131.21%	-106.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.28%	140.12%	-113.84%