QNTM vs. QMOM

Last updated Jun 3, 2026

QNTM (Quantum BioPharma Ltd) is a stock, while QMOM (Alpha Architect U.S. Quantitative Momentum ETF) is Momentum fund actively managed by Alpha Architect. Over the past 5 years, QNTM returned -48.31%/yr vs 11.72%/yr for QMOM. At a 0.22 correlation, their price movements are largely independent.

Performance

QNTM vs. QMOM - Performance Comparison

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

Returns By Period

In the year-to-date period, QNTM achieves a -30.00% return, which is significantly lower than QMOM's 25.11% return.

QNTM

• 1D: -2.67%
• 1M: -7.93%
• YTD: -30.00%
• 6M: -47.32%
• 1Y: -66.38%
• 3Y*: -59.91%
• 5Y*: -48.31%
• 10Y*: —

QMOM

• 1D: 1.78%
• 1M: 6.76%
• YTD: 25.11%
• 6M: 27.55%
• 1Y: 32.33%
• 3Y*: 23.37%
• 5Y*: 11.72%
• 10Y*: 13.86%

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

QNTM vs. QMOM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
QNTM Quantum BioPharma Ltd	-30.00%	98.37%	-93.84%	16.67%	-22.71%	-34.62%	-71.27%	-87.38%	148.84%
QMOM Alpha Architect U.S. Quantitative Momentum ETF	25.11%	2.36%	30.43%	9.50%	-6.99%	-4.06%	61.94%	28.39%	-21.87%

Correlation

The correlation between QNTM and QMOM is 0.07, 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 (1Y) Calculated over the trailing 1-year period	0.07
Correlation (3Y) Calculated over the trailing 3-year period	0.16
Correlation (5Y) Calculated over the trailing 5-year period	0.19
Correlation (All Time) Calculated using the full available price history since Jun 11, 2018	0.22

The correlation between QNTM and QMOM shifts across timeframes, from 0.07 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.

Return for Risk

QNTM vs. QMOM — Risk / Return Rank

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

QNTM

QNTM Risk / Return Rank: 25
QNTM Sharpe Ratio Rank: 22
QNTM Sortino Ratio Rank: 33
QNTM Omega Ratio Rank: 32
QNTM Calmar Ratio Rank: 16
QNTM Martin Ratio Rank: 23

QMOM

QMOM Risk / Return Rank: 44
QMOM Sharpe Ratio Rank: 39
QMOM Sortino Ratio Rank: 37
QMOM Omega Ratio Rank: 38
QMOM Calmar Ratio Rank: 52
QMOM Martin Ratio Rank: 56

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.

QNTM vs. QMOM - Risk-Adjusted Trends Comparison

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

	QNTM	QMOM	Difference
Sharpe ratio Return per unit of total volatility	-0.42	1.39	-1.81
Sortino ratio Return per unit of downside risk	0.12	1.95	-1.83
Omega ratio Gain probability vs. loss probability	1.01	1.25	-0.24
Calmar ratio Return relative to maximum drawdown	-0.66	2.63	-3.29
Martin ratio Return relative to average drawdown	-0.89	9.61	-10.50
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QNTM vs. QMOM - Sharpe Ratio Comparison

The current QNTM Sharpe Ratio is -0.42, which is lower than the QMOM Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of QNTM and QMOM, 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

	QNTM	QMOM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.42	1.39	-1.81
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.36	0.49	-0.85
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.53	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.35	0.52	-0.87

Drawdowns

QNTM vs. QMOM - Drawdown Comparison

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

Drawdown Indicators

	QNTM	QMOM	Difference
Max Drawdown Largest peak-to-trough decline	-99.98%	-39.13%	-60.85%
Max Drawdown (1Y) Largest decline over 1 year	-94.00%	-12.65%	-81.35%
Max Drawdown (3Y) Largest decline over 3 years	-97.98%	-26.46%	-71.52%
Max Drawdown (5Y) Largest decline over 5 years	-98.42%	-26.82%	-71.60%
Max Drawdown (10Y) Largest decline over 10 years	—	-39.13%	—
Current Drawdown Current decline from peak	-99.94%	0.00%	-99.94%
Average Drawdown Average peak-to-trough decline	-92.22%	-12.92%	-79.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	69.73%	3.45%	+66.28%

Volatility

QNTM vs. QMOM - Volatility Comparison

Quantum BioPharma Ltd (QNTM) has a higher volatility of 54.60% compared to Alpha Architect U.S. Quantitative Momentum ETF (QMOM) at 8.29%. This indicates that QNTM's price experiences larger fluctuations and is considered to be riskier than QMOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QNTM	QMOM	Difference
Volatility (1M) Calculated over the trailing 1-month period	54.60%	8.29%	+46.31%
Volatility (6M) Calculated over the trailing 6-month period	113.44%	19.87%	+93.57%
Volatility (1Y) Calculated over the trailing 1-year period	160.28%	23.30%	+136.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	134.24%	24.20%	+110.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	140.72%	26.49%	+114.23%

Dividends

QNTM vs. QMOM - Dividend Comparison

QNTM has not paid dividends to shareholders, while QMOM's dividend yield for the trailing twelve months is around 0.43%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
QMOM Alpha Architect U.S. Quantitative Momentum ETF	0.43%	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%

Frequently Asked Questions

Can I hold both QNTM and QMOM in my portfolio?

QNTM and QMOM have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QNTM or QMOM?

QNTM has higher volatility (54.60%) compared to QMOM (8.29%). In terms of maximum drawdown, QNTM dropped -99.98% vs QMOM's -39.13%.

Which has better risk-adjusted returns?

QMOM currently has the higher Sharpe Ratio (1.39 vs -0.42), 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.