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QNTM vs. SMHX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QNTM vs. SMHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Quantum BioPharma Ltd (QNTM) and VanEck Fabless Semiconductor ETF (SMHX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QNTM achieves a -30.00% return, which is significantly lower than SMHX's 76.78% return.


QNTM

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

SMHX

1D
5.94%
1M
31.13%
YTD
76.78%
6M
74.71%
1Y
143.03%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QNTM vs. SMHX - Yearly Performance Comparison


2026 (YTD)20252024
QNTM
Quantum BioPharma Ltd
-30.00%98.37%-24.44%
SMHX
VanEck Fabless Semiconductor ETF
76.78%30.00%17.76%

Correlation

The correlation between QNTM and SMHX is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

Correlation (All Time)
Calculated using the full available price history since Aug 29, 2024

0.16

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Return for Risk

QNTM vs. SMHX — Risk / Return Rank

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

QNTM
QNTM Risk / Return Rank: 2525
Overall Rank
QNTM Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
QNTM Sortino Ratio Rank: 3333
Sortino Ratio Rank
QNTM Omega Ratio Rank: 3232
Omega Ratio Rank
QNTM Calmar Ratio Rank: 1616
Calmar Ratio Rank
QNTM Martin Ratio Rank: 2323
Martin Ratio Rank

SMHX
SMHX Risk / Return Rank: 9494
Overall Rank
SMHX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
SMHX Sortino Ratio Rank: 9292
Sortino Ratio Rank
SMHX Omega Ratio Rank: 9191
Omega Ratio Rank
SMHX Calmar Ratio Rank: 9595
Calmar Ratio Rank
SMHX Martin Ratio Rank: 9393
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.

QNTM vs. SMHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Quantum BioPharma Ltd (QNTM) and VanEck Fabless Semiconductor ETF (SMHX). 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.


QNTMSMHXDifference

Sharpe ratio

Return per unit of total volatility

-0.42

4.40

-4.82

Sortino ratio

Return per unit of downside risk

0.12

4.57

-4.45

Omega ratio

Gain probability vs. loss probability

1.01

1.60

-0.59

Calmar ratio

Return relative to maximum drawdown

-0.66

8.64

-9.30

Martin ratio

Return relative to average drawdown

-0.89

24.36

-25.25

QNTM vs. SMHX - Sharpe Ratio Comparison

The current QNTM Sharpe Ratio is -0.42, which is lower than the SMHX Sharpe Ratio of 4.40. The chart below compares the historical Sharpe Ratios of QNTM and SMHX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


QNTMSMHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.42

4.40

-4.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.35

1.92

-2.27

Drawdowns

QNTM vs. SMHX - Drawdown Comparison

The maximum QNTM drawdown since its inception was -99.98%, which is greater than SMHX's maximum drawdown of -38.53%. Use the drawdown chart below to compare losses from any high point for QNTM and SMHX.


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Drawdown Indicators


QNTMSMHXDifference

Max Drawdown

Largest peak-to-trough decline

-99.98%

-38.53%

-61.45%

Max Drawdown (1Y)

Largest decline over 1 year

-94.00%

-17.06%

-76.94%

Max Drawdown (3Y)

Largest decline over 3 years

-97.98%

Max Drawdown (5Y)

Largest decline over 5 years

-98.42%

Current Drawdown

Current decline from peak

-99.94%

0.00%

-99.94%

Average Drawdown

Average peak-to-trough decline

-92.22%

-7.35%

-84.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

69.73%

6.05%

+63.68%

Volatility

QNTM vs. SMHX - Volatility Comparison

Quantum BioPharma Ltd (QNTM) has a higher volatility of 54.60% compared to VanEck Fabless Semiconductor ETF (SMHX) at 12.04%. This indicates that QNTM's price experiences larger fluctuations and is considered to be riskier than SMHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QNTMSMHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

54.60%

12.04%

+42.56%

Volatility (6M)

Calculated over the trailing 6-month period

113.44%

25.06%

+88.38%

Volatility (1Y)

Calculated over the trailing 1-year period

160.28%

32.72%

+127.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

134.24%

40.01%

+94.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

140.72%

40.01%

+100.71%

Dividends

QNTM vs. SMHX - Dividend Comparison

QNTM has not paid dividends to shareholders, while SMHX's dividend yield for the trailing twelve months is around 0.01%.


PositionTTM20252024
QNTM
Quantum BioPharma Ltd
0.00%0.00%0.00%
SMHX
VanEck Fabless Semiconductor ETF
0.01%0.02%0.04%

Frequently Asked Questions


QNTM and SMHX have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QNTM has higher volatility (54.60%) compared to SMHX (12.04%). In terms of maximum drawdown, QNTM dropped -99.98% vs SMHX's -38.53%.

SMHX currently has the higher Sharpe Ratio (4.40 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.

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