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QNTM vs. WQTM.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QNTM vs. WQTM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Quantum BioPharma Ltd (QNTM) and WisdomTree Quantum Computing UCITS ETF USD Accumulating (WQTM.DE). The values are adjusted to include any dividend payments, if applicable.

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QNTM vs. WQTM.DE - Yearly Performance Comparison


2026 (YTD)2025
QNTM
Quantum BioPharma Ltd
-33.84%-55.23%
WQTM.DE
WisdomTree Quantum Computing UCITS ETF USD Accumulating
-8.64%23.65%
Different Trading Currencies

QNTM is traded in USD, while WQTM.DE is traded in EUR. To make them comparable, the WQTM.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, QNTM achieves a -33.84% return, which is significantly lower than WQTM.DE's -8.64% return.


QNTM

1D
12.85%
1M
36.06%
YTD
-33.84%
6M
-70.55%
1Y
-37.35%
3Y*
-63.67%
5Y*
-47.87%
10Y*

WQTM.DE

1D
1.48%
1M
-10.19%
YTD
-8.64%
6M
-8.39%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

QNTM vs. WQTM.DE — Risk / Return Rank

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

QNTM
QNTM Risk / Return Rank: 3737
Overall Rank
QNTM Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
QNTM Sortino Ratio Rank: 4848
Sortino Ratio Rank
QNTM Omega Ratio Rank: 4545
Omega Ratio Rank
QNTM Calmar Ratio Rank: 2727
Calmar Ratio Rank
QNTM Martin Ratio Rank: 3131
Martin Ratio Rank

WQTM.DE
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. WQTM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Quantum BioPharma Ltd (QNTM) and WisdomTree Quantum Computing UCITS ETF USD Accumulating (WQTM.DE). 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.


QNTMWQTM.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.25

Sortino ratio

Return per unit of downside risk

0.71

Omega ratio

Gain probability vs. loss probability

1.08

Calmar ratio

Return relative to maximum drawdown

-0.46

Martin ratio

Return relative to average drawdown

-0.72

QNTM vs. WQTM.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QNTMWQTM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.36

0.62

-0.98

Correlation

The correlation between QNTM and WQTM.DE is 0.31, 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

QNTM vs. WQTM.DE - Dividend Comparison

Neither QNTM nor WQTM.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

QNTM vs. WQTM.DE - Drawdown Comparison

The maximum QNTM drawdown since its inception was -99.98%, which is greater than WQTM.DE's maximum drawdown of -24.99%. Use the drawdown chart below to compare losses from any high point for QNTM and WQTM.DE.


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Drawdown Indicators


QNTMWQTM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-99.98%

-24.12%

-75.86%

Max Drawdown (1Y)

Largest decline over 1 year

-94.00%

Max Drawdown (5Y)

Largest decline over 5 years

-98.48%

Current Drawdown

Current decline from peak

-99.95%

-23.07%

-76.88%

Average Drawdown

Average peak-to-trough decline

-92.05%

-11.63%

-80.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

60.30%

Volatility

QNTM vs. WQTM.DE - Volatility Comparison


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Volatility by Period


QNTMWQTM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

75.79%

Volatility (6M)

Calculated over the trailing 6-month period

107.64%

Volatility (1Y)

Calculated over the trailing 1-year period

152.47%

37.95%

+114.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

131.15%

37.95%

+93.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

140.12%

37.95%

+102.17%