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QTUM-USD vs. CIBR
Performance
Return for Risk
Drawdowns
Volatility

Performance

QTUM-USD vs. CIBR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in QTUM (QTUM-USD) and First Trust NASDAQ Cybersecurity ETF (CIBR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QTUM-USD achieves a -39.34% return, which is significantly lower than CIBR's 32.24% return.


QTUM-USD

1D
-5.60%
1M
-6.79%
YTD
-39.34%
6M
-46.74%
1Y
-60.73%
3Y*
-32.78%
5Y*
-42.02%
10Y*

CIBR

1D
0.18%
1M
37.17%
YTD
32.24%
6M
29.33%
1Y
30.75%
3Y*
29.54%
5Y*
17.20%
10Y*
18.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QTUM-USD vs. CIBR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QTUM-USD
QTUM
-39.34%-55.51%-19.33%103.93%-79.08%293.16%38.57%-24.72%-96.59%422.64%
CIBR
First Trust NASDAQ Cybersecurity ETF
32.24%13.06%18.21%39.71%-26.46%19.67%50.53%28.52%1.47%6.27%

Correlation

The correlation between QTUM-USD and CIBR is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Nov 10, 2017

0.16

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Return for Risk

QTUM-USD vs. CIBR — Risk / Return Rank

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

QTUM-USD
QTUM-USD Risk / Return Rank: 3232
Overall Rank
QTUM-USD Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
QTUM-USD Sortino Ratio Rank: 3636
Sortino Ratio Rank
QTUM-USD Omega Ratio Rank: 3737
Omega Ratio Rank
QTUM-USD Calmar Ratio Rank: 3232
Calmar Ratio Rank
QTUM-USD Martin Ratio Rank: 2222
Martin Ratio Rank

CIBR
CIBR Risk / Return Rank: 3232
Overall Rank
CIBR Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
CIBR Sortino Ratio Rank: 3434
Sortino Ratio Rank
CIBR Omega Ratio Rank: 3535
Omega Ratio Rank
CIBR Calmar Ratio Rank: 3030
Calmar Ratio Rank
CIBR Martin Ratio Rank: 2525
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.

QTUM-USD vs. CIBR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for QTUM (QTUM-USD) and First Trust NASDAQ Cybersecurity ETF (CIBR). 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.


QTUM-USDCIBRDifference

Sharpe ratio

Return per unit of total volatility

-0.76

1.27

-2.03

Sortino ratio

Return per unit of downside risk

-1.08

1.82

-2.90

Omega ratio

Gain probability vs. loss probability

0.89

1.23

-0.34

Calmar ratio

Return relative to maximum drawdown

-1.13

1.46

-2.59

Martin ratio

Return relative to average drawdown

-1.52

3.47

-4.99

QTUM-USD vs. CIBR - Sharpe Ratio Comparison

The current QTUM-USD Sharpe Ratio is -0.76, which is lower than the CIBR Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of QTUM-USD and CIBR, 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


QTUM-USDCIBRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.76

1.27

-2.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.45

0.69

-1.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.23

0.68

-0.90

Drawdowns

QTUM-USD vs. CIBR - Drawdown Comparison

The maximum QTUM-USD drawdown since its inception was -99.16%, which is greater than CIBR's maximum drawdown of -33.89%. Use the drawdown chart below to compare losses from any high point for QTUM-USD and CIBR.


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Drawdown Indicators


QTUM-USDCIBRDifference

Max Drawdown

Largest peak-to-trough decline

-99.16%

-33.89%

-65.27%

Max Drawdown (1Y)

Largest decline over 1 year

-74.30%

-21.99%

-52.31%

Max Drawdown (3Y)

Largest decline over 3 years

-86.04%

-21.99%

-64.05%

Max Drawdown (5Y)

Largest decline over 5 years

-95.52%

-33.89%

-61.63%

Max Drawdown (10Y)

Largest decline over 10 years

-33.89%

Current Drawdown

Current decline from peak

-99.14%

0.00%

-99.14%

Average Drawdown

Average peak-to-trough decline

-93.27%

-8.66%

-84.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

49.77%

9.25%

+40.52%

Volatility

QTUM-USD vs. CIBR - Volatility Comparison

QTUM (QTUM-USD) has a higher volatility of 17.06% compared to First Trust NASDAQ Cybersecurity ETF (CIBR) at 9.99%. This indicates that QTUM-USD's price experiences larger fluctuations and is considered to be riskier than CIBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QTUM-USDCIBRDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.06%

9.99%

+7.07%

Volatility (6M)

Calculated over the trailing 6-month period

50.05%

20.72%

+29.33%

Volatility (1Y)

Calculated over the trailing 1-year period

66.37%

24.34%

+42.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

78.42%

24.93%

+53.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

99.44%

23.58%

+75.86%

Frequently Asked Questions


QTUM-USD and CIBR have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QTUM-USD has higher volatility (17.06%) compared to CIBR (9.99%). In terms of maximum drawdown, QTUM-USD dropped -99.16% vs CIBR's -33.89%.

CIBR currently has the higher Sharpe Ratio (1.27 vs -0.76), 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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