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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 -40.34% return, which is significantly lower than CIBR's 28.52% return.


QTUM-USD

1D
-0.58%
1M
-8.71%
YTD
-40.34%
6M
-49.11%
1Y
-61.47%
3Y*
-33.27%
5Y*
-41.14%
10Y*

CIBR

1D
-2.81%
1M
31.43%
YTD
28.52%
6M
24.03%
1Y
25.78%
3Y*
28.32%
5Y*
16.28%
10Y*
18.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QTUM-USD vs. CIBR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QTUM-USD
QTUM
-40.34%-55.51%-19.33%103.93%-79.08%293.16%38.57%-24.72%-96.59%422.64%
CIBR
First Trust NASDAQ Cybersecurity ETF
28.52%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: 4646
Overall Rank
QTUM-USD Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
QTUM-USD Sortino Ratio Rank: 3939
Sortino Ratio Rank
QTUM-USD Omega Ratio Rank: 3939
Omega Ratio Rank
QTUM-USD Calmar Ratio Rank: 5656
Calmar Ratio Rank
QTUM-USD Martin Ratio Rank: 5757
Martin Ratio Rank

CIBR
CIBR Risk / Return Rank: 2626
Overall Rank
CIBR Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
CIBR Sortino Ratio Rank: 2828
Sortino Ratio Rank
CIBR Omega Ratio Rank: 2929
Omega Ratio Rank
CIBR Calmar Ratio Rank: 2424
Calmar Ratio Rank
CIBR Martin Ratio Rank: 2222
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

-0.77

1.06

-1.83

Sortino ratio

Return per unit of downside risk

-1.11

1.56

-2.67

Omega ratio

Gain probability vs. loss probability

0.89

1.20

-0.31

Calmar ratio

Return relative to maximum drawdown

-0.83

1.18

-2.00

Martin ratio

Return relative to average drawdown

-1.22

2.79

-4.01

QTUM-USD vs. CIBR - Sharpe Ratio Comparison

The current QTUM-USD Sharpe Ratio is -0.77, which is lower than the CIBR Sharpe Ratio of 1.06. 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

-0.77

1.06

-1.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.44

0.66

-1.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.23

0.67

-0.89

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

-99.16%

-2.81%

-96.35%

Average Drawdown

Average peak-to-trough decline

-93.28%

-8.66%

-84.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

49.94%

9.25%

+40.69%

Volatility

QTUM-USD vs. CIBR - Volatility Comparison

QTUM (QTUM-USD) has a higher volatility of 17.38% compared to First Trust NASDAQ Cybersecurity ETF (CIBR) at 10.90%. 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

17.38%

10.90%

+6.48%

Volatility (6M)

Calculated over the trailing 6-month period

50.05%

20.90%

+29.15%

Volatility (1Y)

Calculated over the trailing 1-year period

66.38%

24.50%

+41.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

78.43%

24.95%

+53.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

99.43%

23.60%

+75.83%

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 (17.38%) compared to CIBR (10.90%). In terms of maximum drawdown, QTUM-USD dropped -99.16% vs CIBR's -33.89%.

CIBR currently has the higher Sharpe Ratio (1.06 vs -0.77), 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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