QTUM-USD vs. CIBR
QTUM-USD (Qtum) is a cryptocurrency, while CIBR (First Trust NASDAQ Cybersecurity ETF) is Cybersecurity fund tracking the Nasdaq CTA Cybersecurity Index. Over the past 5 years, QTUM-USD returned -35.43%/yr vs 12.80%/yr for CIBR. At a 0.16 correlation, their price movements are largely independent.
Performance
QTUM-USD vs. CIBR - Performance Comparison
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Returns By Period
In the year-to-date period, QTUM-USD achieves a -48.39% return, which is significantly lower than CIBR's 18.06% return.
QTUM-USD
- 1D
- -1.70%
- 1M
- -22.26%
- YTD
- -48.39%
- 6M
- -45.22%
- 1Y
- -65.23%
- 3Y*
- -34.08%
- 5Y*
- -35.43%
- 10Y*
- —
CIBR
- 1D
- 0.75%
- 1M
- -0.08%
- YTD
- 18.06%
- 6M
- 15.86%
- 1Y
- 15.20%
- 3Y*
- 24.74%
- 5Y*
- 12.80%
- 10Y*
- 17.93%
QTUM-USD vs. CIBR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QTUM-USD Qtum | -48.39% | -55.51% | -19.33% | 103.93% | -79.08% | 293.16% | 38.57% | -24.72% | -96.59% | 425.34% |
CIBR First Trust NASDAQ Cybersecurity ETF | 18.06% | 13.06% | 18.21% | 39.71% | -26.46% | 19.67% | 50.53% | 28.52% | 1.47% | 4.68% |
Correlation
The correlation between QTUM-USD and CIBR is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2017 | 0.16 |
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Return for Risk
QTUM-USD vs. CIBR — Risk / Return Rank
QTUM-USD
CIBR
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| QTUM-USD | CIBR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.42 | ||
| Sortino ratioReturn per unit of downside risk | -2.26 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.12 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.83 | 0.69 | -1.53 |
| Martin ratioReturn relative to average drawdown | -1.22 | 1.60 | -2.82 |
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Drawdowns
QTUM-USD vs. CIBR - Drawdown Comparison
The maximum QTUM-USD drawdown since its inception was -99.29%, 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-USD | CIBR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.29% | -33.89% | -65.40% |
Max Drawdown (1Y)Largest decline over 1 year | -78.28% | -21.99% | -56.29% |
Max Drawdown (3Y)Largest decline over 3 years | -88.20% | -21.99% | -66.21% |
Max Drawdown (5Y)Largest decline over 5 years | -96.22% | -33.89% | -62.33% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.89% | — |
Current DrawdownCurrent decline from peak | -99.27% | -10.72% | -88.55% |
Average DrawdownAverage peak-to-trough decline | -93.28% | -8.66% | -84.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 46.72% | 9.51% | +37.21% |
Volatility
QTUM-USD vs. CIBR - Volatility Comparison
Qtum (QTUM-USD) has a higher volatility of 19.73% compared to First Trust NASDAQ Cybersecurity ETF (CIBR) at 12.03%. 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-USD | CIBR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.73% | 12.03% | +7.70% |
Volatility (6M)Calculated over the trailing 6-month period | 50.20% | 21.54% | +28.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 67.31% | 25.21% | +42.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 77.19% | 25.07% | +52.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 99.23% | 23.60% | +75.63% |
Frequently Asked Questions
QTUM-USD and CIBR have a correlation of 0.26, 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 (19.73%) compared to CIBR (12.03%). In terms of maximum drawdown, QTUM-USD dropped -99.29% vs CIBR's -33.89%.
CIBR currently has the higher Sharpe Ratio (0.61 vs -0.81), 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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