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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 -49.48% return, which is significantly lower than CIBR's 28.87% return.


QTUM-USD

1D
-2.35%
1M
-11.45%
6M
-51.37%
YTD
-49.48%
1Y
-70.53%
3Y*
-37.70%
5Y*
-35.76%
10Y*

CIBR

1D
-0.04%
1M
7.72%
6M
26.20%
YTD
28.87%
1Y
27.22%
3Y*
26.81%
5Y*
14.60%
10Y*
18.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QTUM-USD vs. CIBR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QTUM-USD
Qtum
-49.48%-55.51%-19.33%103.93%-79.08%293.16%38.57%-24.72%-96.59%425.34%
CIBR
First Trust NASDAQ Cybersecurity ETF
28.87%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

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

QTUM-USD
QTUM-USD Risk / Return Rank: 3333
Overall Rank
QTUM-USD Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
QTUM-USD Sortino Ratio Rank: 3232
Sortino Ratio Rank
QTUM-USD Omega Ratio Rank: 3333
Omega Ratio Rank
QTUM-USD Calmar Ratio Rank: 3434
Calmar Ratio Rank
QTUM-USD Martin Ratio Rank: 3636
Martin Ratio Rank

CIBR
CIBR Risk / Return Rank: 3434
Overall Rank
CIBR Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
CIBR Sortino Ratio Rank: 3737
Sortino Ratio Rank
CIBR Omega Ratio Rank: 3636
Omega Ratio Rank
CIBR Calmar Ratio Rank: 3131
Calmar Ratio Rank
CIBR Martin Ratio Rank: 2727
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.

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-USDCIBRDifference
Sharpe ratioReturn per unit of total volatility

-1.96

Sortino ratioReturn per unit of downside risk

-3.16

Omega ratioGain probability vs. loss probability

0.85

1.20

-0.35

Calmar ratioReturn relative to maximum drawdown

-0.90

1.24

-2.14

Martin ratioReturn relative to average drawdown

-1.25

2.88

-4.13

QTUM-USD vs. CIBR - Sharpe Ratio Comparison

The current QTUM-USD Sharpe Ratio is -0.89, which is lower than the CIBR Sharpe Ratio of 1.07. 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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Drawdowns

QTUM-USD vs. CIBR - Drawdown Comparison

The maximum QTUM-USD drawdown since its inception was -99.30%, 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

-99.30%

-33.89%

-65.41%

Max Drawdown (1Y)

Largest decline over 1 year

-78.50%

-21.99%

-56.51%

Max Drawdown (3Y)

Largest decline over 3 years

-88.32%

-21.99%

-66.33%

Max Drawdown (5Y)

Largest decline over 5 years

-96.26%

-33.89%

-62.37%

Max Drawdown (10Y)

Largest decline over 10 years

-33.89%

Current Drawdown

Current decline from peak

-99.29%

-2.57%

-96.72%

Average Drawdown

Average peak-to-trough decline

-93.32%

-8.64%

-84.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

48.31%

9.47%

+38.84%

Volatility

QTUM-USD vs. CIBR - Volatility Comparison

Qtum (QTUM-USD) has a higher volatility of 11.71% compared to First Trust NASDAQ Cybersecurity ETF (CIBR) at 7.35%. 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

11.71%

7.35%

+4.36%

Volatility (6M)

Calculated over the trailing 6-month period

48.73%

22.17%

+26.56%

Volatility (1Y)

Calculated over the trailing 1-year period

65.95%

25.55%

+40.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

76.55%

25.21%

+51.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

98.94%

23.59%

+75.35%

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 (11.71%) compared to CIBR (7.35%). In terms of maximum drawdown, QTUM-USD dropped -99.30% vs CIBR's -33.89%.

CIBR currently has the higher Sharpe Ratio (1.07 vs -0.89), 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.

Portfolio Optimizer

Find the right allocation for QTUM-USD and CIBR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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