QTUM-USD vs. CIBR
QTUM-USD (QTUM) is a cryptocurrency, while CIBR (First Trust NASDAQ Cybersecurity ETF) is Technology Equities fund tracking the Nasdaq CTA Cybersecurity Index. Over the past 5 years, QTUM-USD returned -42.02%/yr vs 17.20%/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 -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%
QTUM-USD vs. CIBR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
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.
| QTUM-USD | CIBR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.76 | 1.27 | -2.03 |
Sortino ratioReturn per unit of downside risk | -1.08 | 1.82 | -2.90 |
Omega ratioGain probability vs. loss probability | 0.89 | 1.23 | -0.34 |
Calmar ratioReturn relative to maximum drawdown | -1.13 | 1.46 | -2.59 |
Martin ratioReturn relative to average drawdown | -1.52 | 3.47 | -4.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QTUM-USD | CIBR | Difference | |
|---|---|---|---|
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-USD | CIBR | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -99.14% | 0.00% | -99.14% |
Average DrawdownAverage peak-to-trough decline | -93.27% | -8.66% | -84.61% |
Ulcer IndexDepth 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-USD | CIBR | Difference | |
|---|---|---|---|
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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