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 -39.14%/yr vs 13.88%/yr for CIBR. Their 0.16 correlation means their historical movements had little consistent relationship.
Performance
QTUM-USD vs. CIBR - Performance Comparison
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Returns By Period
In the year-to-date period, QTUM-USD achieves a -51.51% return, which is significantly lower than CIBR's 28.86% return.
QTUM-USD
- 1D
- 0.98%
- 1M
- -9.33%
- 6M
- -39.68%
- YTD
- -51.51%
- 1Y
- -67.69%
- 3Y*
- -37.04%
- 5Y*
- -39.14%
- 10Y*
- —
- ALL TIME*
- -28.33%
CIBR
- 1D
- 2.01%
- 1M
- 1.28%
- 6M
- 33.32%
- YTD
- 28.86%
- 1Y
- 29.07%
- 3Y*
- 25.07%
- 5Y*
- 13.88%
- 10Y*
- 18.23%
- ALL TIME*
- 15.41%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $122.47M | $134.95M | $139.60M | |
QTUM-USD Qtum | $5.13M | $5.68M | $10.57M |
QTUM-USD vs. CIBR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QTUM-USD Qtum | -51.51% | -55.51% | -19.33% | 103.93% | -79.08% | 293.16% | 38.57% | -24.72% | -96.59% | 425.34% |
CIBR First Trust NASDAQ Cybersecurity ETF | 28.86% | 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 0.24, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.24 |
Correlation (3Y) Balances recent behavior with more history. | 0.20 |
Correlation (5Y) Shows whether the relationship held over a longer 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 | -1.90 | ||
| Sortino ratioReturn per unit of downside risk | -3.00 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.19 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.85 | 1.23 | -2.09 |
| Martin ratioReturn relative to average drawdown | -1.14 | 2.85 | -4.00 |
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Drawdowns
QTUM-USD vs. CIBR - Drawdown Comparison
The maximum QTUM-USD drawdown since its inception was -99.32%, 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 | -99.32% | -33.89% | -65.43% |
Max Drawdown (1Y)Largest decline over 1 year | -79.32% | -21.99% | -57.33% |
Max Drawdown (3Y)Largest decline over 3 years | -88.76% | -21.99% | -66.77% |
Max Drawdown (5Y)Largest decline over 5 years | -96.40% | -33.89% | -62.51% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.89% | — |
Current DrawdownCurrent decline from peak | -99.31% | -3.06% | -96.25% |
Average DrawdownAverage peak-to-trough decline | -93.36% | -8.62% | -84.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 42.05% | 9.49% | +32.56% |
Volatility
QTUM-USD vs. CIBR - Volatility Comparison
Qtum (QTUM-USD) has a higher volatility of 11.55% compared to First Trust NASDAQ Cybersecurity ETF (CIBR) at 7.31%. 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 | 11.55% | 7.31% | +4.24% |
Volatility (6M)Calculated over the trailing 6-month period | 46.00% | 22.34% | +23.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.60% | 25.99% | +39.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 76.10% | 25.28% | +50.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 98.67% | 23.63% | +75.04% |
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 (11.55%) compared to CIBR (7.31%). In terms of maximum drawdown, QTUM-USD dropped -99.32% vs CIBR's -33.89%.
CIBR currently has the higher Sharpe Ratio (1.05 vs -0.86), 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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