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QTUM-USD vs. FBGX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between QTUM-USD and FBGX is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

QTUM-USD vs. FBGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in QTUM (QTUM-USD) and UBS AG FI Enhanced Large Cap Growth ETN (FBGX). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%AugustSeptemberOctoberNovemberDecember2025
7.53%
0
QTUM-USD
FBGX

Key characteristics

Returns By Period


QTUM-USD

YTD

-8.13%

1M

-10.20%

6M

7.54%

1Y

-4.75%

5Y*

5.45%

10Y*

N/A

FBGX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

QTUM-USD vs. FBGX — Risk-Adjusted Performance Rank

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

QTUM-USD
The Risk-Adjusted Performance Rank of QTUM-USD is 3030
Overall Rank
The Sharpe Ratio Rank of QTUM-USD is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of QTUM-USD is 3535
Sortino Ratio Rank
The Omega Ratio Rank of QTUM-USD is 3636
Omega Ratio Rank
The Calmar Ratio Rank of QTUM-USD is 1212
Calmar Ratio Rank
The Martin Ratio Rank of QTUM-USD is 3434
Martin Ratio Rank

FBGX
The Risk-Adjusted Performance Rank of FBGX is 8181
Overall Rank
The Sharpe Ratio Rank of FBGX is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of FBGX is 8585
Sortino Ratio Rank
The Omega Ratio Rank of FBGX is 8383
Omega Ratio Rank
The Calmar Ratio Rank of FBGX is 7070
Calmar Ratio Rank
The Martin Ratio Rank of FBGX is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

QTUM-USD vs. FBGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for QTUM (QTUM-USD) and UBS AG FI Enhanced Large Cap Growth ETN (FBGX). 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.


Sharpe ratio
The chart of Sharpe ratio for QTUM-USD, currently valued at -0.41, compared to the broader market0.002.004.006.00-0.411.63
The chart of Sortino ratio for QTUM-USD, currently valued at -0.11, compared to the broader market0.002.004.00-0.113.41
The chart of Omega ratio for QTUM-USD, currently valued at 0.99, compared to the broader market1.001.201.401.600.992.62
The chart of Calmar ratio for QTUM-USD, currently valued at 0.00, compared to the broader market2.004.006.000.000.76
The chart of Martin ratio for QTUM-USD, currently valued at -1.07, compared to the broader market0.0010.0020.0030.0040.0050.00-1.0710.80
QTUM-USD
FBGX


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-0.41
1.63
QTUM-USD
FBGX

Drawdowns

QTUM-USD vs. FBGX - Drawdown Comparison


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-97.08%
-1.14%
QTUM-USD
FBGX

Volatility

QTUM-USD vs. FBGX - Volatility Comparison

QTUM (QTUM-USD) has a higher volatility of 23.39% compared to UBS AG FI Enhanced Large Cap Growth ETN (FBGX) at 0.00%. This indicates that QTUM-USD's price experiences larger fluctuations and is considered to be riskier than FBGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%AugustSeptemberOctoberNovemberDecember2025
23.39%
0
QTUM-USD
FBGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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