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

Correlation

The correlation between QTUM-USD and FBGX is 0.20, 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.


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.

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Key characteristics

Returns By Period


QTUM-USD

YTD

-24.84%

1M

8.41%

6M

-27.75%

1Y

-41.73%

3Y*

-16.12%

5Y*

7.48%

10Y*

N/A

FBGX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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QTUM

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 3333
Overall Rank
The Sharpe Ratio Rank of QTUM-USD is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of QTUM-USD is 4141
Sortino Ratio Rank
The Omega Ratio Rank of QTUM-USD is 4141
Omega Ratio Rank
The Calmar Ratio Rank of QTUM-USD is 33
Calmar Ratio Rank
The Martin Ratio Rank of QTUM-USD is 3838
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.



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Drawdowns

QTUM-USD vs. FBGX - Drawdown Comparison


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Volatility

QTUM-USD vs. FBGX - Volatility Comparison


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