QTUM-USD vs. IBM
Compare and contrast key facts about QTUM (QTUM-USD) and International Business Machines Corporation (IBM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QTUM-USD or IBM.
Key characteristics
| QTUM-USD | IBM | |
|---|---|---|
| YTD Return | -26.71% | 33.59% |
| 1Y Return | -12.26% | 47.52% |
| 3Y Return (Ann) | -45.28% | 26.60% |
| 5Y Return (Ann) | 3.28% | 15.79% |
| Sharpe Ratio | -0.70 | 2.10 |
| Sortino Ratio | -0.84 | 2.81 |
| Omega Ratio | 0.92 | 1.43 |
| Calmar Ratio | 0.00 | 2.76 |
| Martin Ratio | -1.22 | 6.60 |
| Ulcer Index | 46.77% | 7.07% |
| Daily Std Dev | 68.10% | 22.16% |
| Max Drawdown | -98.90% | -69.40% |
| Current Drawdown | -97.12% | -9.67% |
Correlation
The correlation between QTUM-USD and IBM is 0.08, 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. IBM - Performance Comparison
In the year-to-date period, QTUM-USD achieves a -26.71% return, which is significantly lower than IBM's 33.59% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
QTUM-USD vs. IBM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for QTUM (QTUM-USD) and International Business Machines Corporation (IBM). 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.
Drawdowns
QTUM-USD vs. IBM - Drawdown Comparison
The maximum QTUM-USD drawdown since its inception was -98.90%, which is greater than IBM's maximum drawdown of -69.40%. Use the drawdown chart below to compare losses from any high point for QTUM-USD and IBM. For additional features, visit the drawdowns tool.
Volatility
QTUM-USD vs. IBM - Volatility Comparison
QTUM (QTUM-USD) has a higher volatility of 21.10% compared to International Business Machines Corporation (IBM) at 8.07%. This indicates that QTUM-USD's price experiences larger fluctuations and is considered to be riskier than IBM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.