QTUM-USD vs. IBM
QTUM-USD (Qtum) is a cryptocurrency, while IBM (International Business Machines Corporation) is a stock. Over the past 5 years, QTUM-USD returned -35.43%/yr vs 18.30%/yr for IBM. At a 0.08 correlation, their price movements are largely independent.
Performance
QTUM-USD vs. IBM - Performance Comparison
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Returns By Period
In the year-to-date period, QTUM-USD achieves a -48.39% return, which is significantly lower than IBM's -9.38% return.
QTUM-USD
- 1D
- -1.70%
- 1M
- -22.26%
- YTD
- -48.39%
- 6M
- -45.22%
- 1Y
- -65.23%
- 3Y*
- -34.08%
- 5Y*
- -35.43%
- 10Y*
- —
IBM
- 1D
- 5.04%
- 1M
- 4.37%
- YTD
- -9.38%
- 6M
- -11.64%
- 1Y
- -6.04%
- 3Y*
- 31.13%
- 5Y*
- 18.30%
- 10Y*
- 11.12%
QTUM-USD vs. IBM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QTUM-USD Qtum | -48.39% | -55.51% | -19.33% | 103.93% | -79.08% | 293.16% | 38.57% | -24.72% | -96.59% | 425.34% |
IBM International Business Machines Corporation | -9.38% | 38.23% | 39.27% | 21.85% | 10.64% | 16.65% | -1.16% | 23.58% | -22.56% | 2.23% |
Correlation
The correlation between QTUM-USD and IBM is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2017 | 0.08 |
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Return for Risk
QTUM-USD vs. IBM — Risk / Return Rank
QTUM-USD
IBM
QTUM-USD vs. IBM - Risk-Adjusted Trends 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.
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 | IBM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.66 | ||
| Sortino ratioReturn per unit of downside risk | -1.33 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.01 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | -0.83 | -0.20 | -0.64 |
| Martin ratioReturn relative to average drawdown | -1.22 | -0.41 | -0.81 |
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Drawdowns
QTUM-USD vs. IBM - Drawdown Comparison
The maximum QTUM-USD drawdown since its inception was -99.29%, 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.
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Drawdown Indicators
| QTUM-USD | IBM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.29% | -69.40% | -29.89% |
Max Drawdown (1Y)Largest decline over 1 year | -78.28% | -30.96% | -47.32% |
Max Drawdown (3Y)Largest decline over 3 years | -88.20% | -30.96% | -57.24% |
Max Drawdown (5Y)Largest decline over 5 years | -96.22% | -30.96% | -65.26% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.59% | — |
Current DrawdownCurrent decline from peak | -99.27% | -19.53% | -79.74% |
Average DrawdownAverage peak-to-trough decline | -93.28% | -20.12% | -73.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 46.72% | 14.74% | +31.98% |
Volatility
QTUM-USD vs. IBM - Volatility Comparison
Qtum (QTUM-USD) and International Business Machines Corporation (IBM) have volatilities of 19.73% and 20.08%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QTUM-USD | IBM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.73% | 20.08% | -0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 50.20% | 35.49% | +14.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 67.31% | 40.19% | +27.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 77.19% | 27.37% | +49.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 99.23% | 26.65% | +72.58% |
Frequently Asked Questions
QTUM-USD and IBM have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBM has higher volatility (20.08%) compared to QTUM-USD (19.73%). In terms of maximum drawdown, QTUM-USD dropped -99.29% vs IBM's -69.40%.
IBM currently has the higher Sharpe Ratio (-0.15 vs -0.81), 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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