QTUM-USD vs. IBM

In the year-to-date period, QTUM-USD achieves a -12.63% return, which is significantly lower than IBM's 40.60% return.

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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.

The current QTUM-USD Sharpe Ratio is -0.34, which is lower than the IBM Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of QTUM-USD and IBM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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.

QTUM (QTUM-USD) has a higher volatility of 45.28% compared to International Business Machines Corporation (IBM) at 6.73%. 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.