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 -39.14%/yr vs 15.08%/yr for IBM. Their 0.08 correlation means their historical movements had little consistent relationship.
Performance
QTUM-USD vs. IBM - Performance Comparison
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Returns By Period
In the year-to-date period, QTUM-USD achieves a -51.51% return, which is significantly lower than IBM's -23.51% return.
QTUM-USD
- 1D
- 0.98%
- 1M
- -9.33%
- 6M
- -39.68%
- YTD
- -51.51%
- 1Y
- -67.69%
- 3Y*
- -37.04%
- 5Y*
- -39.14%
- 10Y*
- —
- ALL TIME*
- -28.33%
IBM
- 1D
- 0.86%
- 1M
- -22.75%
- 6M
- -26.12%
- YTD
- -23.51%
- 1Y
- -8.27%
- 3Y*
- 19.79%
- 5Y*
- 15.08%
- 10Y*
- 8.27%
- ALL TIME*
- 7.07%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.40B | $3.19B | $2.85B | |
QTUM-USD Qtum | $5.13M | $5.68M | $10.57M |
QTUM-USD vs. IBM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QTUM-USD Qtum | -51.51% | -55.51% | -19.33% | 103.93% | -79.08% | 293.16% | 38.57% | -24.72% | -96.59% | 425.34% |
IBM International Business Machines Corporation | -23.51% | 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 0.08, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.08 |
Correlation (3Y) Balances recent behavior with more history. | 0.10 |
Correlation (5Y) Shows whether the relationship held over a longer 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 | -1.49 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.01 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.85 | -0.25 | -0.60 |
| Martin ratioReturn relative to average drawdown | -1.14 | -0.59 | -0.55 |
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Drawdowns
QTUM-USD vs. IBM - Drawdown Comparison
The maximum QTUM-USD drawdown since its inception was -99.32%, 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 | -99.32% | -69.40% | -29.92% |
Max Drawdown (1Y)Largest decline over 1 year | -79.32% | -37.50% | -41.82% |
Max Drawdown (3Y)Largest decline over 3 years | -88.76% | -37.50% | -51.26% |
Max Drawdown (5Y)Largest decline over 5 years | -96.40% | -37.50% | -58.90% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.59% | — |
Current DrawdownCurrent decline from peak | -99.31% | -32.07% | -67.24% |
Average DrawdownAverage peak-to-trough decline | -93.36% | -20.13% | -73.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 42.05% | 15.98% | +26.07% |
Volatility
QTUM-USD vs. IBM - Volatility Comparison
The current volatility for Qtum (QTUM-USD) is 11.55%, while International Business Machines Corporation (IBM) has a volatility of 31.22%. This indicates that QTUM-USD experiences smaller price fluctuations and is considered to be less risky than IBM based on this measure. 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 | 11.55% | 31.22% | -19.67% |
Volatility (6M)Calculated over the trailing 6-month period | 46.00% | 46.22% | -0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.60% | 48.19% | +17.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 76.10% | 30.02% | +46.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 98.67% | 28.05% | +70.62% |
Frequently Asked Questions
QTUM-USD and IBM have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBM has higher volatility (31.22%) compared to QTUM-USD (11.55%). In terms of maximum drawdown, QTUM-USD dropped -99.32% vs IBM's -69.40%.
IBM currently has the higher Sharpe Ratio (-0.20 vs -0.86), 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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