QTUM-USD vs. IGPT

In the year-to-date period, QTUM-USD achieves a -24.00% return, which is significantly lower than IGPT's -0.77% return.

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This table presents a comparison of risk-adjusted performance metrics for QTUM (QTUM-USD) and Invesco AI and Next Gen Software ETF (IGPT). 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 -0.44, which is lower than the IGPT Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of QTUM-USD and IGPT, 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 IGPT's maximum drawdown of -48.44%. Use the drawdown chart below to compare losses from any high point for QTUM-USD and IGPT. For additional features, visit the drawdowns tool.

QTUM (QTUM-USD) has a higher volatility of 20.36% compared to Invesco AI and Next Gen Software ETF (IGPT) at 6.87%. This indicates that QTUM-USD's price experiences larger fluctuations and is considered to be riskier than IGPT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.