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QTUM-USD vs. IGPT
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between QTUM-USD and IGPT is 0.17, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

QTUM-USD vs. IGPT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in QTUM (QTUM-USD) and Invesco AI and Next Gen Software ETF (IGPT). The values are adjusted to include any dividend payments, if applicable.

-100.00%-50.00%0.00%50.00%100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
-84.23%
113.12%
QTUM-USD
IGPT

Key characteristics

Sharpe Ratio

QTUM-USD:

-0.36

IGPT:

-0.76

Sortino Ratio

QTUM-USD:

0.07

IGPT:

-0.90

Omega Ratio

QTUM-USD:

1.01

IGPT:

0.89

Calmar Ratio

QTUM-USD:

0.00

IGPT:

-0.73

Martin Ratio

QTUM-USD:

-1.05

IGPT:

-2.33

Ulcer Index

QTUM-USD:

35.29%

IGPT:

8.76%

Daily Std Dev

QTUM-USD:

81.30%

IGPT:

26.85%

Max Drawdown

QTUM-USD:

-98.90%

IGPT:

-48.44%

Current Drawdown

QTUM-USD:

-98.01%

IGPT:

-27.81%

Returns By Period

In the year-to-date period, QTUM-USD achieves a -37.37% return, which is significantly lower than IGPT's -20.58% return.


QTUM-USD

YTD

-37.37%

1M

-20.50%

6M

-20.89%

1Y

-55.74%

5Y*

8.29%

10Y*

N/A

IGPT

YTD

-20.58%

1M

-19.14%

6M

-21.31%

1Y

-18.88%

5Y*

10.65%

10Y*

12.53%

*Annualized

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Risk-Adjusted Performance

QTUM-USD vs. IGPT — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QTUM-USD
The Risk-Adjusted Performance Rank of QTUM-USD is 3737
Overall Rank
The Sharpe Ratio Rank of QTUM-USD is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of QTUM-USD is 4747
Sortino Ratio Rank
The Omega Ratio Rank of QTUM-USD is 4747
Omega Ratio Rank
The Calmar Ratio Rank of QTUM-USD is 1414
Calmar Ratio Rank
The Martin Ratio Rank of QTUM-USD is 4040
Martin Ratio Rank

IGPT
The Risk-Adjusted Performance Rank of IGPT is 22
Overall Rank
The Sharpe Ratio Rank of IGPT is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of IGPT is 33
Sortino Ratio Rank
The Omega Ratio Rank of IGPT is 33
Omega Ratio Rank
The Calmar Ratio Rank of IGPT is 22
Calmar Ratio Rank
The Martin Ratio Rank of IGPT is 11
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

QTUM-USD vs. IGPT - Risk-Adjusted Performance Comparison

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.


Sharpe ratio
The chart of Sharpe ratio for QTUM-USD, currently valued at -0.36, compared to the broader market00.001.002.003.00
QTUM-USD: -0.36
IGPT: -0.91
The chart of Sortino ratio for QTUM-USD, currently valued at 0.07, compared to the broader market-1.000.001.002.003.00
QTUM-USD: 0.07
IGPT: -1.14
The chart of Omega ratio for QTUM-USD, currently valued at 1.01, compared to the broader market0.901.001.101.201.301.40
QTUM-USD: 1.01
IGPT: 0.86
The chart of Calmar ratio for QTUM-USD, currently valued at 0.00, compared to the broader market00.501.001.502.002.503.00
QTUM-USD: 0.00
IGPT: -0.73
The chart of Martin ratio for QTUM-USD, currently valued at -1.05, compared to the broader market00.005.0010.0015.0020.0025.00
QTUM-USD: -1.05
IGPT: -3.87

The current QTUM-USD Sharpe Ratio is -0.36, which is higher than the IGPT Sharpe Ratio of -0.76. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.36
-0.91
QTUM-USD
IGPT

Drawdowns

QTUM-USD vs. IGPT - Drawdown Comparison

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.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-98.01%
-27.81%
QTUM-USD
IGPT

Volatility

QTUM-USD vs. IGPT - Volatility Comparison

QTUM (QTUM-USD) has a higher volatility of 19.84% compared to Invesco AI and Next Gen Software ETF (IGPT) at 13.49%. 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.


0.00%10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
19.84%
13.49%
QTUM-USD
IGPT
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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