QTUM-USD vs. IGPT
QTUM-USD (Qtum) is a cryptocurrency, while IGPT (Invesco AI and Next Gen Software ETF) is Artificial Intelligence fund tracking the STOXX World AC NexGen Software Development Index. Over the past 5 years, QTUM-USD returned -40.59%/yr vs 13.46%/yr for IGPT. Their 0.19 correlation means their historical movements had little consistent relationship.
Performance
QTUM-USD vs. IGPT - Performance Comparison
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Returns By Period
In the year-to-date period, QTUM-USD achieves a -51.78% return, which is significantly lower than IGPT's 54.99% return.
QTUM-USD
- 1D
- -0.82%
- 1M
- -9.05%
- 6M
- -37.97%
- YTD
- -51.78%
- 1Y
- -68.57%
- 3Y*
- -36.98%
- 5Y*
- -40.59%
- 10Y*
- —
- ALL TIME*
- -28.36%
IGPT
- 1D
- -1.88%
- 1M
- -6.08%
- 6M
- 50.29%
- YTD
- 54.99%
- 1Y
- 83.56%
- 3Y*
- 39.31%
- 5Y*
- 13.46%
- 10Y*
- 20.17%
- ALL TIME*
- 15.20%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $23.66M | $21.65M | $21.95M | |
QTUM-USD Qtum | $4.61M | $5.51M | $10.27M |
QTUM-USD vs. IGPT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QTUM-USD Qtum | -51.78% | -55.51% | -19.33% | 103.93% | -79.08% | 293.16% | 38.57% | -24.72% | -96.59% | 425.34% |
IGPT Invesco AI and Next Gen Software ETF | 54.99% | 31.55% | 17.15% | 27.29% | -27.73% | -11.79% | 54.31% | 35.06% | 16.38% | -2.19% |
Correlation
The correlation between QTUM-USD and IGPT is 0.27, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.27 |
Correlation (3Y) Balances recent behavior with more history. | 0.26 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.28 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2017 | 0.19 |
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Return for Risk
QTUM-USD vs. IGPT — Risk / Return Rank
QTUM-USD
IGPT
QTUM-USD vs. IGPT - Risk-Adjusted Trends 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.
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 | IGPT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.13 | ||
| Sortino ratioReturn per unit of downside risk | -4.24 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.36 | -0.51 |
| Calmar ratioReturn relative to maximum drawdown | -0.86 | 3.40 | -4.26 |
| Martin ratioReturn relative to average drawdown | -1.15 | 12.56 | -13.71 |
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Drawdowns
QTUM-USD vs. IGPT - Drawdown Comparison
The maximum QTUM-USD drawdown since its inception was -99.32%, which is greater than IGPT's maximum drawdown of -50.14%. Use the drawdown chart below to compare losses from any high point for QTUM-USD and IGPT.
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Drawdown Indicators
| QTUM-USD | IGPT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.32% | -50.14% | -49.18% |
Max Drawdown (1Y)Largest decline over 1 year | -79.32% | -24.74% | -54.58% |
Max Drawdown (3Y)Largest decline over 3 years | -88.76% | -29.30% | -59.46% |
Max Drawdown (5Y)Largest decline over 5 years | -96.40% | -41.73% | -54.67% |
Max Drawdown (10Y)Largest decline over 10 years | — | -50.14% | — |
Current DrawdownCurrent decline from peak | -99.32% | -14.74% | -84.58% |
Average DrawdownAverage peak-to-trough decline | -93.37% | -11.95% | -81.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 42.55% | 6.67% | +35.88% |
Volatility
QTUM-USD vs. IGPT - Volatility Comparison
The current volatility for Qtum (QTUM-USD) is 11.63%, while Invesco AI and Next Gen Software ETF (IGPT) has a volatility of 14.64%. This indicates that QTUM-USD experiences smaller price fluctuations and is considered to be less risky than IGPT 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 | IGPT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.63% | 14.64% | -3.01% |
Volatility (6M)Calculated over the trailing 6-month period | 45.78% | 33.15% | +12.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.49% | 37.20% | +28.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 76.09% | 29.66% | +46.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 98.63% | 27.36% | +71.27% |
Frequently Asked Questions
QTUM-USD and IGPT have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IGPT has higher volatility (14.64%) compared to QTUM-USD (11.63%). In terms of maximum drawdown, QTUM-USD dropped -99.32% vs IGPT's -50.14%.
IGPT currently has the higher Sharpe Ratio (2.26 vs -0.87), 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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