QTUM-USD vs. SCHG
QTUM-USD (Qtum) is a cryptocurrency, while SCHG (Schwab U.S. Large-Cap Growth ETF) is Large Cap Growth Equities fund tracking the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. Over the past 5 years, QTUM-USD returned -40.59%/yr vs 13.78%/yr for SCHG. Their 0.17 correlation means their historical movements had little consistent relationship.
Performance
QTUM-USD vs. SCHG - 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 SCHG's 8.92% 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%
SCHG
- 1D
- -0.20%
- 1M
- 2.66%
- 6M
- 14.32%
- YTD
- 8.92%
- 1Y
- 19.22%
- 3Y*
- 24.06%
- 5Y*
- 13.78%
- 10Y*
- 18.53%
- ALL TIME*
- 16.58%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
QTUM-USD Qtum | $4.61M | $5.51M | $10.27M |
| $257.63M | $251.71M | $336.60M |
QTUM-USD vs. SCHG - 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% |
SCHG Schwab U.S. Large-Cap Growth ETF | 8.92% | 17.50% | 34.95% | 50.10% | -31.80% | 28.11% | 39.14% | 36.02% | -1.36% | 3.08% |
Correlation
The correlation between QTUM-USD and SCHG is 0.22, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.22 |
Correlation (3Y) Balances recent behavior with more history. | 0.22 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.24 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2017 | 0.17 |
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Return for Risk
QTUM-USD vs. SCHG — Risk / Return Rank
QTUM-USD
SCHG
QTUM-USD vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Qtum (QTUM-USD) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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 | SCHG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.03 | ||
| Sortino ratioReturn per unit of downside risk | -3.13 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.21 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.86 | 1.18 | -2.04 |
| Martin ratioReturn relative to average drawdown | -1.15 | 3.71 | -4.87 |
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Drawdowns
QTUM-USD vs. SCHG - Drawdown Comparison
The maximum QTUM-USD drawdown since its inception was -99.32%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for QTUM-USD and SCHG.
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Drawdown Indicators
| QTUM-USD | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.32% | -34.59% | -64.73% |
Max Drawdown (1Y)Largest decline over 1 year | -79.32% | -16.41% | -62.91% |
Max Drawdown (3Y)Largest decline over 3 years | -88.76% | -23.39% | -65.37% |
Max Drawdown (5Y)Largest decline over 5 years | -96.40% | -34.59% | -61.81% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.59% | — |
Current DrawdownCurrent decline from peak | -99.32% | -0.20% | -99.12% |
Average DrawdownAverage peak-to-trough decline | -93.37% | -5.19% | -88.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 42.55% | 5.18% | +37.37% |
Volatility
QTUM-USD vs. SCHG - Volatility Comparison
Qtum (QTUM-USD) has a higher volatility of 11.63% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 4.92%. This indicates that QTUM-USD's price experiences larger fluctuations and is considered to be riskier than SCHG 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 | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.63% | 4.92% | +6.71% |
Volatility (6M)Calculated over the trailing 6-month period | 45.78% | 12.98% | +32.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.49% | 16.62% | +48.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 76.09% | 22.46% | +53.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 98.63% | 21.61% | +77.02% |
Frequently Asked Questions
QTUM-USD and SCHG have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QTUM-USD has higher volatility (11.63%) compared to SCHG (4.92%). In terms of maximum drawdown, QTUM-USD dropped -99.32% vs SCHG's -34.59%.
SCHG currently has the higher Sharpe Ratio (1.16 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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