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 -34.15%/yr vs 14.02%/yr for SCHG. At a 0.17 correlation, their price movements are largely independent.
Performance
QTUM-USD vs. SCHG - Performance Comparison
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Returns By Period
In the year-to-date period, QTUM-USD achieves a -48.71% return, which is significantly lower than SCHG's 7.23% return.
QTUM-USD
- 1D
- 0.54%
- 1M
- -9.84%
- 6M
- -56.32%
- YTD
- -48.71%
- 1Y
- -70.38%
- 3Y*
- -36.60%
- 5Y*
- -34.15%
- 10Y*
- —
SCHG
- 1D
- 0.93%
- 1M
- 2.09%
- 6M
- 7.86%
- YTD
- 7.23%
- 1Y
- 18.92%
- 3Y*
- 22.65%
- 5Y*
- 14.02%
- 10Y*
- 18.62%
QTUM-USD vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QTUM-USD Qtum | -48.71% | -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 | 7.23% | 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 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year 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 | -2.05 | ||
| Sortino ratioReturn per unit of downside risk | -3.19 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.21 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.90 | 1.16 | -2.05 |
| Martin ratioReturn relative to average drawdown | -1.24 | 3.71 | -4.95 |
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Drawdowns
QTUM-USD vs. SCHG - Drawdown Comparison
The maximum QTUM-USD drawdown since its inception was -99.30%, 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 | -99.30% | -34.59% | -64.71% |
Max Drawdown (1Y)Largest decline over 1 year | -78.50% | -16.41% | -62.09% |
Max Drawdown (3Y)Largest decline over 3 years | -88.32% | -23.39% | -64.93% |
Max Drawdown (5Y)Largest decline over 5 years | -96.26% | -34.59% | -61.67% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.59% | — |
Current DrawdownCurrent decline from peak | -99.28% | -1.03% | -98.25% |
Average DrawdownAverage peak-to-trough decline | -93.33% | -5.19% | -88.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 48.66% | 5.11% | +43.55% |
Volatility
QTUM-USD vs. SCHG - Volatility Comparison
Qtum (QTUM-USD) has a higher volatility of 11.70% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.06%. 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 | 11.70% | 5.06% | +6.64% |
Volatility (6M)Calculated over the trailing 6-month period | 47.94% | 12.78% | +35.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.96% | 16.32% | +49.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 76.53% | 22.41% | +54.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 98.91% | 21.56% | +77.35% |
Frequently Asked Questions
QTUM-USD and SCHG have a correlation of 0.24, 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 (11.70%) compared to SCHG (5.06%). In terms of maximum drawdown, QTUM-USD dropped -99.30% vs SCHG's -34.59%.
SCHG currently has the higher Sharpe Ratio (1.16 vs -0.89), 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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