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 -42.02%/yr vs 16.21%/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 -39.34% return, which is significantly lower than SCHG's 7.74% return.
QTUM-USD
- 1D
- -5.60%
- 1M
- -6.79%
- YTD
- -39.34%
- 6M
- -46.74%
- 1Y
- -60.73%
- 3Y*
- -32.78%
- 5Y*
- -42.02%
- 10Y*
- —
SCHG
- 1D
- -0.57%
- 1M
- 5.91%
- YTD
- 7.74%
- 6M
- 7.31%
- 1Y
- 27.05%
- 3Y*
- 25.53%
- 5Y*
- 16.21%
- 10Y*
- 18.92%
QTUM-USD vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QTUM-USD QTUM | -39.34% | -55.51% | -19.33% | 103.93% | -79.08% | 293.16% | 38.57% | -24.72% | -96.59% | 422.64% |
SCHG Schwab U.S. Large-Cap Growth ETF | 7.74% | 17.50% | 34.95% | 50.10% | -31.80% | 28.11% | 39.14% | 36.02% | -1.36% | 3.38% |
Correlation
The correlation between QTUM-USD and SCHG is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Nov 10, 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.
| QTUM-USD | SCHG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.76 | 1.76 | -2.52 |
Sortino ratioReturn per unit of downside risk | -1.08 | 2.37 | -3.45 |
Omega ratioGain probability vs. loss probability | 0.89 | 1.31 | -0.41 |
Calmar ratioReturn relative to maximum drawdown | -1.13 | 1.70 | -2.83 |
Martin ratioReturn relative to average drawdown | -1.52 | 5.70 | -7.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QTUM-USD | SCHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.76 | 1.76 | -2.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.45 | 0.73 | -1.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.88 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.23 | 0.85 | -1.07 |
Drawdowns
QTUM-USD vs. SCHG - Drawdown Comparison
The maximum QTUM-USD drawdown since its inception was -99.16%, 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 | -99.16% | -34.59% | -64.57% |
Max Drawdown (1Y)Largest decline over 1 year | -74.30% | -16.41% | -57.89% |
Max Drawdown (3Y)Largest decline over 3 years | -86.04% | -23.39% | -62.65% |
Max Drawdown (5Y)Largest decline over 5 years | -95.52% | -34.59% | -60.93% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.59% | — |
Current DrawdownCurrent decline from peak | -99.14% | -0.57% | -98.57% |
Average DrawdownAverage peak-to-trough decline | -93.27% | -5.20% | -88.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 49.77% | 4.90% | +44.87% |
Volatility
QTUM-USD vs. SCHG - Volatility Comparison
QTUM (QTUM-USD) has a higher volatility of 17.06% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 3.31%. 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 | 17.06% | 3.31% | +13.75% |
Volatility (6M)Calculated over the trailing 6-month period | 50.05% | 11.56% | +38.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 66.37% | 15.45% | +50.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.42% | 22.27% | +56.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 99.44% | 21.55% | +77.89% |
Frequently Asked Questions
QTUM-USD and SCHG have a correlation of 0.25, 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 (17.06%) compared to SCHG (3.31%). In terms of maximum drawdown, QTUM-USD dropped -99.16% vs SCHG's -34.59%.
SCHG currently has the higher Sharpe Ratio (1.76 vs -0.76), 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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