QTUM-USD vs. SMH
QTUM-USD (Qtum) is a cryptocurrency, while SMH (VanEck Semiconductor ETF) is Semiconductors fund tracking the MVIS US Listed Semiconductor 25 Index. Over the past 5 years, QTUM-USD returned -34.15%/yr vs 37.60%/yr for SMH. At a 0.18 correlation, their price movements are largely independent.
Performance
QTUM-USD vs. SMH - 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 SMH's 64.04% 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*
- —
SMH
- 1D
- -1.59%
- 1M
- -8.70%
- 6M
- 52.12%
- YTD
- 64.04%
- 1Y
- 103.79%
- 3Y*
- 56.28%
- 5Y*
- 37.60%
- 10Y*
- 36.05%
QTUM-USD vs. SMH - 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% |
SMH VanEck Semiconductor ETF | 64.04% | 49.17% | 39.10% | 73.38% | -33.53% | 42.13% | 55.53% | 64.45% | -9.05% | -4.88% |
Correlation
The correlation between QTUM-USD and SMH 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 | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2017 | 0.18 |
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Return for Risk
QTUM-USD vs. SMH — Risk / Return Rank
QTUM-USD
SMH
QTUM-USD vs. SMH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Qtum (QTUM-USD) and VanEck Semiconductor ETF (SMH). 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 | SMH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.73 | ||
| Sortino ratioReturn per unit of downside risk | -4.69 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.43 | -0.58 |
| Calmar ratioReturn relative to maximum drawdown | -0.90 | 6.99 | -7.89 |
| Martin ratioReturn relative to average drawdown | -1.24 | 22.21 | -23.45 |
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Drawdowns
QTUM-USD vs. SMH - Drawdown Comparison
The maximum QTUM-USD drawdown since its inception was -99.30%, which is greater than SMH's maximum drawdown of -84.96%. Use the drawdown chart below to compare losses from any high point for QTUM-USD and SMH.
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Drawdown Indicators
| QTUM-USD | SMH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.30% | -84.96% | -14.34% |
Max Drawdown (1Y)Largest decline over 1 year | -78.50% | -14.93% | -63.57% |
Max Drawdown (3Y)Largest decline over 3 years | -88.32% | -35.74% | -52.58% |
Max Drawdown (5Y)Largest decline over 5 years | -96.26% | -45.30% | -50.96% |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.30% | — |
Current DrawdownCurrent decline from peak | -99.28% | -11.68% | -87.60% |
Average DrawdownAverage peak-to-trough decline | -93.33% | -40.93% | -52.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 48.66% | 4.69% | +43.97% |
Volatility
QTUM-USD vs. SMH - Volatility Comparison
The current volatility for Qtum (QTUM-USD) is 11.70%, while VanEck Semiconductor ETF (SMH) has a volatility of 17.35%. This indicates that QTUM-USD experiences smaller price fluctuations and is considered to be less risky than SMH 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 | SMH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.70% | 17.35% | -5.65% |
Volatility (6M)Calculated over the trailing 6-month period | 47.94% | 31.34% | +16.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.96% | 36.79% | +29.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 76.53% | 36.19% | +40.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 98.91% | 33.14% | +65.77% |
Frequently Asked Questions
QTUM-USD and SMH 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.
SMH has higher volatility (17.35%) compared to QTUM-USD (11.70%). In terms of maximum drawdown, QTUM-USD dropped -99.30% vs SMH's -84.96%.
SMH currently has the higher Sharpe Ratio (2.84 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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