PortfoliosLab logoPortfoliosLab logo
QTUM-USD vs. SMH
Performance
Return for Risk
Drawdowns
Volatility

Performance

QTUM-USD vs. SMH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Qtum (QTUM-USD) and VanEck Semiconductor ETF (SMH). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QTUM-USD vs. SMH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

QTUM-USD vs. SMH — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QTUM-USD
QTUM-USD Risk / Return Rank: 3535
Overall Rank
QTUM-USD Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
QTUM-USD Sortino Ratio Rank: 3636
Sortino Ratio Rank
QTUM-USD Omega Ratio Rank: 3636
Omega Ratio Rank
QTUM-USD Calmar Ratio Rank: 3535
Calmar Ratio Rank
QTUM-USD Martin Ratio Rank: 3737
Martin Ratio Rank

SMH
SMH Risk / Return Rank: 9292
Overall Rank
SMH Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
SMH Sortino Ratio Rank: 8686
Sortino Ratio Rank
SMH Omega Ratio Rank: 8888
Omega Ratio Rank
SMH Calmar Ratio Rank: 9696
Calmar Ratio Rank
SMH Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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-USDSMHDifference
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

QTUM-USD vs. SMH - Sharpe Ratio Comparison

The current QTUM-USD Sharpe Ratio is -0.89, which is lower than the SMH Sharpe Ratio of 2.84. The chart below compares the historical Sharpe Ratios of QTUM-USD and SMH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

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.


Loading charts...

Drawdown Indicators


QTUM-USDSMHDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-99.28%

-11.68%

-87.60%

Average Drawdown

Average peak-to-trough decline

-93.33%

-40.93%

-52.40%

Ulcer Index

Depth 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.


Loading charts...

Volatility by Period


QTUM-USDSMHDifference

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.

Portfolio Optimizer

Find the right allocation for QTUM-USD and SMH

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer