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QTUM-USD vs. SMH
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between QTUM-USD and SMH is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.2

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 Vectors Semiconductor ETF (SMH). The values are adjusted to include any dividend payments, if applicable.

-100.00%0.00%100.00%200.00%300.00%400.00%500.00%NovemberDecember2025FebruaryMarchApril
-81.70%
347.20%
QTUM-USD
SMH

Key characteristics

Sharpe Ratio

QTUM-USD:

-0.02

SMH:

0.04

Sortino Ratio

QTUM-USD:

0.71

SMH:

0.36

Omega Ratio

QTUM-USD:

1.07

SMH:

1.05

Calmar Ratio

QTUM-USD:

0.00

SMH:

0.05

Martin Ratio

QTUM-USD:

-0.06

SMH:

0.12

Ulcer Index

QTUM-USD:

39.75%

SMH:

14.60%

Daily Std Dev

QTUM-USD:

77.35%

SMH:

43.05%

Max Drawdown

QTUM-USD:

-98.90%

SMH:

-83.29%

Current Drawdown

QTUM-USD:

-97.69%

SMH:

-24.78%

Returns By Period

In the year-to-date period, QTUM-USD achieves a -27.31% return, which is significantly lower than SMH's -13.02% return.


QTUM-USD

YTD

-27.31%

1M

13.05%

6M

-4.54%

1Y

-44.70%

5Y*

5.95%

10Y*

N/A

SMH

YTD

-13.02%

1M

-0.72%

6M

-15.77%

1Y

-2.78%

5Y*

25.82%

10Y*

23.59%

*Annualized

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Risk-Adjusted Performance

QTUM-USD vs. SMH — Risk-Adjusted Performance Rank

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

QTUM-USD
The Risk-Adjusted Performance Rank of QTUM-USD is 4444
Overall Rank
The Sharpe Ratio Rank of QTUM-USD is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of QTUM-USD is 4848
Sortino Ratio Rank
The Omega Ratio Rank of QTUM-USD is 5151
Omega Ratio Rank
The Calmar Ratio Rank of QTUM-USD is 2727
Calmar Ratio Rank
The Martin Ratio Rank of QTUM-USD is 4848
Martin Ratio Rank

SMH
The Risk-Adjusted Performance Rank of SMH is 2828
Overall Rank
The Sharpe Ratio Rank of SMH is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of SMH is 3434
Sortino Ratio Rank
The Omega Ratio Rank of SMH is 3333
Omega Ratio Rank
The Calmar Ratio Rank of SMH is 2626
Calmar Ratio Rank
The Martin Ratio Rank of SMH is 2424
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

QTUM-USD vs. SMH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for QTUM (QTUM-USD) and VanEck Vectors 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.


The chart of Sharpe ratio for QTUM-USD, currently valued at -0.09, compared to the broader market0.001.002.003.004.00
QTUM-USD: -0.09
SMH: -0.51
The chart of Sortino ratio for QTUM-USD, currently valued at 0.60, compared to the broader market0.001.002.003.004.00
QTUM-USD: 0.60
SMH: -0.49
The chart of Omega ratio for QTUM-USD, currently valued at 1.06, compared to the broader market1.001.101.201.301.40
QTUM-USD: 1.06
SMH: 0.94
The chart of Calmar ratio for QTUM-USD, currently valued at 0.00, compared to the broader market1.002.003.004.00
QTUM-USD: 0.00
SMH: 0.05
The chart of Martin ratio for QTUM-USD, currently valued at -0.24, compared to the broader market0.005.0010.0015.0020.00
QTUM-USD: -0.24
SMH: -1.88

The current QTUM-USD Sharpe Ratio is -0.02, which is lower than the SMH Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of QTUM-USD and SMH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.09
-0.51
QTUM-USD
SMH

Drawdowns

QTUM-USD vs. SMH - Drawdown Comparison

The maximum QTUM-USD drawdown since its inception was -98.90%, which is greater than SMH's maximum drawdown of -83.29%. Use the drawdown chart below to compare losses from any high point for QTUM-USD and SMH. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-97.69%
-24.78%
QTUM-USD
SMH

Volatility

QTUM-USD vs. SMH - Volatility Comparison

The current volatility for QTUM (QTUM-USD) is 20.58%, while VanEck Vectors Semiconductor ETF (SMH) has a volatility of 23.55%. 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.


10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
20.58%
23.55%
QTUM-USD
SMH