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 -40.59%/yr vs 34.32%/yr for SMH. Their 0.18 correlation means their historical movements had little consistent relationship.
Performance
QTUM-USD vs. SMH - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, QTUM-USD achieves a -51.78% return, which is significantly lower than SMH's 58.19% return.
QTUM-USD
- 1D
- -0.82%
- 1M
- -9.05%
- 6M
- -37.97%
- YTD
- -51.78%
- 1Y
- -68.57%
- 3Y*
- -36.98%
- 5Y*
- -40.59%
- 10Y*
- —
- ALL TIME*
- -28.36%
SMH
- 1D
- -1.04%
- 1M
- -5.73%
- 6M
- 49.13%
- YTD
- 58.19%
- 1Y
- 99.05%
- 3Y*
- 55.27%
- 5Y*
- 34.32%
- 10Y*
- 34.58%
- ALL TIME*
- 11.27%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
QTUM-USD Qtum | $4.61M | $5.51M | $10.27M |
| $8.47B | $7.04B | $7.03B |
QTUM-USD vs. SMH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QTUM-USD Qtum | -51.78% | -55.51% | -19.33% | 103.93% | -79.08% | 293.16% | 38.57% | -24.72% | -96.59% | 425.34% |
SMH VanEck Semiconductor ETF | 58.19% | 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 0.26, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.26 |
Correlation (3Y) Balances recent behavior with more history. | 0.25 |
Correlation (5Y) Shows whether the relationship held over a longer 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
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 | -3.44 | ||
| Sortino ratioReturn per unit of downside risk | -4.41 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.39 | -0.54 |
| Calmar ratioReturn relative to maximum drawdown | -0.86 | 4.05 | -4.91 |
| Martin ratioReturn relative to average drawdown | -1.15 | 15.89 | -17.04 |
Loading charts...
Drawdowns
QTUM-USD vs. SMH - Drawdown Comparison
The maximum QTUM-USD drawdown since its inception was -99.32%, 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-USD | SMH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.32% | -84.96% | -14.36% |
Max Drawdown (1Y)Largest decline over 1 year | -79.32% | -24.62% | -54.70% |
Max Drawdown (3Y)Largest decline over 3 years | -88.76% | -35.74% | -53.02% |
Max Drawdown (5Y)Largest decline over 5 years | -96.40% | -45.30% | -51.10% |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.30% | — |
Current DrawdownCurrent decline from peak | -99.32% | -14.83% | -84.49% |
Average DrawdownAverage peak-to-trough decline | -93.37% | -40.88% | -52.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 42.55% | 6.26% | +36.29% |
Volatility
QTUM-USD vs. SMH - Volatility Comparison
The current volatility for Qtum (QTUM-USD) is 11.63%, while VanEck Semiconductor ETF (SMH) has a volatility of 14.68%. 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-USD | SMH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.63% | 14.68% | -3.05% |
Volatility (6M)Calculated over the trailing 6-month period | 45.78% | 33.23% | +12.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.49% | 38.76% | +26.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 76.09% | 36.59% | +39.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 98.63% | 33.37% | +65.26% |
Frequently Asked Questions
QTUM-USD and SMH have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SMH has higher volatility (14.68%) compared to QTUM-USD (11.63%). In terms of maximum drawdown, QTUM-USD dropped -99.32% vs SMH's -84.96%.
SMH currently has the higher Sharpe Ratio (2.57 vs -0.87), 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.
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