QTUM-USD vs. SMH
Compare and contrast key facts about QTUM (QTUM-USD) and VanEck Vectors Semiconductor ETF (SMH).
SMH is a passively managed fund by VanEck that tracks the performance of the MVIS US Listed Semiconductor 25 Index. It was launched on Dec 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QTUM-USD or SMH.
Key characteristics
| QTUM-USD | SMH | |
|---|---|---|
| YTD Return | -26.71% | 44.03% |
| 1Y Return | -12.26% | 62.09% |
| 3Y Return (Ann) | -45.28% | 20.37% |
| 5Y Return (Ann) | 3.28% | 33.67% |
| Sharpe Ratio | -0.70 | 1.78 |
| Sortino Ratio | -0.84 | 2.29 |
| Omega Ratio | 0.92 | 1.30 |
| Calmar Ratio | 0.00 | 2.46 |
| Martin Ratio | -1.22 | 6.77 |
| Ulcer Index | 46.77% | 9.02% |
| Daily Std Dev | 68.10% | 34.35% |
| Max Drawdown | -98.90% | -95.73% |
| Current Drawdown | -97.12% | -10.46% |
Correlation
The correlation between QTUM-USD and SMH is 0.16, 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.
Performance
QTUM-USD vs. SMH - Performance Comparison
In the year-to-date period, QTUM-USD achieves a -26.71% return, which is significantly lower than SMH's 44.03% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Drawdowns
QTUM-USD vs. SMH - Drawdown Comparison
The maximum QTUM-USD drawdown since its inception was -98.90%, roughly equal to the maximum SMH drawdown of -95.73%. Use the drawdown chart below to compare losses from any high point for QTUM-USD and SMH. For additional features, visit the drawdowns tool.
Volatility
QTUM-USD vs. SMH - Volatility Comparison
QTUM (QTUM-USD) has a higher volatility of 21.10% compared to VanEck Vectors Semiconductor ETF (SMH) at 9.52%. This indicates that QTUM-USD's price experiences larger fluctuations and is considered to be riskier than SMH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.