QTUM-USD vs. VGT

Last updated Jun 3, 2026

QTUM-USD (QTUM) is a cryptocurrency, while VGT (Vanguard Information Technology ETF) is Technology Equities fund tracking the MSCI USA IMI Information Technology 25/50 Index. Over the past 5 years, QTUM-USD returned -42.02%/yr vs 23.05%/yr for VGT. At a 0.18 correlation, their price movements are largely independent.

Performance

QTUM-USD vs. VGT - Performance Comparison

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

Returns By Period

In the year-to-date period, QTUM-USD achieves a -39.34% return, which is significantly lower than VGT's 33.62% return.

QTUM-USD

• 1D: -5.60%
• 1M: -6.79%
• YTD: -39.34%
• 6M: -46.74%
• 1Y: -60.73%
• 3Y*: -32.78%
• 5Y*: -42.02%
• 10Y*: —

VGT

• 1D: 1.27%
• 1M: 19.95%
• YTD: 33.62%
• 6M: 32.71%
• 1Y: 65.14%
• 3Y*: 34.15%
• 5Y*: 23.05%
• 10Y*: 25.97%

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

QTUM-USD vs. VGT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
QTUM-USD QTUM	-39.34%	-55.51%	-19.33%	103.93%	-79.08%	293.16%	38.57%	-24.72%	-96.59%	422.64%
VGT Vanguard Information Technology ETF	33.62%	21.77%	29.30%	52.66%	-29.70%	30.45%	46.04%	48.62%	2.46%	0.26%

Correlation

The correlation between QTUM-USD and VGT is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.28
Correlation (3Y) Calculated over the trailing 3-year period	0.23
Correlation (5Y) Calculated over the trailing 5-year period	0.24
Correlation (All Time) Calculated using the full available price history since Nov 10, 2017	0.18

The correlation between QTUM-USD and VGT shifts across timeframes, from 0.18 (all time) to 0.28 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

QTUM-USD vs. VGT — 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: 32
QTUM-USD Sharpe Ratio Rank: 35
QTUM-USD Sortino Ratio Rank: 36
QTUM-USD Omega Ratio Rank: 37
QTUM-USD Calmar Ratio Rank: 32
QTUM-USD Martin Ratio Rank: 22

VGT

VGT Risk / Return Rank: 81
VGT Sharpe Ratio Rank: 91
VGT Sortino Ratio Rank: 86
VGT Omega Ratio Rank: 83
VGT Calmar Ratio Rank: 78
VGT Martin Ratio Rank: 69

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. VGT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for QTUM (QTUM-USD) and Vanguard Information Technology ETF (VGT). 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.

	QTUM-USD	VGT	Difference
Sharpe ratio Return per unit of total volatility	-0.76	3.19	-3.95
Sortino ratio Return per unit of downside risk	-1.08	3.88	-4.96
Omega ratio Gain probability vs. loss probability	0.89	1.51	-0.62
Calmar ratio Return relative to maximum drawdown	-1.13	4.06	-5.19
Martin ratio Return relative to average drawdown	-1.52	13.01	-14.53
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QTUM-USD vs. VGT - Sharpe Ratio Comparison

The current QTUM-USD Sharpe Ratio is -0.76, which is lower than the VGT Sharpe Ratio of 3.19. The chart below compares the historical Sharpe Ratios of QTUM-USD and VGT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	QTUM-USD	VGT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.76	3.19	-3.95
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.45	0.92	-1.37
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.06	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.23	0.68	-0.91

Drawdowns

QTUM-USD vs. VGT - Drawdown Comparison

The maximum QTUM-USD drawdown since its inception was -99.16%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for QTUM-USD and VGT.

Drawdown Indicators

	QTUM-USD	VGT	Difference
Max Drawdown Largest peak-to-trough decline	-99.16%	-54.63%	-44.53%
Max Drawdown (1Y) Largest decline over 1 year	-74.30%	-16.40%	-57.90%
Max Drawdown (3Y) Largest decline over 3 years	-86.04%	-27.23%	-58.81%
Max Drawdown (5Y) Largest decline over 5 years	-95.52%	-35.07%	-60.45%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.07%	—
Current Drawdown Current decline from peak	-99.14%	0.00%	-99.14%
Average Drawdown Average peak-to-trough decline	-93.27%	-7.95%	-85.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	49.77%	5.12%	+44.65%

Volatility

QTUM-USD vs. VGT - Volatility Comparison

QTUM (QTUM-USD) has a higher volatility of 17.06% compared to Vanguard Information Technology ETF (VGT) at 5.98%. This indicates that QTUM-USD's price experiences larger fluctuations and is considered to be riskier than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QTUM-USD	VGT	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.06%	5.98%	+11.08%
Volatility (6M) Calculated over the trailing 6-month period	50.05%	15.98%	+34.07%
Volatility (1Y) Calculated over the trailing 1-year period	66.37%	20.52%	+45.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	78.42%	25.17%	+53.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	99.44%	24.60%	+74.84%

Frequently Asked Questions

Can I hold both QTUM-USD and VGT in my portfolio?

QTUM-USD and VGT have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QTUM-USD or VGT?

QTUM-USD has higher volatility (17.06%) compared to VGT (5.98%). In terms of maximum drawdown, QTUM-USD dropped -99.16% vs VGT's -54.63%.

Which has better risk-adjusted returns?

VGT currently has the higher Sharpe Ratio (3.19 vs -0.76), 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.