QTUM-USD vs. VGT
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 -35.20%/yr vs 19.42%/yr for VGT. At a 0.18 correlation, their price movements are largely independent.
Performance
QTUM-USD vs. VGT - Performance Comparison
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Returns By Period
In the year-to-date period, QTUM-USD achieves a -50.22% return, which is significantly lower than VGT's 22.82% return.
QTUM-USD
- 1D
- -1.69%
- 1M
- -24.63%
- YTD
- -50.22%
- 6M
- -45.07%
- 1Y
- -66.34%
- 3Y*
- -34.38%
- 5Y*
- -35.20%
- 10Y*
- —
VGT
- 1D
- 0.30%
- 1M
- -2.07%
- YTD
- 22.82%
- 6M
- 20.81%
- 1Y
- 42.45%
- 3Y*
- 30.31%
- 5Y*
- 19.42%
- 10Y*
- 25.77%
QTUM-USD vs. VGT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QTUM-USD Qtum | -50.22% | -55.51% | -19.33% | 103.93% | -79.08% | 293.16% | 38.57% | -24.72% | -96.59% | 425.34% |
VGT Vanguard Information Technology ETF | 22.82% | 21.77% | 29.30% | 52.66% | -29.70% | 30.45% | 46.04% | 48.62% | 2.46% | -0.63% |
Correlation
The correlation between QTUM-USD and VGT is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
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 |
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Return for Risk
QTUM-USD vs. VGT — Risk / Return Rank
QTUM-USD
VGT
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.
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 | VGT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.71 | ||
| Sortino ratioReturn per unit of downside risk | -3.73 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.32 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.85 | 2.60 | -3.45 |
| Martin ratioReturn relative to average drawdown | -1.23 | 7.87 | -9.10 |
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Drawdowns
QTUM-USD vs. VGT - Drawdown Comparison
The maximum QTUM-USD drawdown since its inception was -99.30%, 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.
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Drawdown Indicators
| QTUM-USD | VGT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.30% | -54.63% | -44.67% |
Max Drawdown (1Y)Largest decline over 1 year | -78.50% | -16.40% | -62.10% |
Max Drawdown (3Y)Largest decline over 3 years | -88.32% | -27.23% | -61.09% |
Max Drawdown (5Y)Largest decline over 5 years | -96.26% | -35.07% | -61.19% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.07% | — |
Current DrawdownCurrent decline from peak | -99.30% | -8.08% | -91.22% |
Average DrawdownAverage peak-to-trough decline | -93.29% | -7.95% | -85.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 47.11% | 5.41% | +41.70% |
Volatility
QTUM-USD vs. VGT - Volatility Comparison
Qtum (QTUM-USD) has a higher volatility of 19.57% compared to Vanguard Information Technology ETF (VGT) at 11.17%. 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.
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Volatility by Period
| QTUM-USD | VGT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.57% | 11.17% | +8.40% |
Volatility (6M)Calculated over the trailing 6-month period | 50.17% | 18.51% | +31.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 66.77% | 22.66% | +44.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 77.11% | 25.55% | +51.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 99.20% | 24.76% | +74.44% |
Frequently Asked Questions
QTUM-USD and VGT have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QTUM-USD has higher volatility (19.57%) compared to VGT (11.17%). In terms of maximum drawdown, QTUM-USD dropped -99.30% vs VGT's -54.63%.
VGT currently has the higher Sharpe Ratio (1.88 vs -0.83), 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.
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