QTUM-USD vs. VOO
QTUM-USD (Qtum) is a cryptocurrency, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 5 years, QTUM-USD returned -40.59%/yr vs 13.30%/yr for VOO. Their 0.18 correlation means their historical movements had little consistent relationship.
Performance
QTUM-USD vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, QTUM-USD achieves a -51.78% return, which is significantly lower than VOO's 13.52% 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%
VOO
- 1D
- -0.19%
- 1M
- 2.46%
- 6M
- 12.84%
- YTD
- 13.52%
- 1Y
- 24.01%
- 3Y*
- 21.49%
- 5Y*
- 13.30%
- 10Y*
- 15.35%
- ALL TIME*
- 14.99%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
QTUM-USD Qtum | $4.61M | $5.51M | $10.27M |
| $4.29B | $3.83B | $5.49B |
QTUM-USD vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | 13.52% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 3.54% |
Correlation
The correlation between QTUM-USD and VOO is 0.23, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.23 |
Correlation (3Y) Balances recent behavior with more history. | 0.24 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.26 |
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. VOO — Risk / Return Rank
QTUM-USD
VOO
QTUM-USD vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Qtum (QTUM-USD) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.76 | ||
| Sortino ratioReturn per unit of downside risk | -4.08 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.34 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | -0.86 | 2.71 | -3.57 |
| Martin ratioReturn relative to average drawdown | -1.15 | 11.57 | -12.73 |
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Drawdowns
QTUM-USD vs. VOO - Drawdown Comparison
The maximum QTUM-USD drawdown since its inception was -99.32%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for QTUM-USD and VOO.
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Drawdown Indicators
| QTUM-USD | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.32% | -33.99% | -65.33% |
Max Drawdown (1Y)Largest decline over 1 year | -79.32% | -8.90% | -70.42% |
Max Drawdown (3Y)Largest decline over 3 years | -88.76% | -18.69% | -70.07% |
Max Drawdown (5Y)Largest decline over 5 years | -96.40% | -24.52% | -71.88% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -99.32% | -0.19% | -99.13% |
Average DrawdownAverage peak-to-trough decline | -93.37% | -3.67% | -89.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 42.55% | 2.08% | +40.47% |
Volatility
QTUM-USD vs. VOO - Volatility Comparison
Qtum (QTUM-USD) has a higher volatility of 11.63% compared to Vanguard S&P 500 ETF (VOO) at 4.07%. This indicates that QTUM-USD's price experiences larger fluctuations and is considered to be riskier than VOO 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 | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.63% | 4.07% | +7.56% |
Volatility (6M)Calculated over the trailing 6-month period | 45.78% | 10.27% | +35.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.49% | 12.81% | +52.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 76.09% | 16.96% | +59.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 98.63% | 18.03% | +80.60% |
Frequently Asked Questions
QTUM-USD and VOO have a correlation of 0.23, 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 (11.63%) compared to VOO (4.07%). In terms of maximum drawdown, QTUM-USD dropped -99.32% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.88 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.
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