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 -41.18%/yr vs 13.98%/yr for VOO. At a 0.18 correlation, their price movements are largely independent.
Performance
QTUM-USD vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, QTUM-USD achieves a -42.81% return, which is significantly lower than VOO's 11.34% return.
QTUM-USD
- 1D
- -5.62%
- 1M
- -14.54%
- YTD
- -42.81%
- 6M
- -48.79%
- 1Y
- -62.69%
- 3Y*
- -32.30%
- 5Y*
- -41.18%
- 10Y*
- —
VOO
- 1D
- 0.39%
- 1M
- 4.62%
- YTD
- 11.34%
- 6M
- 11.27%
- 1Y
- 28.62%
- 3Y*
- 22.68%
- 5Y*
- 13.98%
- 10Y*
- 15.55%
QTUM-USD vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QTUM-USD QTUM | -42.81% | -55.51% | -19.33% | 103.93% | -79.08% | 293.16% | 38.57% | -24.72% | -96.59% | 422.64% |
VOO Vanguard S&P 500 ETF | 11.34% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 3.92% |
Correlation
The correlation between QTUM-USD and VOO 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 | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Nov 10, 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.
| QTUM-USD | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.22 | ||
| Sortino ratioReturn per unit of downside risk | -4.47 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.44 | -0.55 |
| Calmar ratioReturn relative to maximum drawdown | -0.83 | 3.23 | -4.06 |
| Martin ratioReturn relative to average drawdown | -1.24 | 15.03 | -16.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QTUM-USD | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.78 | 2.44 | -3.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.44 | 0.84 | -1.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.87 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.23 | 0.89 | -1.12 |
Drawdowns
QTUM-USD vs. VOO - Drawdown Comparison
The maximum QTUM-USD drawdown since its inception was -99.19%, 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 | -99.19% | -33.99% | -65.20% |
Max Drawdown (1Y)Largest decline over 1 year | -75.30% | -8.90% | -66.40% |
Max Drawdown (3Y)Largest decline over 3 years | -86.58% | -18.69% | -67.89% |
Max Drawdown (5Y)Largest decline over 5 years | -95.70% | -24.52% | -71.18% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -99.19% | -0.32% | -98.87% |
Average DrawdownAverage peak-to-trough decline | -93.28% | -3.69% | -89.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 50.12% | 1.91% | +48.21% |
Volatility
QTUM-USD vs. VOO - Volatility Comparison
QTUM (QTUM-USD) has a higher volatility of 18.03% compared to Vanguard S&P 500 ETF (VOO) at 2.78%. 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 | 18.03% | 2.78% | +15.25% |
Volatility (6M)Calculated over the trailing 6-month period | 50.15% | 8.90% | +41.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 66.53% | 11.80% | +54.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.39% | 16.81% | +61.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 99.43% | 18.00% | +81.43% |
Frequently Asked Questions
QTUM-USD and VOO 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.
QTUM-USD has higher volatility (18.03%) compared to VOO (2.78%). In terms of maximum drawdown, QTUM-USD dropped -99.19% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (2.44 vs -0.78), 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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