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QTUM-USD vs. VOO
Performance
Return for Risk
Drawdowns
Volatility

Performance

QTUM-USD vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in QTUM (QTUM-USD) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QTUM-USD achieves a -39.34% return, which is significantly lower than VOO's 11.69% 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*

VOO

1D
0.14%
1M
5.39%
YTD
11.69%
6M
12.11%
1Y
29.68%
3Y*
22.73%
5Y*
14.26%
10Y*
15.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QTUM-USD vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QTUM-USD
QTUM
-39.34%-55.51%-19.33%103.93%-79.08%293.16%38.57%-24.72%-96.59%422.64%
VOO
Vanguard S&P 500 ETF
11.69%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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QTUM-USD
QTUM-USD Risk / Return Rank: 3232
Overall Rank
QTUM-USD Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
QTUM-USD Sortino Ratio Rank: 3636
Sortino Ratio Rank
QTUM-USD Omega Ratio Rank: 3737
Omega Ratio Rank
QTUM-USD Calmar Ratio Rank: 3232
Calmar Ratio Rank
QTUM-USD Martin Ratio Rank: 2222
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 7575
Overall Rank
VOO Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 7575
Sortino Ratio Rank
VOO Omega Ratio Rank: 7676
Omega Ratio Rank
VOO Calmar Ratio Rank: 6868
Calmar Ratio Rank
VOO Martin Ratio Rank: 8080
Martin Ratio Rank
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. 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-USDVOODifference

Sharpe ratio

Return per unit of total volatility

-0.76

2.53

-3.29

Sortino ratio

Return per unit of downside risk

-1.08

3.43

-4.51

Omega ratio

Gain probability vs. loss probability

0.89

1.46

-0.57

Calmar ratio

Return relative to maximum drawdown

-1.13

3.42

-4.55

Martin ratio

Return relative to average drawdown

-1.52

15.95

-17.47

QTUM-USD vs. VOO - Sharpe Ratio Comparison

The current QTUM-USD Sharpe Ratio is -0.76, which is lower than the VOO Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of QTUM-USD and VOO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


QTUM-USDVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.76

2.53

-3.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.45

0.85

-1.30

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 -99.16%, 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-USDVOODifference

Max Drawdown

Largest peak-to-trough decline

-99.16%

-33.99%

-65.17%

Max Drawdown (1Y)

Largest decline over 1 year

-74.30%

-8.90%

-65.40%

Max Drawdown (3Y)

Largest decline over 3 years

-86.04%

-18.69%

-67.35%

Max Drawdown (5Y)

Largest decline over 5 years

-95.52%

-24.52%

-71.00%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-99.14%

0.00%

-99.14%

Average Drawdown

Average peak-to-trough decline

-93.27%

-3.69%

-89.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

49.77%

1.91%

+47.86%

Volatility

QTUM-USD vs. VOO - Volatility Comparison

QTUM (QTUM-USD) has a higher volatility of 17.06% compared to Vanguard S&P 500 ETF (VOO) at 2.74%. 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-USDVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

17.06%

2.74%

+14.32%

Volatility (6M)

Calculated over the trailing 6-month period

50.05%

8.88%

+41.17%

Volatility (1Y)

Calculated over the trailing 1-year period

66.37%

11.78%

+54.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

78.42%

16.81%

+61.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

99.44%

18.01%

+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 (17.06%) compared to VOO (2.74%). In terms of maximum drawdown, QTUM-USD dropped -99.16% vs VOO's -33.99%.

VOO currently has the higher Sharpe Ratio (2.53 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.

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