QTUM-USD vs. VOO
Compare and contrast key facts about QTUM (QTUM-USD) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QTUM-USD or VOO.
Key characteristics
| QTUM-USD | VOO | |
|---|---|---|
| YTD Return | -26.71% | 26.88% |
| 1Y Return | -12.26% | 37.59% |
| 3Y Return (Ann) | -45.28% | 10.23% |
| 5Y Return (Ann) | 3.28% | 15.93% |
| Sharpe Ratio | -0.70 | 3.06 |
| Sortino Ratio | -0.84 | 4.08 |
| Omega Ratio | 0.92 | 1.58 |
| Calmar Ratio | 0.00 | 4.43 |
| Martin Ratio | -1.22 | 20.25 |
| Ulcer Index | 46.77% | 1.85% |
| Daily Std Dev | 68.10% | 12.23% |
| Max Drawdown | -98.90% | -33.99% |
| Current Drawdown | -97.12% | -0.30% |
Correlation
The correlation between QTUM-USD and VOO is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
QTUM-USD vs. VOO - Performance Comparison
In the year-to-date period, QTUM-USD achieves a -26.71% return, which is significantly lower than VOO's 26.88% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
QTUM-USD vs. VOO - Risk-Adjusted Performance 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.
Drawdowns
QTUM-USD vs. VOO - Drawdown Comparison
The maximum QTUM-USD drawdown since its inception was -98.90%, 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. For additional features, visit the drawdowns tool.
Volatility
QTUM-USD vs. VOO - Volatility Comparison
QTUM (QTUM-USD) has a higher volatility of 21.10% compared to Vanguard S&P 500 ETF (VOO) at 3.94%. 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.