QTUM vs. ARKQ
Compare and contrast key facts about Defiance Quantum ETF (QTUM) and ARK Autonomous Technology & Robotics ETF (ARKQ).
QTUM and ARKQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QTUM is a passively managed fund by Defiance ETFs that tracks the performance of the BlueStar Machine Learning and Quantum Computing Index. It was launched on Sep 5, 2018. ARKQ is an actively managed fund by ARK Investment Management. It was launched on Sep 30, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QTUM or ARKQ.
Key characteristics
| QTUM | ARKQ | |
|---|---|---|
| YTD Return | 22.50% | 20.03% |
| 1Y Return | 38.73% | 39.33% |
| 3Y Return (Ann) | 6.42% | -7.28% |
| 5Y Return (Ann) | 19.96% | 15.44% |
| Sharpe Ratio | 1.77 | 1.60 |
| Sortino Ratio | 2.40 | 2.21 |
| Omega Ratio | 1.30 | 1.27 |
| Calmar Ratio | 2.25 | 0.82 |
| Martin Ratio | 6.93 | 5.59 |
| Ulcer Index | 5.58% | 7.26% |
| Daily Std Dev | 21.90% | 25.37% |
| Max Drawdown | -38.45% | -59.89% |
| Current Drawdown | -1.20% | -29.63% |
Correlation
The correlation between QTUM and ARKQ is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
QTUM vs. ARKQ - Performance Comparison
In the year-to-date period, QTUM achieves a 22.50% return, which is significantly higher than ARKQ's 20.03% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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QTUM vs. ARKQ - Expense Ratio Comparison
QTUM has a 0.40% expense ratio, which is lower than ARKQ's 0.75% expense ratio.
Risk-Adjusted Performance
QTUM vs. ARKQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Defiance Quantum ETF (QTUM) and ARK Autonomous Technology & Robotics ETF (ARKQ). 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.
Dividends
QTUM vs. ARKQ - Dividend Comparison
QTUM's dividend yield for the trailing twelve months is around 0.77%, while ARKQ has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
QTUM Defiance Quantum ETF | 0.77% | 0.81% | 1.46% | 0.48% | 0.45% | 0.61% | 0.21% | 0.00% | 0.00% | 0.00% |
ARKQ ARK Autonomous Technology & Robotics ETF | 0.00% | 0.00% | 0.00% | 0.80% | 0.86% | 0.00% | 2.86% | 1.54% | 0.00% | 0.97% |
Drawdowns
QTUM vs. ARKQ - Drawdown Comparison
The maximum QTUM drawdown since its inception was -38.45%, smaller than the maximum ARKQ drawdown of -59.89%. Use the drawdown chart below to compare losses from any high point for QTUM and ARKQ. For additional features, visit the drawdowns tool.
Volatility
QTUM vs. ARKQ - Volatility Comparison
The current volatility for Defiance Quantum ETF (QTUM) is 6.88%, while ARK Autonomous Technology & Robotics ETF (ARKQ) has a volatility of 8.95%. This indicates that QTUM experiences smaller price fluctuations and is considered to be less risky than ARKQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.