QTUM vs. CEG
QTUM (Defiance Quantum ETF) is Technology Equities fund tracking the BlueStar Machine Learning and Quantum Computing Index, while CEG (Constellation Energy Corp) is a stock. Over the past 3 years, QTUM returned 48.48%/yr vs 39.97%/yr for CEG. At a 0.42 correlation, their price movements are largely independent.
Performance
QTUM vs. CEG - Performance Comparison
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Returns By Period
In the year-to-date period, QTUM achieves a 44.14% return, which is significantly higher than CEG's -28.84% return.
QTUM
- 1D
- 3.25%
- 1M
- 8.85%
- YTD
- 44.14%
- 6M
- 39.20%
- 1Y
- 80.80%
- 3Y*
- 48.48%
- 5Y*
- 27.81%
- 10Y*
- —
CEG
- 1D
- -1.63%
- 1M
- -17.31%
- YTD
- -28.84%
- 6M
- -29.71%
- 1Y
- -15.67%
- 3Y*
- 39.97%
- 5Y*
- —
- 10Y*
- —
QTUM vs. CEG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
QTUM Defiance Quantum ETF | 44.14% | 36.65% | 50.54% | 39.86% | -22.50% |
CEG Constellation Energy Corp | -28.84% | 58.80% | 92.71% | 37.24% | 64.11% |
Correlation
The correlation between QTUM and CEG is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Feb 3, 2022 | 0.42 |
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Return for Risk
QTUM vs. CEG — Risk / Return Rank
QTUM
CEG
QTUM vs. CEG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Defiance Quantum ETF (QTUM) and Constellation Energy Corp (CEG). 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 | CEG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.27 | ||
| Sortino ratioReturn per unit of downside risk | +3.61 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 0.98 | +0.49 |
| Calmar ratioReturn relative to maximum drawdown | 5.32 | -0.41 | +5.73 |
| Martin ratioReturn relative to average drawdown | 19.76 | -0.84 | +20.59 |
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 | CEG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.94 | -0.34 | +3.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.04 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.03 | 0.90 | +0.13 |
Drawdowns
QTUM vs. CEG - Drawdown Comparison
The maximum QTUM drawdown since its inception was -38.45%, smaller than the maximum CEG drawdown of -50.70%. Use the drawdown chart below to compare losses from any high point for QTUM and CEG.
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Drawdown Indicators
| QTUM | CEG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.45% | -50.70% | +12.25% |
Max Drawdown (1Y)Largest decline over 1 year | -15.26% | -38.77% | +23.51% |
Max Drawdown (3Y)Largest decline over 3 years | -25.39% | -50.70% | +25.31% |
Max Drawdown (5Y)Largest decline over 5 years | -38.45% | — | — |
Current DrawdownCurrent decline from peak | -6.53% | -37.69% | +31.16% |
Average DrawdownAverage peak-to-trough decline | -8.25% | -11.58% | +3.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.10% | 18.77% | -14.67% |
Volatility
QTUM vs. CEG - Volatility Comparison
The current volatility for Defiance Quantum ETF (QTUM) is 13.41%, while Constellation Energy Corp (CEG) has a volatility of 15.62%. This indicates that QTUM experiences smaller price fluctuations and is considered to be less risky than CEG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QTUM | CEG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.41% | 15.62% | -2.21% |
Volatility (6M)Calculated over the trailing 6-month period | 22.31% | 37.45% | -15.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.73% | 46.57% | -18.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.85% | 49.35% | -22.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.34% | 49.35% | -22.01% |
Dividends
QTUM vs. CEG - Dividend Comparison
QTUM's dividend yield for the trailing twelve months is around 0.74%, more than CEG's 0.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
CEG Constellation Energy Corp | 0.65% | 0.44% | 0.63% | 0.97% | 0.65% | 0.00% | 0.00% | 0.00% | 0.00% |
QTUM Defiance Quantum ETF | 0.74% | 1.01% | 0.61% | 0.81% | 1.46% | 0.48% | 0.42% | 0.61% | 0.21% |
Frequently Asked Questions
QTUM and CEG have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CEG has higher volatility (15.62%) compared to QTUM (13.41%). In terms of maximum drawdown, QTUM dropped -38.45% vs CEG's -50.70%.
QTUM currently has the higher Sharpe Ratio (2.94 vs -0.34), 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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