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QTUM vs. COKE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


QTUMCOKE
YTD Return17.12%8.58%
1Y Return31.86%50.00%
3Y Return (Ann)10.87%36.32%
5Y Return (Ann)23.48%27.06%
Sharpe Ratio1.951.51
Daily Std Dev18.56%33.96%
Max Drawdown-38.45%-68.36%
Current Drawdown0.00%-2.07%

Correlation

-0.50.00.51.00.3

The correlation between QTUM and COKE is 0.32, 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 vs. COKE - Performance Comparison

In the year-to-date period, QTUM achieves a 17.12% return, which is significantly higher than COKE's 8.58% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


100.00%200.00%300.00%400.00%500.00%December2024FebruaryMarchAprilMay
168.47%
492.92%
QTUM
COKE

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Defiance Quantum ETF

Coca-Cola Consolidated, Inc.

Risk-Adjusted Performance

QTUM vs. COKE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Quantum ETF (QTUM) and Coca-Cola Consolidated, Inc. (COKE). 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
Sharpe ratio
The chart of Sharpe ratio for QTUM, currently valued at 1.95, compared to the broader market0.002.004.006.001.95
Sortino ratio
The chart of Sortino ratio for QTUM, currently valued at 2.69, compared to the broader market0.005.0010.002.69
Omega ratio
The chart of Omega ratio for QTUM, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.001.32
Calmar ratio
The chart of Calmar ratio for QTUM, currently valued at 1.85, compared to the broader market0.005.0010.0015.001.85
Martin ratio
The chart of Martin ratio for QTUM, currently valued at 5.96, compared to the broader market0.0020.0040.0060.0080.00100.005.96
COKE
Sharpe ratio
The chart of Sharpe ratio for COKE, currently valued at 1.51, compared to the broader market0.002.004.006.001.51
Sortino ratio
The chart of Sortino ratio for COKE, currently valued at 2.58, compared to the broader market0.005.0010.002.58
Omega ratio
The chart of Omega ratio for COKE, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.001.31
Calmar ratio
The chart of Calmar ratio for COKE, currently valued at 3.16, compared to the broader market0.005.0010.0015.003.16
Martin ratio
The chart of Martin ratio for COKE, currently valued at 5.90, compared to the broader market0.0020.0040.0060.0080.00100.005.90

QTUM vs. COKE - Sharpe Ratio Comparison

The current QTUM Sharpe Ratio is 1.95, which roughly equals the COKE Sharpe Ratio of 1.51. The chart below compares the 12-month rolling Sharpe Ratio of QTUM and COKE.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00December2024FebruaryMarchAprilMay
1.95
1.51
QTUM
COKE

Dividends

QTUM vs. COKE - Dividend Comparison

QTUM's dividend yield for the trailing twelve months is around 0.72%, less than COKE's 1.82% yield.


TTM20232022202120202019201820172016201520142013
QTUM
Defiance Quantum ETF
0.72%0.81%1.46%0.48%0.45%0.61%0.21%0.00%0.00%0.00%0.00%0.00%
COKE
Coca-Cola Consolidated, Inc.
1.82%0.54%0.19%0.16%0.37%0.34%0.55%0.45%0.55%0.53%1.11%1.33%

Drawdowns

QTUM vs. COKE - Drawdown Comparison

The maximum QTUM drawdown since its inception was -38.45%, smaller than the maximum COKE drawdown of -68.36%. Use the drawdown chart below to compare losses from any high point for QTUM and COKE. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay0
-2.07%
QTUM
COKE

Volatility

QTUM vs. COKE - Volatility Comparison

The current volatility for Defiance Quantum ETF (QTUM) is 4.90%, while Coca-Cola Consolidated, Inc. (COKE) has a volatility of 18.64%. This indicates that QTUM experiences smaller price fluctuations and is considered to be less risky than COKE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2024FebruaryMarchAprilMay
4.90%
18.64%
QTUM
COKE