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

Correlation

The correlation between QTUM and COWZ is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

QTUM vs. COWZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Quantum ETF (QTUM) and Pacer US Cash Cows 100 ETF (COWZ). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
35.18%
7.45%
QTUM
COWZ

Key characteristics

Sharpe Ratio

QTUM:

2.58

COWZ:

1.07

Sortino Ratio

QTUM:

3.42

COWZ:

1.61

Omega Ratio

QTUM:

1.43

COWZ:

1.19

Calmar Ratio

QTUM:

3.67

COWZ:

1.89

Martin Ratio

QTUM:

11.25

COWZ:

4.40

Ulcer Index

QTUM:

5.60%

COWZ:

3.26%

Daily Std Dev

QTUM:

24.36%

COWZ:

13.36%

Max Drawdown

QTUM:

-38.45%

COWZ:

-38.63%

Current Drawdown

QTUM:

0.00%

COWZ:

-5.28%

Returns By Period

In the year-to-date period, QTUM achieves a 60.29% return, which is significantly higher than COWZ's 13.36% return.


QTUM

YTD

60.29%

1M

33.97%

6M

35.18%

1Y

63.13%

5Y (annualized)

25.46%

10Y (annualized)

N/A

COWZ

YTD

13.36%

1M

-1.32%

6M

7.44%

1Y

14.21%

5Y (annualized)

15.81%

10Y (annualized)

N/A

Compare stocks, funds, or ETFs

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


QTUM vs. COWZ - Expense Ratio Comparison

QTUM has a 0.40% expense ratio, which is lower than COWZ's 0.49% expense ratio.


COWZ
Pacer US Cash Cows 100 ETF
Expense ratio chart for COWZ: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for QTUM: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Risk-Adjusted Performance

QTUM vs. COWZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Quantum ETF (QTUM) and Pacer US Cash Cows 100 ETF (COWZ). 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.


Sharpe ratio
The chart of Sharpe ratio for QTUM, currently valued at 2.58, compared to the broader market0.002.004.002.581.07
The chart of Sortino ratio for QTUM, currently valued at 3.42, compared to the broader market-2.000.002.004.006.008.0010.003.421.61
The chart of Omega ratio for QTUM, currently valued at 1.43, compared to the broader market0.501.001.502.002.503.001.431.19
The chart of Calmar ratio for QTUM, currently valued at 3.67, compared to the broader market0.005.0010.0015.003.671.89
The chart of Martin ratio for QTUM, currently valued at 11.25, compared to the broader market0.0020.0040.0060.0080.00100.0011.254.40
QTUM
COWZ

The current QTUM Sharpe Ratio is 2.58, which is higher than the COWZ Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of QTUM and COWZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
2.58
1.07
QTUM
COWZ

Dividends

QTUM vs. COWZ - Dividend Comparison

QTUM's dividend yield for the trailing twelve months is around 0.59%, less than COWZ's 1.88% yield.


TTM20232022202120202019201820172016
QTUM
Defiance Quantum ETF
0.59%0.81%1.46%0.48%0.45%0.61%0.21%0.00%0.00%
COWZ
Pacer US Cash Cows 100 ETF
1.88%1.92%1.96%1.48%2.54%1.96%1.67%1.94%0.13%

Drawdowns

QTUM vs. COWZ - Drawdown Comparison

The maximum QTUM drawdown since its inception was -38.45%, roughly equal to the maximum COWZ drawdown of -38.63%. Use the drawdown chart below to compare losses from any high point for QTUM and COWZ. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember0
-5.28%
QTUM
COWZ

Volatility

QTUM vs. COWZ - Volatility Comparison

Defiance Quantum ETF (QTUM) has a higher volatility of 10.13% compared to Pacer US Cash Cows 100 ETF (COWZ) at 3.30%. This indicates that QTUM's price experiences larger fluctuations and is considered to be riskier than COWZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
10.13%
3.30%
QTUM
COWZ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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