PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
QTUM vs. COWZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


QTUMCOWZ
YTD Return16.25%6.34%
1Y Return30.88%24.26%
3Y Return (Ann)10.61%10.67%
5Y Return (Ann)23.45%17.99%
Sharpe Ratio2.051.75
Daily Std Dev19.00%13.11%
Max Drawdown-38.45%-38.63%
Current Drawdown0.00%-5.27%

Correlation

-0.50.00.51.00.7

The correlation between QTUM and COWZ is 0.70, 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. COWZ - Performance Comparison

In the year-to-date period, QTUM achieves a 16.25% return, which is significantly higher than COWZ's 6.34% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


80.00%100.00%120.00%140.00%160.00%December2024FebruaryMarchAprilMay
166.48%
101.42%
QTUM
COWZ

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

Pacer US Cash Cows 100 ETF

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.


QTUM
Sharpe ratio
The chart of Sharpe ratio for QTUM, currently valued at 2.05, compared to the broader market0.002.004.006.002.05
Sortino ratio
The chart of Sortino ratio for QTUM, currently valued at 2.83, compared to the broader market0.005.0010.002.83
Omega ratio
The chart of Omega ratio for QTUM, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.001.34
Calmar ratio
The chart of Calmar ratio for QTUM, currently valued at 1.96, compared to the broader market0.005.0010.0015.001.96
Martin ratio
The chart of Martin ratio for QTUM, currently valued at 6.32, compared to the broader market0.0020.0040.0060.0080.00100.006.32
COWZ
Sharpe ratio
The chart of Sharpe ratio for COWZ, currently valued at 1.75, compared to the broader market0.002.004.006.001.75
Sortino ratio
The chart of Sortino ratio for COWZ, currently valued at 2.57, compared to the broader market0.005.0010.002.57
Omega ratio
The chart of Omega ratio for COWZ, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.001.29
Calmar ratio
The chart of Calmar ratio for COWZ, currently valued at 2.04, compared to the broader market0.005.0010.0015.002.04
Martin ratio
The chart of Martin ratio for COWZ, currently valued at 7.81, compared to the broader market0.0020.0040.0060.0080.00100.007.81

QTUM vs. COWZ - Sharpe Ratio Comparison

The current QTUM Sharpe Ratio is 2.05, which roughly equals the COWZ Sharpe Ratio of 1.75. The chart below compares the 12-month rolling Sharpe Ratio of QTUM and COWZ.


Rolling 12-month Sharpe Ratio0.501.001.502.00December2024FebruaryMarchAprilMay
2.05
1.75
QTUM
COWZ

Dividends

QTUM vs. COWZ - Dividend Comparison

QTUM's dividend yield for the trailing twelve months is around 0.73%, less than COWZ's 1.88% yield.


TTM20232022202120202019201820172016
QTUM
Defiance Quantum ETF
0.73%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%1.95%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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay0
-5.27%
QTUM
COWZ

Volatility

QTUM vs. COWZ - Volatility Comparison

Defiance Quantum ETF (QTUM) has a higher volatility of 5.09% compared to Pacer US Cash Cows 100 ETF (COWZ) at 3.66%. 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%3.00%4.00%5.00%6.00%7.00%December2024FebruaryMarchAprilMay
5.09%
3.66%
QTUM
COWZ