QTUM vs. EOSE

Last updated Jun 13, 2026

QTUM (Defiance Quantum ETF) is Technology Equities fund tracking the BlueStar Machine Learning and Quantum Computing Index, while EOSE (Eos Energy Enterprises Inc) is a stock. Over the past 5 years, QTUM returned 28.09%/yr vs -21.15%/yr for EOSE. At a 0.39 correlation, their price movements are largely independent.

Performance

QTUM vs. EOSE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Quantum ETF (QTUM) and Eos Energy Enterprises Inc (EOSE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QTUM achieves a 47.39% return, which is significantly higher than EOSE's -47.12% return.

QTUM

• 1D: 1.22%
• 1M: 9.88%
• YTD: 47.39%
• 6M: 45.72%
• 1Y: 82.93%
• 3Y*: 48.15%
• 5Y*: 28.09%
• 10Y*: —

EOSE

• 1D: -2.26%
• 1M: -26.81%
• YTD: -47.12%
• 6M: -59.16%
• 1Y: 45.67%
• 3Y*: 23.72%
• 5Y*: -21.15%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

QTUM vs. EOSE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
QTUM Defiance Quantum ETF	47.39%	36.65%	50.54%	39.86%	-28.80%	35.18%	41.31%
EOSE Eos Energy Enterprises Inc	-47.12%	135.80%	345.87%	-26.35%	-80.32%	-63.92%	112.65%

Correlation

The correlation between QTUM and EOSE is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.54
Correlation (3Y) Calculated over the trailing 3-year period	0.41
Correlation (5Y) Calculated over the trailing 5-year period	0.41
Correlation (All Time) Calculated using the full available price history since Jun 3, 2020	0.39

The correlation between QTUM and EOSE shifts across timeframes, from 0.39 (all time) to 0.54 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

QTUM vs. EOSE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QTUM

QTUM Risk / Return Rank: 90
QTUM Sharpe Ratio Rank: 93
QTUM Sortino Ratio Rank: 87
QTUM Omega Ratio Rank: 87
QTUM Calmar Ratio Rank: 92
QTUM Martin Ratio Rank: 92

EOSE

EOSE Risk / Return Rank: 60
EOSE Sharpe Ratio Rank: 58
EOSE Sortino Ratio Rank: 66
EOSE Omega Ratio Rank: 64
EOSE Calmar Ratio Rank: 57
EOSE Martin Ratio Rank: 56

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QTUM vs. EOSE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Quantum ETF (QTUM) and Eos Energy Enterprises Inc (EOSE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	QTUM	EOSE	Difference
Sharpe ratio: Return per unit of total volatility	2.94	0.40	+2.54
Sortino ratio: Return per unit of downside risk	3.45	1.42	+2.03
Omega ratio: Gain probability vs. loss probability	1.46	1.17	+0.29
Calmar ratio: Return relative to maximum drawdown	5.46	0.60	+4.87
Martin ratio: Return relative to average drawdown	19.77	1.16	+18.61

QTUM vs. EOSE - Sharpe Ratio Comparison

The current QTUM Sharpe Ratio is 2.94, which is higher than the EOSE Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of QTUM and EOSE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

QTUM vs. EOSE - Drawdown Comparison

The maximum QTUM drawdown since its inception was -38.45%, smaller than the maximum EOSE drawdown of -97.88%. Use the drawdown chart below to compare losses from any high point for QTUM and EOSE.

Drawdown Indicators

	QTUM	EOSE	Difference
Max Drawdown Largest peak-to-trough decline	-38.45%	-97.88%	+59.43%
Max Drawdown (1Y) Largest decline over 1 year	-15.26%	-77.10%	+61.84%
Max Drawdown (3Y) Largest decline over 3 years	-25.39%	-87.18%	+61.79%
Max Drawdown (5Y) Largest decline over 5 years	-38.45%	-96.77%	+58.32%
Current Drawdown Current decline from peak	-4.42%	-80.09%	+75.67%
Average Drawdown Average peak-to-trough decline	-8.24%	-72.37%	+64.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.21%	39.66%	-35.45%

Volatility

QTUM vs. EOSE - Volatility Comparison

The current volatility for Defiance Quantum ETF (QTUM) is 14.18%, while Eos Energy Enterprises Inc (EOSE) has a volatility of 31.08%. This indicates that QTUM experiences smaller price fluctuations and is considered to be less risky than EOSE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QTUM	EOSE	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.18%	31.08%	-16.90%
Volatility (6M) Calculated over the trailing 6-month period	23.17%	91.90%	-68.73%
Volatility (1Y) Calculated over the trailing 1-year period	28.39%	115.13%	-86.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.99%	117.06%	-90.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.40%	112.92%	-85.52%

Dividends

QTUM vs. EOSE - Dividend Comparison

QTUM's dividend yield for the trailing twelve months is around 0.73%, while EOSE has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
EOSE Eos Energy Enterprises Inc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QTUM Defiance Quantum ETF	0.73%	1.01%	0.61%	0.81%	1.46%	0.48%	0.42%	0.61%	0.21%

Frequently Asked Questions

Can I hold both QTUM and EOSE in my portfolio?

QTUM and EOSE have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QTUM or EOSE?

EOSE has higher volatility (31.08%) compared to QTUM (14.18%). In terms of maximum drawdown, QTUM dropped -38.45% vs EOSE's -97.88%.

Which has better risk-adjusted returns?

QTUM currently has the higher Sharpe Ratio (2.94 vs 0.40), 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.