QTUM vs. MSTR
QTUM (Defiance Quantum ETF) is Technology Equities fund tracking the BlueStar Machine Learning and Quantum Computing Index, while MSTR (Strategy Inc) is a stock. Over the past 5 years, QTUM returned 28.09%/yr vs 19.14%/yr for MSTR. A 0.54 correlation means they provide meaningful diversification when combined.
Performance
QTUM vs. MSTR - Performance Comparison
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Returns By Period
In the year-to-date period, QTUM achieves a 47.39% return, which is significantly higher than MSTR's -18.41% return.
QTUM
- 1D
- 1.22%
- 1M
- 9.88%
- YTD
- 47.39%
- 6M
- 45.72%
- 1Y
- 82.93%
- 3Y*
- 48.15%
- 5Y*
- 28.09%
- 10Y*
- —
MSTR
- 1D
- 3.18%
- 1M
- -30.37%
- YTD
- -18.41%
- 6M
- -29.74%
- 1Y
- -67.36%
- 3Y*
- 63.46%
- 5Y*
- 19.14%
- 10Y*
- 20.92%
QTUM vs. MSTR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
QTUM Defiance Quantum ETF | 47.39% | 36.65% | 50.54% | 39.86% | -28.80% | 35.18% | 42.05% | 47.99% | -19.44% |
MSTR Strategy Inc | -18.41% | -47.53% | 358.54% | 346.15% | -74.00% | 40.13% | 172.42% | 11.65% | -13.54% |
Correlation
The correlation between QTUM and MSTR is 0.52, 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 | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Sep 5, 2018 | 0.54 |
The correlation between QTUM and MSTR has been stable across timeframes, ranging from 0.48 to 0.56 - a consistent structural relationship.
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Return for Risk
QTUM vs. MSTR — Risk / Return Rank
QTUM
MSTR
QTUM vs. MSTR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Defiance Quantum ETF (QTUM) and Strategy Inc (MSTR). 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 | MSTR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.89 | ||
| Sortino ratioReturn per unit of downside risk | +5.15 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 0.82 | +0.64 |
| Calmar ratioReturn relative to maximum drawdown | 5.46 | -0.88 | +6.35 |
| Martin ratioReturn relative to average drawdown | 19.77 | -1.27 | +21.04 |
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Drawdowns
QTUM vs. MSTR - Drawdown Comparison
The maximum QTUM drawdown since its inception was -38.45%, smaller than the maximum MSTR drawdown of -99.86%. Use the drawdown chart below to compare losses from any high point for QTUM and MSTR.
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Drawdown Indicators
| QTUM | MSTR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.45% | -99.86% | +61.41% |
Max Drawdown (1Y)Largest decline over 1 year | -15.26% | -76.53% | +61.27% |
Max Drawdown (3Y)Largest decline over 3 years | -25.39% | -77.42% | +52.03% |
Max Drawdown (5Y)Largest decline over 5 years | -38.45% | -84.11% | +45.66% |
Max Drawdown (10Y)Largest decline over 10 years | — | -89.27% | — |
Current DrawdownCurrent decline from peak | -4.42% | -73.84% | +69.42% |
Average DrawdownAverage peak-to-trough decline | -8.24% | -86.45% | +78.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.21% | 53.01% | -48.80% |
Volatility
QTUM vs. MSTR - Volatility Comparison
The current volatility for Defiance Quantum ETF (QTUM) is 14.18%, while Strategy Inc (MSTR) has a volatility of 21.60%. This indicates that QTUM experiences smaller price fluctuations and is considered to be less risky than MSTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QTUM | MSTR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.18% | 21.60% | -7.42% |
Volatility (6M)Calculated over the trailing 6-month period | 23.17% | 57.34% | -34.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.39% | 71.15% | -42.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.99% | 90.79% | -63.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.40% | 73.80% | -46.40% |
Dividends
QTUM vs. MSTR - Dividend Comparison
QTUM's dividend yield for the trailing twelve months is around 0.73%, while MSTR has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
MSTR Strategy 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
QTUM and MSTR have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSTR has higher volatility (21.60%) compared to QTUM (14.18%). In terms of maximum drawdown, QTUM dropped -38.45% vs MSTR's -99.86%.
QTUM currently has the higher Sharpe Ratio (2.94 vs -0.95), 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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