QTUM vs. TSLA
QTUM (Defiance Quantum ETF) is Technology Equities fund tracking the BlueStar Machine Learning and Quantum Computing Index, while TSLA (Tesla, Inc.) is a stock. Over the past 5 years, QTUM returned 28.09%/yr vs 14.86%/yr for TSLA. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
QTUM vs. TSLA - 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 TSLA's -9.63% return.
QTUM
- 1D
- 1.22%
- 1M
- 9.07%
- YTD
- 47.39%
- 6M
- 45.72%
- 1Y
- 86.28%
- 3Y*
- 48.15%
- 5Y*
- 28.09%
- 10Y*
- —
TSLA
- 1D
- 1.82%
- 1M
- -3.74%
- YTD
- -9.63%
- 6M
- -11.45%
- 1Y
- 24.94%
- 3Y*
- 16.25%
- 5Y*
- 14.86%
- 10Y*
- 39.72%
QTUM vs. TSLA - 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% |
TSLA Tesla, Inc. | -9.63% | 11.36% | 62.52% | 101.72% | -65.03% | 49.76% | 743.44% | 25.70% | 15.18% |
Correlation
The correlation between QTUM and TSLA 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 | 0.52 |
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 | 0.52 |
The correlation between QTUM and TSLA has been stable across timeframes, ranging from 0.52 to 0.56 - a consistent structural relationship.
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Return for Risk
QTUM vs. TSLA — Risk / Return Rank
QTUM
TSLA
QTUM vs. TSLA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Defiance Quantum ETF (QTUM) and Tesla, Inc. (TSLA). 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 | TSLA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.32 | ||
| Sortino ratioReturn per unit of downside risk | +2.32 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.13 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 5.46 | 0.92 | +4.55 |
| Martin ratioReturn relative to average drawdown | 19.77 | 2.10 | +17.67 |
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Drawdowns
QTUM vs. TSLA - Drawdown Comparison
The maximum QTUM drawdown since its inception was -38.45%, smaller than the maximum TSLA drawdown of -73.63%. Use the drawdown chart below to compare losses from any high point for QTUM and TSLA.
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Drawdown Indicators
| QTUM | TSLA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.45% | -73.63% | +35.18% |
Max Drawdown (1Y)Largest decline over 1 year | -15.26% | -29.93% | +14.67% |
Max Drawdown (3Y)Largest decline over 3 years | -25.39% | -53.77% | +28.38% |
Max Drawdown (5Y)Largest decline over 5 years | -38.45% | -73.63% | +35.18% |
Max Drawdown (10Y)Largest decline over 10 years | — | -73.63% | — |
Current DrawdownCurrent decline from peak | -4.42% | -17.03% | +12.61% |
Average DrawdownAverage peak-to-trough decline | -8.24% | -22.72% | +14.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.21% | 13.06% | -8.85% |
Volatility
QTUM vs. TSLA - Volatility Comparison
Defiance Quantum ETF (QTUM) and Tesla, Inc. (TSLA) have volatilities of 14.18% and 14.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QTUM | TSLA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.18% | 14.25% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 23.17% | 28.73% | -5.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.39% | 44.49% | -16.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.99% | 58.98% | -31.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.40% | 59.14% | -31.74% |
Dividends
QTUM vs. TSLA - Dividend Comparison
QTUM's dividend yield for the trailing twelve months is around 0.73%, while TSLA has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
QTUM Defiance Quantum ETF | 0.73% | 1.01% | 0.61% | 0.81% | 1.46% | 0.48% | 0.42% | 0.61% | 0.21% |
TSLA Tesla, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
QTUM and TSLA 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.
TSLA has higher volatility (14.25%) compared to QTUM (14.18%). In terms of maximum drawdown, QTUM dropped -38.45% vs TSLA's -73.63%.
QTUM currently has the higher Sharpe Ratio (2.94 vs 0.62), 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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