QTUM vs. WMT
QTUM (Defiance Quantum ETF) is Technology Equities fund tracking the BlueStar Machine Learning and Quantum Computing Index, while WMT (Walmart Inc.) is a stock. Over the past 5 years, QTUM returned 28.09%/yr vs 22.42%/yr for WMT. At a 0.21 correlation, their price movements are largely independent.
Performance
QTUM vs. WMT - 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 WMT's 9.07% return.
QTUM
- 1D
- 1.22%
- 1M
- 9.88%
- YTD
- 47.39%
- 6M
- 45.72%
- 1Y
- 82.93%
- 3Y*
- 48.15%
- 5Y*
- 28.09%
- 10Y*
- —
WMT
- 1D
- 0.45%
- 1M
- -7.93%
- YTD
- 9.07%
- 6M
- 4.13%
- 1Y
- 28.71%
- 3Y*
- 34.18%
- 5Y*
- 22.42%
- 10Y*
- 19.77%
QTUM vs. WMT - 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% |
WMT Walmart Inc. | 9.07% | 24.49% | 73.99% | 12.88% | -0.46% | 1.97% | 23.32% | 30.16% | -1.78% |
Correlation
The correlation between QTUM and WMT is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Sep 5, 2018 | 0.21 |
The correlation between QTUM and WMT shifts across timeframes, from -0.13 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
QTUM vs. WMT — Risk / Return Rank
QTUM
WMT
QTUM vs. WMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Defiance Quantum ETF (QTUM) and Walmart Inc. (WMT). 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 | WMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.72 | ||
| Sortino ratioReturn per unit of downside risk | +1.66 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.23 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 5.46 | 1.83 | +3.63 |
| Martin ratioReturn relative to average drawdown | 19.77 | 5.82 | +13.94 |
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Drawdowns
QTUM vs. WMT - Drawdown Comparison
The maximum QTUM drawdown since its inception was -38.45%, smaller than the maximum WMT drawdown of -77.14%. Use the drawdown chart below to compare losses from any high point for QTUM and WMT.
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Drawdown Indicators
| QTUM | WMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.45% | -77.14% | +38.69% |
Max Drawdown (1Y)Largest decline over 1 year | -15.26% | -15.75% | +0.49% |
Max Drawdown (3Y)Largest decline over 3 years | -25.39% | -21.93% | -3.46% |
Max Drawdown (5Y)Largest decline over 5 years | -38.45% | -25.74% | -12.71% |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.74% | — |
Current DrawdownCurrent decline from peak | -4.42% | -9.81% | +5.39% |
Average DrawdownAverage peak-to-trough decline | -8.24% | -14.63% | +6.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.21% | 4.94% | -0.73% |
Volatility
QTUM vs. WMT - Volatility Comparison
Defiance Quantum ETF (QTUM) has a higher volatility of 14.18% compared to Walmart Inc. (WMT) at 9.86%. This indicates that QTUM's price experiences larger fluctuations and is considered to be riskier than WMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QTUM | WMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.18% | 9.86% | +4.32% |
Volatility (6M)Calculated over the trailing 6-month period | 23.17% | 18.49% | +4.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.39% | 23.67% | +4.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.99% | 21.68% | +5.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.40% | 21.73% | +5.67% |
Dividends
QTUM vs. WMT - Dividend Comparison
QTUM's dividend yield for the trailing twelve months is around 0.73%, less than WMT's 0.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QTUM Defiance Quantum ETF | 0.73% | 1.01% | 0.61% | 0.81% | 1.46% | 0.48% | 0.42% | 0.61% | 0.21% | 0.00% | 0.00% | 0.00% |
WMT Walmart Inc. | 0.80% | 0.84% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% |
Frequently Asked Questions
QTUM and WMT have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QTUM has higher volatility (14.18%) compared to WMT (9.86%). In terms of maximum drawdown, QTUM dropped -38.45% vs WMT's -77.14%.
QTUM currently has the higher Sharpe Ratio (2.94 vs 1.22), 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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