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RDW vs. QTUM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RDW vs. QTUM - Performance Comparison

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

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Returns By Period

In the year-to-date period, RDW achieves a 98.95% return, which is significantly higher than QTUM's 47.39% return.


RDW

1D
-11.53%
1M
31.94%
YTD
98.95%
6M
107.41%
1Y
-21.74%
3Y*
79.83%
5Y*
10Y*

QTUM

1D
1.22%
1M
9.88%
YTD
47.39%
6M
45.72%
1Y
82.93%
3Y*
48.15%
5Y*
28.09%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RDW vs. QTUM - Yearly Performance Comparison


2026 (YTD)20252024202320222021
RDW
Redwire Corporation
98.95%-53.83%477.54%43.94%-70.67%-34.15%
QTUM
Defiance Quantum ETF
47.39%36.65%50.54%39.86%-28.80%8.26%

Correlation

The correlation between RDW and QTUM is 0.55, 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

0.55

Correlation (3Y)
Calculated over the trailing 3-year period

0.48

Correlation (All Time)
Calculated using the full available price history since Sep 2, 2021

0.47

The correlation between RDW and QTUM has been stable across timeframes, ranging from 0.47 to 0.55 - a consistent structural relationship.

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Return for Risk

RDW vs. QTUM — Risk / Return Rank

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

RDW
RDW Risk / Return Rank: 3939
Overall Rank
RDW Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
RDW Sortino Ratio Rank: 4646
Sortino Ratio Rank
RDW Omega Ratio Rank: 4444
Omega Ratio Rank
RDW Calmar Ratio Rank: 3434
Calmar Ratio Rank
RDW Martin Ratio Rank: 3636
Martin Ratio Rank

QTUM
QTUM Risk / Return Rank: 9090
Overall Rank
QTUM Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
QTUM Sortino Ratio Rank: 8787
Sortino Ratio Rank
QTUM Omega Ratio Rank: 8787
Omega Ratio Rank
QTUM Calmar Ratio Rank: 9292
Calmar Ratio Rank
QTUM Martin Ratio Rank: 9292
Martin Ratio Rank
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.

RDW vs. QTUM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Redwire Corporation (RDW) and Defiance Quantum ETF (QTUM). 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.


RDWQTUMDifference
Sharpe ratioReturn per unit of total volatility

-3.12

Sortino ratioReturn per unit of downside risk

-2.87

Omega ratioGain probability vs. loss probability

1.07

1.46

-0.40

Calmar ratioReturn relative to maximum drawdown

-0.29

5.46

-5.75

Martin ratioReturn relative to average drawdown

-0.42

19.77

-20.19

RDW vs. QTUM - Sharpe Ratio Comparison

The current RDW Sharpe Ratio is -0.18, which is lower than the QTUM Sharpe Ratio of 2.94. The chart below compares the historical Sharpe Ratios of RDW and QTUM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

RDW vs. QTUM - Drawdown Comparison

The maximum RDW drawdown since its inception was -87.26%, which is greater than QTUM's maximum drawdown of -38.45%. Use the drawdown chart below to compare losses from any high point for RDW and QTUM.


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Drawdown Indicators


RDWQTUMDifference

Max Drawdown

Largest peak-to-trough decline

-87.26%

-38.45%

-48.81%

Max Drawdown (1Y)

Largest decline over 1 year

-75.40%

-15.26%

-60.14%

Max Drawdown (3Y)

Largest decline over 3 years

-80.28%

-25.39%

-54.89%

Max Drawdown (5Y)

Largest decline over 5 years

-38.45%

Current Drawdown

Current decline from peak

-41.62%

-4.42%

-37.20%

Average Drawdown

Average peak-to-trough decline

-59.30%

-8.24%

-51.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

51.88%

4.21%

+47.67%

Volatility

RDW vs. QTUM - Volatility Comparison

Redwire Corporation (RDW) has a higher volatility of 53.68% compared to Defiance Quantum ETF (QTUM) at 14.18%. This indicates that RDW's price experiences larger fluctuations and is considered to be riskier than QTUM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RDWQTUMDifference

Volatility (1M)

Calculated over the trailing 1-month period

53.68%

14.18%

+39.50%

Volatility (6M)

Calculated over the trailing 6-month period

94.49%

23.17%

+71.32%

Volatility (1Y)

Calculated over the trailing 1-year period

118.63%

28.39%

+90.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

96.83%

26.99%

+69.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

96.83%

27.40%

+69.43%

Dividends

RDW vs. QTUM - Dividend Comparison

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


PositionTTM20252024202320222021202020192018
QTUM
Defiance Quantum ETF
0.73%1.01%0.61%0.81%1.46%0.48%0.42%0.61%0.21%
RDW
Redwire Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


RDW and QTUM have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RDW has higher volatility (53.68%) compared to QTUM (14.18%). In terms of maximum drawdown, RDW dropped -87.26% vs QTUM's -38.45%.

QTUM currently has the higher Sharpe Ratio (2.94 vs -0.18), 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.

Portfolio Optimizer

Find the right allocation for RDW and QTUM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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