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SMH vs. QTUM-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

SMH vs. QTUM-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Semiconductor ETF (SMH) and Qtum (QTUM-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SMH achieves a 58.19% return, which is significantly higher than QTUM-USD's -51.78% return.


SMH

1D
-1.04%
1M
-5.73%
6M
49.13%
YTD
58.19%
1Y
99.05%
3Y*
55.27%
5Y*
34.32%
10Y*
34.58%
ALL TIME*
11.27%

QTUM-USD

1D
-0.82%
1M
-9.05%
6M
-37.97%
YTD
-51.78%
1Y
-68.57%
3Y*
-36.98%
5Y*
-40.59%
10Y*
ALL TIME*
-28.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

QTUM-USD

Qtum
$4.61M$5.51M$10.27M
$8.47B$7.04B$7.03B

SMH vs. QTUM-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SMH
VanEck Semiconductor ETF
58.19%49.17%39.10%73.38%-33.53%42.13%55.53%64.45%-9.05%-4.88%
QTUM-USD
Qtum
-51.78%-55.51%-19.33%103.93%-79.08%293.16%38.57%-24.72%-96.59%425.34%

Correlation

The correlation between SMH and QTUM-USD is 0.26, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.26

Correlation (3Y)
Balances recent behavior with more history.

0.25

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.25

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2017

0.18

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Return for Risk

SMH vs. QTUM-USD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SMH
SMH Risk / Return Rank: 8787
Overall Rank
SMH Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SMH Sortino Ratio Rank: 8181
Sortino Ratio Rank
SMH Omega Ratio Rank: 8383
Omega Ratio Rank
SMH Calmar Ratio Rank: 8989
Calmar Ratio Rank
SMH Martin Ratio Rank: 9090
Martin Ratio Rank

QTUM-USD
QTUM-USD Risk / Return Rank: 4848
Overall Rank
QTUM-USD Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
QTUM-USD Sortino Ratio Rank: 4343
Sortino Ratio Rank
QTUM-USD Omega Ratio Rank: 4444
Omega Ratio Rank
QTUM-USD Calmar Ratio Rank: 4848
Calmar Ratio Rank
QTUM-USD Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SMH vs. QTUM-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Semiconductor ETF (SMH) and Qtum (QTUM-USD). 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.


SMHQTUM-USDDifference
Sharpe ratioReturn per unit of total volatility

+3.44

Sortino ratioReturn per unit of downside risk

+4.41

Omega ratioGain probability vs. loss probability

1.39

0.85

+0.54

Calmar ratioReturn relative to maximum drawdown

4.05

-0.86

+4.91

Martin ratioReturn relative to average drawdown

15.89

-1.15

+17.04

SMH vs. QTUM-USD - Sharpe Ratio Comparison

The current SMH Sharpe Ratio is 2.57, which is higher than the QTUM-USD Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of SMH and QTUM-USD, 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

SMH vs. QTUM-USD - Drawdown Comparison

The maximum SMH drawdown since its inception was -84.96%, smaller than the maximum QTUM-USD drawdown of -99.32%. Use the drawdown chart below to compare losses from any high point for SMH and QTUM-USD.


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Drawdown Indicators


SMHQTUM-USDDifference

Max Drawdown

Largest peak-to-trough decline

-84.96%

-99.32%

+14.36%

Max Drawdown (1Y)

Largest decline over 1 year

-24.62%

-79.32%

+54.70%

Max Drawdown (3Y)

Largest decline over 3 years

-35.74%

-88.76%

+53.02%

Max Drawdown (5Y)

Largest decline over 5 years

-45.30%

-96.40%

+51.10%

Max Drawdown (10Y)

Largest decline over 10 years

-45.30%

Current Drawdown

Current decline from peak

-14.83%

-99.32%

+84.49%

Average Drawdown

Average peak-to-trough decline

-40.88%

-93.37%

+52.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.26%

42.55%

-36.29%

Volatility

SMH vs. QTUM-USD - Volatility Comparison

VanEck Semiconductor ETF (SMH) has a higher volatility of 14.68% compared to Qtum (QTUM-USD) at 11.63%. This indicates that SMH's price experiences larger fluctuations and is considered to be riskier than QTUM-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMHQTUM-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.68%

11.63%

+3.05%

Volatility (6M)

Calculated over the trailing 6-month period

33.23%

45.78%

-12.55%

Volatility (1Y)

Calculated over the trailing 1-year period

38.76%

65.49%

-26.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.59%

76.09%

-39.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.37%

98.63%

-65.26%

Frequently Asked Questions


SMH and QTUM-USD have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SMH has higher volatility (14.68%) compared to QTUM-USD (11.63%). In terms of maximum drawdown, SMH dropped -84.96% vs QTUM-USD's -99.32%.

SMH currently has the higher Sharpe Ratio (2.57 vs -0.87), 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 SMH and QTUM-USD

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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