PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
TMAT vs. QTUM-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between TMAT and QTUM-USD is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

TMAT vs. QTUM-USD - Performance Comparison

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

0.00%50.00%100.00%SeptemberOctoberNovemberDecember2025February
25.06%
16.95%
TMAT
QTUM-USD

Key characteristics

Sharpe Ratio

TMAT:

1.18

QTUM-USD:

0.10

Sortino Ratio

TMAT:

1.63

QTUM-USD:

0.88

Omega Ratio

TMAT:

1.21

QTUM-USD:

1.09

Calmar Ratio

TMAT:

0.69

QTUM-USD:

0.02

Martin Ratio

TMAT:

5.76

QTUM-USD:

0.36

Ulcer Index

TMAT:

5.47%

QTUM-USD:

27.95%

Daily Std Dev

TMAT:

26.78%

QTUM-USD:

84.84%

Max Drawdown

TMAT:

-58.55%

QTUM-USD:

-98.90%

Current Drawdown

TMAT:

-22.49%

QTUM-USD:

-96.75%

Returns By Period

In the year-to-date period, TMAT achieves a 3.95% return, which is significantly higher than QTUM-USD's 2.34% return.


TMAT

YTD

3.95%

1M

-2.48%

6M

25.06%

1Y

30.88%

5Y*

N/A

10Y*

N/A

QTUM-USD

YTD

2.34%

1M

4.71%

6M

16.94%

1Y

-5.45%

5Y*

4.30%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

TMAT vs. QTUM-USD — Risk-Adjusted Performance Rank

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

TMAT
The Risk-Adjusted Performance Rank of TMAT is 4646
Overall Rank
The Sharpe Ratio Rank of TMAT is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of TMAT is 4646
Sortino Ratio Rank
The Omega Ratio Rank of TMAT is 4747
Omega Ratio Rank
The Calmar Ratio Rank of TMAT is 3333
Calmar Ratio Rank
The Martin Ratio Rank of TMAT is 5656
Martin Ratio Rank

QTUM-USD
The Risk-Adjusted Performance Rank of QTUM-USD is 6060
Overall Rank
The Sharpe Ratio Rank of QTUM-USD is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of QTUM-USD is 6363
Sortino Ratio Rank
The Omega Ratio Rank of QTUM-USD is 6363
Omega Ratio Rank
The Calmar Ratio Rank of QTUM-USD is 5555
Calmar Ratio Rank
The Martin Ratio Rank of QTUM-USD is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TMAT vs. QTUM-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Main Thematic Innovation ETF (TMAT) 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.


Sharpe ratio
The chart of Sharpe ratio for TMAT, currently valued at 1.37, compared to the broader market0.002.004.001.370.10
The chart of Sortino ratio for TMAT, currently valued at 1.81, compared to the broader market0.005.0010.001.810.88
The chart of Omega ratio for TMAT, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.001.241.09
The chart of Calmar ratio for TMAT, currently valued at 0.31, compared to the broader market0.005.0010.0015.000.310.02
The chart of Martin ratio for TMAT, currently valued at 6.86, compared to the broader market0.0020.0040.0060.0080.00100.006.860.36
TMAT
QTUM-USD

The current TMAT Sharpe Ratio is 1.18, which is higher than the QTUM-USD Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of TMAT and QTUM-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
1.37
0.10
TMAT
QTUM-USD

Drawdowns

TMAT vs. QTUM-USD - Drawdown Comparison

The maximum TMAT drawdown since its inception was -58.55%, smaller than the maximum QTUM-USD drawdown of -98.90%. Use the drawdown chart below to compare losses from any high point for TMAT and QTUM-USD. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%SeptemberOctoberNovemberDecember2025February
-22.49%
-88.64%
TMAT
QTUM-USD

Volatility

TMAT vs. QTUM-USD - Volatility Comparison

The current volatility for Main Thematic Innovation ETF (TMAT) is 9.37%, while QTUM (QTUM-USD) has a volatility of 40.06%. This indicates that TMAT experiences smaller price fluctuations and is considered to be less risky than QTUM-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
9.37%
40.06%
TMAT
QTUM-USD
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab