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

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.

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Returns By Period

In the year-to-date period, TMAT achieves a 18.93% return, which is significantly higher than QTUM-USD's -48.39% return.


TMAT

1D
-3.52%
1M
3.97%
YTD
18.93%
6M
16.10%
1Y
34.95%
3Y*
27.57%
5Y*
4.62%
10Y*

QTUM-USD

1D
-1.70%
1M
-22.26%
YTD
-48.39%
6M
-45.22%
1Y
-65.23%
3Y*
-34.08%
5Y*
-35.43%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TMAT vs. QTUM-USD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
TMAT
Main Thematic Innovation ETF
18.93%20.06%27.20%32.32%-39.29%-18.01%
QTUM-USD
Qtum
-48.39%-55.51%-19.33%103.93%-79.08%167.06%

Correlation

The correlation between TMAT and QTUM-USD is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.29

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

0.30

Correlation (5Y)
Calculated over the trailing 5-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Jan 29, 2021

0.31

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Return for Risk

TMAT vs. QTUM-USD — Risk / Return Rank

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

TMAT
TMAT Risk / Return Rank: 3636
Overall Rank
TMAT Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
TMAT Sortino Ratio Rank: 3838
Sortino Ratio Rank
TMAT Omega Ratio Rank: 3737
Omega Ratio Rank
TMAT Calmar Ratio Rank: 3535
Calmar Ratio Rank
TMAT Martin Ratio Rank: 2929
Martin Ratio Rank

QTUM-USD
QTUM-USD Risk / Return Rank: 2828
Overall Rank
QTUM-USD Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
QTUM-USD Sortino Ratio Rank: 2929
Sortino Ratio Rank
QTUM-USD Omega Ratio Rank: 2929
Omega Ratio Rank
QTUM-USD Calmar Ratio Rank: 2424
Calmar Ratio Rank
QTUM-USD Martin Ratio Rank: 2727
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.

TMAT vs. QTUM-USD - Risk-Adjusted Trends 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.

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.


TMATQTUM-USDDifference
Sharpe ratioReturn per unit of total volatility

+2.18

Sortino ratioReturn per unit of downside risk

+3.12

Omega ratioGain probability vs. loss probability

1.23

0.88

+0.36

Calmar ratioReturn relative to maximum drawdown

1.62

-0.83

+2.46

Martin ratioReturn relative to average drawdown

3.77

-1.22

+4.99

TMAT vs. QTUM-USD - Sharpe Ratio Comparison

The current TMAT Sharpe Ratio is 1.36, which is higher than the QTUM-USD Sharpe Ratio of -0.81. The chart below compares the historical Sharpe Ratios of TMAT 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

TMAT vs. QTUM-USD - Drawdown Comparison

The maximum TMAT drawdown since its inception was -58.55%, smaller than the maximum QTUM-USD drawdown of -99.29%. Use the drawdown chart below to compare losses from any high point for TMAT and QTUM-USD.


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Drawdown Indicators


TMATQTUM-USDDifference

Max Drawdown

Largest peak-to-trough decline

-58.55%

-99.29%

+40.74%

Max Drawdown (1Y)

Largest decline over 1 year

-21.63%

-78.28%

+56.65%

Max Drawdown (3Y)

Largest decline over 3 years

-33.42%

-88.20%

+54.78%

Max Drawdown (5Y)

Largest decline over 5 years

-52.10%

-96.22%

+44.12%

Current Drawdown

Current decline from peak

-4.36%

-99.27%

+94.91%

Average Drawdown

Average peak-to-trough decline

-31.93%

-93.28%

+61.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.30%

46.72%

-37.42%

Volatility

TMAT vs. QTUM-USD - Volatility Comparison

The current volatility for Main Thematic Innovation ETF (TMAT) is 11.45%, while Qtum (QTUM-USD) has a volatility of 19.73%. 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.


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Volatility by Period


TMATQTUM-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.45%

19.73%

-8.28%

Volatility (6M)

Calculated over the trailing 6-month period

18.86%

50.20%

-31.34%

Volatility (1Y)

Calculated over the trailing 1-year period

25.75%

67.31%

-41.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.83%

77.19%

-46.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.75%

99.23%

-68.48%

Frequently Asked Questions


TMAT and QTUM-USD have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QTUM-USD has higher volatility (19.73%) compared to TMAT (11.45%). In terms of maximum drawdown, TMAT dropped -58.55% vs QTUM-USD's -99.29%.

TMAT currently has the higher Sharpe Ratio (1.36 vs -0.81), 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

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