TMAT vs. QTUM-USD
TMAT (Main Thematic Innovation ETF) is Technology Equities fund tracking the MSCI ACWI Index, while QTUM-USD (Qtum) is a cryptocurrency. Over the past 5 years, TMAT returned 3.99%/yr vs -39.14%/yr for QTUM-USD. Their 0.31 correlation means their historical movements had little consistent relationship.
Performance
TMAT vs. QTUM-USD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TMAT achieves a 10.76% return, which is significantly higher than QTUM-USD's -51.51% return.
TMAT
- 1D
- 0.37%
- 1M
- -6.20%
- 6M
- 13.39%
- YTD
- 10.76%
- 1Y
- 15.71%
- 3Y*
- 20.08%
- 5Y*
- 3.99%
- 10Y*
- —
- ALL TIME*
- 1.98%
QTUM-USD
- 1D
- 0.98%
- 1M
- -9.33%
- 6M
- -39.68%
- YTD
- -51.51%
- 1Y
- -67.69%
- 3Y*
- -37.04%
- 5Y*
- -39.14%
- 10Y*
- —
- ALL TIME*
- -28.33%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
QTUM-USD Qtum | $5.13M | $5.68M | $10.57M |
| $1.50M | $963.02K | $629.65K |
TMAT vs. QTUM-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
TMAT Main Thematic Innovation ETF | 10.76% | 20.06% | 27.20% | 32.32% | -39.29% | -18.01% |
QTUM-USD Qtum | -51.51% | -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 historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.29 |
Correlation (3Y) Balances recent behavior with more history. | 0.30 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.32 |
Correlation (All Time) Calculated using the full available price history since Jan 29, 2021 | 0.31 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
TMAT vs. QTUM-USD — Risk / Return Rank
TMAT
QTUM-USD
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.
| TMAT | QTUM-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.31 | ||
| Sortino ratioReturn per unit of downside risk | +2.22 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 0.86 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 0.57 | -0.85 | +1.43 |
| Martin ratioReturn relative to average drawdown | 1.28 | -1.14 | +2.42 |
Loading charts...
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 -99.32%. Use the drawdown chart below to compare losses from any high point for TMAT and QTUM-USD.
Loading charts...
Drawdown Indicators
| TMAT | QTUM-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.55% | -99.32% | +40.77% |
Max Drawdown (1Y)Largest decline over 1 year | -21.63% | -79.32% | +57.69% |
Max Drawdown (3Y)Largest decline over 3 years | -33.42% | -88.76% | +55.34% |
Max Drawdown (5Y)Largest decline over 5 years | -51.86% | -96.40% | +44.54% |
Current DrawdownCurrent decline from peak | -11.87% | -99.31% | +87.44% |
Average DrawdownAverage peak-to-trough decline | -31.45% | -93.36% | +61.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.69% | 42.05% | -32.36% |
Volatility
TMAT vs. QTUM-USD - Volatility Comparison
The current volatility for Main Thematic Innovation ETF (TMAT) is 9.84%, while Qtum (QTUM-USD) has a volatility of 11.55%. 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.
Loading charts...
Volatility by Period
| TMAT | QTUM-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.84% | 11.55% | -1.71% |
Volatility (6M)Calculated over the trailing 6-month period | 21.23% | 46.00% | -24.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.49% | 65.60% | -38.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.10% | 76.10% | -45.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.83% | 98.67% | -67.84% |
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 (11.55%) compared to TMAT (9.84%). In terms of maximum drawdown, TMAT dropped -58.55% vs QTUM-USD's -99.32%.
TMAT currently has the higher Sharpe Ratio (0.45 vs -0.86), 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.
Find the right allocation for TMAT 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.
Open Portfolio Optimizer