TTEK vs. QTUM
TTEK (Tetra Tech, Inc.) is a stock, while QTUM (Defiance Quantum ETF) is Technology Equities fund tracking the BlueStar Machine Learning and Quantum Computing Index. Over the past 5 years, TTEK returned 5.41%/yr vs 25.57%/yr for QTUM. Their 0.45 correlation means their historical movements had little consistent relationship.
Performance
TTEK vs. QTUM - Performance Comparison
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Returns By Period
In the year-to-date period, TTEK achieves a 2.67% return, which is significantly lower than QTUM's 37.28% return.
TTEK
- 1D
- -2.11%
- 1M
- 10.08%
- 6M
- -15.43%
- YTD
- 2.67%
- 1Y
- -7.51%
- 3Y*
- 1.16%
- 5Y*
- 5.41%
- 10Y*
- 18.54%
- ALL TIME*
- 15.12%
QTUM
- 1D
- -1.93%
- 1M
- -4.43%
- 6M
- 34.32%
- YTD
- 37.28%
- 1Y
- 63.73%
- 3Y*
- 44.19%
- 5Y*
- 25.57%
- 10Y*
- —
- ALL TIME*
- 26.53%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $59.37M | $59.16M | $110.84M | |
TTEK Tetra Tech, Inc. | $117.93M | $93.91M | $104.33M |
TTEK vs. QTUM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
TTEK Tetra Tech, Inc. | 2.67% | -15.19% | 19.98% | 15.74% | -13.96% | 47.46% | 35.34% | 67.76% | -25.79% |
QTUM Defiance Quantum ETF | 37.28% | 36.65% | 50.54% | 39.86% | -28.80% | 35.18% | 42.05% | 47.99% | -19.44% |
Correlation
The correlation between TTEK and QTUM is 0.08, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.08 |
Correlation (3Y) Balances recent behavior with more history. | 0.25 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.39 |
Correlation (All Time) Calculated using the full available price history since Sep 5, 2018 | 0.45 |
Over the past year, the correlation between TTEK and QTUM has dropped to 0.08 - well below their long-term average of 0.45, suggesting their price drivers have been diverging.
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Return for Risk
TTEK vs. QTUM — Risk / Return Rank
TTEK
QTUM
TTEK vs. QTUM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tetra Tech, Inc. (TTEK) 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.
| TTEK | QTUM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.20 | ||
| Sortino ratioReturn per unit of downside risk | -2.59 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.32 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.20 | 2.98 | -3.17 |
| Martin ratioReturn relative to average drawdown | -0.38 | 10.67 | -11.04 |
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Drawdowns
TTEK vs. QTUM - Drawdown Comparison
The maximum TTEK drawdown since its inception was -77.89%, which is greater than QTUM's maximum drawdown of -38.45%. Use the drawdown chart below to compare losses from any high point for TTEK and QTUM.
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Drawdown Indicators
| TTEK | QTUM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.89% | -38.45% | -39.44% |
Max Drawdown (1Y)Largest decline over 1 year | -38.30% | -21.51% | -16.79% |
Max Drawdown (3Y)Largest decline over 3 years | -47.50% | -25.39% | -22.11% |
Max Drawdown (5Y)Largest decline over 5 years | -47.50% | -38.45% | -9.05% |
Max Drawdown (10Y)Largest decline over 10 years | -47.50% | — | — |
Current DrawdownCurrent decline from peak | -31.24% | -10.98% | -20.26% |
Average DrawdownAverage peak-to-trough decline | -20.74% | -8.27% | -12.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.92% | 5.99% | +13.93% |
Volatility
TTEK vs. QTUM - Volatility Comparison
The current volatility for Tetra Tech, Inc. (TTEK) is 9.97%, while Defiance Quantum ETF (QTUM) has a volatility of 12.19%. This indicates that TTEK experiences smaller price fluctuations and is considered to be less risky 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
| TTEK | QTUM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.97% | 12.19% | -2.22% |
Volatility (6M)Calculated over the trailing 6-month period | 28.12% | 26.90% | +1.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.93% | 32.06% | +4.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.27% | 27.83% | +4.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.20% | 27.75% | +4.45% |
Dividends
TTEK vs. QTUM - Dividend Comparison
TTEK's dividend yield for the trailing twelve months is around 0.78%, less than QTUM's 0.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QTUM Defiance Quantum ETF | 0.79% | 1.01% | 0.61% | 0.81% | 1.46% | 0.48% | 0.42% | 0.61% | 0.21% | 0.00% | 0.00% | 0.00% |
TTEK Tetra Tech, Inc. | 0.78% | 0.75% | 0.57% | 0.61% | 0.61% | 0.45% | 0.57% | 0.66% | 0.89% | 0.81% | 0.81% | 1.19% |
Frequently Asked Questions
TTEK and QTUM have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QTUM has higher volatility (12.19%) compared to TTEK (9.97%). In terms of maximum drawdown, TTEK dropped -77.89% vs QTUM's -38.45%.
QTUM currently has the higher Sharpe Ratio (2.00 vs -0.20), 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.
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