IREN vs QNT: Returns, Risk & Full Comparison | Redstone

IREN vs QNT: Returns, Risk & Full Comparison | Redstone

Performance

IREN-54.42%QNT-39.47%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
IREN	-11.19%	-36.79%	-54.42%	—	-64.68%	-0.25
QNT	-0.35%	—	—	—	—	—

Current Drawdown

IREN-64.68%QNT-56.05%

Rolling Volatility

IREN+4.52%QNT+3.92%

METRICS

Correlation Matrix

	IREN	QNT
IREN	1.00	0.53
QNT	0.53	1.00

Metrics

Risk Indicators

IRENQNT

Alpha

-64.60%

—

Beta

4.02x

—

Sharpe

-0.25

—

Sortino

-0.38

—

Omega

0.96

—

Calmar

-0.84

—

Martin

-0.67

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Comparisons

More IREN comparisons

More QNT comparisons