FNGS vs. KULR
FNGS (MicroSectors FANG+ ETN) is Large Cap Growth Equities fund tracking the NYSE FANG+ Index, while KULR (KULR Technology Group, Inc.) is a stock. Over the past 5 years, FNGS returned 19.76%/yr vs -28.07%/yr for KULR. At a 0.23 correlation, their price movements are largely independent.
Performance
FNGS vs. KULR - Performance Comparison
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Returns By Period
In the year-to-date period, FNGS achieves a 6.79% return, which is significantly lower than KULR's 28.04% return.
FNGS
- 1D
- -0.94%
- 1M
- -3.20%
- YTD
- 6.79%
- 6M
- 4.25%
- 1Y
- 17.02%
- 3Y*
- 29.80%
- 5Y*
- 19.76%
- 10Y*
- —
KULR
- 1D
- -0.79%
- 1M
- -6.42%
- YTD
- 28.04%
- 6M
- -0.26%
- 1Y
- -61.48%
- 3Y*
- -12.23%
- 5Y*
- -28.07%
- 10Y*
- —
FNGS vs. KULR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FNGS MicroSectors FANG+ ETN | 6.79% | 18.64% | 51.99% | 95.24% | -40.32% | 16.96% | 101.99% | 10.10% |
KULR KULR Technology Group, Inc. | 28.04% | -89.58% | 1,818.92% | -84.58% | -56.52% | 87.76% | -2.00% | -11.76% |
Correlation
The correlation between FNGS and KULR is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2019 | 0.23 |
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Return for Risk
FNGS vs. KULR — Risk / Return Rank
FNGS
KULR
FNGS vs. KULR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MicroSectors FANG+ ETN (FNGS) and KULR Technology Group, Inc. (KULR). 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.
| FNGS | KULR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.37 | ||
| Sortino ratioReturn per unit of downside risk | +1.74 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 0.94 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.75 | -0.79 | +1.54 |
| Martin ratioReturn relative to average drawdown | 2.12 | -1.06 | +3.17 |
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Drawdowns
FNGS vs. KULR - Drawdown Comparison
The maximum FNGS drawdown since its inception was -48.98%, smaller than the maximum KULR drawdown of -97.23%. Use the drawdown chart below to compare losses from any high point for FNGS and KULR.
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Drawdown Indicators
| FNGS | KULR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.98% | -97.23% | +48.25% |
Max Drawdown (1Y)Largest decline over 1 year | -22.93% | -78.04% | +55.11% |
Max Drawdown (3Y)Largest decline over 3 years | -26.77% | -94.74% | +67.97% |
Max Drawdown (5Y)Largest decline over 5 years | -48.98% | -96.86% | +47.88% |
Current DrawdownCurrent decline from peak | -9.63% | -90.13% | +80.50% |
Average DrawdownAverage peak-to-trough decline | -10.85% | -66.25% | +55.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.05% | 60.77% | -52.72% |
Volatility
FNGS vs. KULR - Volatility Comparison
The current volatility for MicroSectors FANG+ ETN (FNGS) is 8.74%, while KULR Technology Group, Inc. (KULR) has a volatility of 38.71%. This indicates that FNGS experiences smaller price fluctuations and is considered to be less risky than KULR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FNGS | KULR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.74% | 38.71% | -29.97% |
Volatility (6M)Calculated over the trailing 6-month period | 17.19% | 77.01% | -59.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.65% | 105.97% | -84.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.10% | 126.04% | -95.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.17% | 127.06% | -95.89% |
Dividends
FNGS vs. KULR - Dividend Comparison
Neither FNGS nor KULR has paid dividends to shareholders.
Frequently Asked Questions
FNGS and KULR have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KULR has higher volatility (38.71%) compared to FNGS (8.74%). In terms of maximum drawdown, FNGS dropped -48.98% vs KULR's -97.23%.
FNGS currently has the higher Sharpe Ratio (0.79 vs -0.58), 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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