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FNGS vs. KULR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FNGS vs. KULR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors FANG+ ETN (FNGS) and KULR Technology Group, Inc. (KULR). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FNGS vs. KULR - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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

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

FNGS
FNGS Risk / Return Rank: 2323
Overall Rank
FNGS Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
FNGS Sortino Ratio Rank: 2424
Sortino Ratio Rank
FNGS Omega Ratio Rank: 2424
Omega Ratio Rank
FNGS Calmar Ratio Rank: 2020
Calmar Ratio Rank
FNGS Martin Ratio Rank: 2020
Martin Ratio Rank

KULR
KULR Risk / Return Rank: 1818
Overall Rank
KULR Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
KULR Sortino Ratio Rank: 2020
Sortino Ratio Rank
KULR Omega Ratio Rank: 2121
Omega Ratio Rank
KULR Calmar Ratio Rank: 1212
Calmar Ratio Rank
KULR Martin Ratio Rank: 2121
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.

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.


FNGSKULRDifference
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

FNGS vs. KULR - Sharpe Ratio Comparison

The current FNGS Sharpe Ratio is 0.79, which is higher than the KULR Sharpe Ratio of -0.58. The chart below compares the historical Sharpe Ratios of FNGS and KULR, 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

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


FNGSKULRDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-9.63%

-90.13%

+80.50%

Average Drawdown

Average peak-to-trough decline

-10.85%

-66.25%

+55.40%

Ulcer Index

Depth 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


FNGSKULRDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

Find the right allocation for FNGS and KULR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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