FURY vs. KULR
FURY (Fury Gold Mines Limited) and KULR (KULR Technology Group, Inc.) are both stocks. FURY operates in Other Industrial Metals & Mining (Basic Materials), while KULR operates in Electronic Components (Technology). Over the past 5 years, FURY returned -17.01%/yr vs -26.15%/yr for KULR. At a 0.09 correlation, their price movements are largely independent.
Performance
FURY vs. KULR - Performance Comparison
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Returns By Period
In the year-to-date period, FURY achieves a -5.93% return, which is significantly lower than KULR's 53.72% return.
FURY
- 1D
- -1.60%
- 1M
- -3.11%
- YTD
- -5.93%
- 6M
- -4.49%
- 1Y
- 14.43%
- 3Y*
- 7.78%
- 5Y*
- -17.01%
- 10Y*
- -11.32%
KULR
- 1D
- -13.00%
- 1M
- 61.35%
- YTD
- 53.72%
- 6M
- 31.12%
- 1Y
- -50.54%
- 3Y*
- -5.25%
- 5Y*
- -26.15%
- 10Y*
- —
FURY vs. KULR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FURY Fury Gold Mines Limited | -5.93% | 59.42% | -26.92% | 18.68% | -33.35% | -55.54% | -0.00% | 57.36% | -16.73% |
KULR KULR Technology Group, Inc. | 53.72% | -89.58% | 1,818.92% | -84.58% | -56.52% | 87.76% | -2.00% | -42.31% | 73.33% |
Correlation
The correlation between FURY and KULR is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Jul 19, 2018 | 0.09 |
The correlation between FURY and KULR shifts across timeframes, from 0.09 (all time) to 0.27 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
FURY:
-$0.06
KULR:
-$1.57
FURY:
$0.00
KULR:
$16.17M
FURY:
-$79.11K
KULR:
$770.97K
FURY:
-$6.42M
KULR:
-$60.59M
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Return for Risk
FURY vs. KULR — Risk / Return Rank
FURY
KULR
FURY vs. KULR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fury Gold Mines Limited (FURY) 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.
| FURY | KULR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.68 | ||
| Sortino ratioReturn per unit of downside risk | +1.12 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 0.97 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.33 | -0.64 | +0.96 |
| Martin ratioReturn relative to average drawdown | 0.56 | -0.84 | +1.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FURY | KULR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.20 | -0.48 | +0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.27 | -0.21 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.18 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.13 | -0.09 | -0.04 |
Drawdowns
FURY vs. KULR - Drawdown Comparison
The maximum FURY drawdown since its inception was -90.16%, smaller than the maximum KULR drawdown of -97.23%. Use the drawdown chart below to compare losses from any high point for FURY and KULR.
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Drawdown Indicators
| FURY | KULR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.16% | -97.23% | +7.07% |
Max Drawdown (1Y)Largest decline over 1 year | -44.25% | -79.80% | +35.55% |
Max Drawdown (3Y)Largest decline over 3 years | -44.25% | -94.74% | +50.49% |
Max Drawdown (5Y)Largest decline over 5 years | -78.01% | -96.86% | +18.85% |
Max Drawdown (10Y)Largest decline over 10 years | -90.16% | — | — |
Current DrawdownCurrent decline from peak | -82.38% | -88.15% | +5.77% |
Average DrawdownAverage peak-to-trough decline | -54.10% | -66.20% | +12.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.62% | 60.49% | -34.87% |
Volatility
FURY vs. KULR - Volatility Comparison
The current volatility for Fury Gold Mines Limited (FURY) is 10.25%, while KULR Technology Group, Inc. (KULR) has a volatility of 42.61%. This indicates that FURY 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
| FURY | KULR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.25% | 42.61% | -32.36% |
Volatility (6M)Calculated over the trailing 6-month period | 49.93% | 75.91% | -25.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 74.42% | 105.09% | -30.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 62.42% | 125.90% | -63.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 62.44% | 126.46% | -64.02% |
Dividends
FURY vs. KULR - Dividend Comparison
Neither FURY nor KULR has paid dividends to shareholders.
Financials
FURY vs. KULR - Financials Comparison
This section allows you to compare key financial metrics between Fury Gold Mines Limited and KULR Technology Group, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
FURY and KULR have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KULR has higher volatility (42.61%) compared to FURY (10.25%). In terms of maximum drawdown, FURY dropped -90.16% vs KULR's -97.23%.
FURY currently has the higher Sharpe Ratio (0.20 vs -0.48), 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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