IAI vs. KULR
IAI (iShares U.S. Broker-Dealers & Securities Exchanges ETF) is Financials Equities fund tracking the DJ US Select / Investment Services, while KULR (KULR Technology Group, Inc.) is a stock. Over the past 5 years, IAI returned 14.44%/yr vs -28.07%/yr for KULR. At a 0.20 correlation, their price movements are largely independent.
Performance
IAI vs. KULR - Performance Comparison
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Returns By Period
In the year-to-date period, IAI achieves a 3.17% return, which is significantly lower than KULR's 28.04% return.
IAI
- 1D
- 1.83%
- 1M
- 3.22%
- YTD
- 3.17%
- 6M
- 2.78%
- 1Y
- 19.26%
- 3Y*
- 28.06%
- 5Y*
- 14.44%
- 10Y*
- 19.37%
KULR
- 1D
- -0.79%
- 1M
- -6.42%
- YTD
- 28.04%
- 6M
- -0.26%
- 1Y
- -61.48%
- 3Y*
- -12.23%
- 5Y*
- -28.07%
- 10Y*
- —
IAI vs. KULR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF | 3.17% | 25.80% | 34.37% | 15.27% | -10.87% | 40.48% | 18.61% | 24.26% | -14.44% |
KULR KULR Technology Group, Inc. | 28.04% | -89.58% | 1,818.92% | -84.58% | -56.52% | 87.76% | -2.00% | -42.31% | 136.36% |
Correlation
The correlation between IAI and KULR is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Jul 18, 2018 | 0.20 |
Over the past year, IAI and KULR have become more correlated (0.54) than their long-term average of 0.20, meaning their price movements have been converging.
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Return for Risk
IAI vs. KULR — Risk / Return Rank
IAI
KULR
IAI vs. KULR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Broker-Dealers & Securities Exchanges ETF (IAI) 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.
| IAI | KULR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.58 | ||
| Sortino ratioReturn per unit of downside risk | +1.98 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 0.94 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.17 | -0.79 | +1.96 |
| Martin ratioReturn relative to average drawdown | 3.33 | -1.06 | +4.38 |
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Drawdowns
IAI vs. KULR - Drawdown Comparison
The maximum IAI drawdown since its inception was -75.46%, smaller than the maximum KULR drawdown of -97.23%. Use the drawdown chart below to compare losses from any high point for IAI and KULR.
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Drawdown Indicators
| IAI | KULR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.46% | -97.23% | +21.77% |
Max Drawdown (1Y)Largest decline over 1 year | -16.52% | -78.04% | +61.52% |
Max Drawdown (3Y)Largest decline over 3 years | -23.14% | -94.74% | +71.60% |
Max Drawdown (5Y)Largest decline over 5 years | -28.84% | -96.86% | +68.02% |
Max Drawdown (10Y)Largest decline over 10 years | -40.38% | — | — |
Current DrawdownCurrent decline from peak | -2.81% | -90.13% | +87.32% |
Average DrawdownAverage peak-to-trough decline | -22.63% | -66.25% | +43.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.80% | 60.77% | -54.97% |
Volatility
IAI vs. KULR - Volatility Comparison
The current volatility for iShares U.S. Broker-Dealers & Securities Exchanges ETF (IAI) is 5.98%, while KULR Technology Group, Inc. (KULR) has a volatility of 38.71%. This indicates that IAI 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
| IAI | KULR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.98% | 38.71% | -32.73% |
Volatility (6M)Calculated over the trailing 6-month period | 15.34% | 77.01% | -61.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.44% | 105.97% | -86.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.48% | 126.04% | -104.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.85% | 127.06% | -104.21% |
Dividends
IAI vs. KULR - Dividend Comparison
IAI's dividend yield for the trailing twelve months is around 1.05%, while KULR has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF | 1.05% | 0.95% | 1.05% | 1.80% | 2.14% | 1.31% | 1.55% | 1.52% | 1.58% | 1.37% | 1.49% | 1.31% |
KULR KULR Technology Group, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IAI and KULR have a correlation of 0.54, 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 IAI (5.98%). In terms of maximum drawdown, IAI dropped -75.46% vs KULR's -97.23%.
IAI currently has the higher Sharpe Ratio (1.00 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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