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KARS vs. WULF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between KARS and WULF is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.2

Performance

KARS vs. WULF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares Electric Vehicles & Future Mobility Index ETF (KARS) and TeraWulf Inc. (WULF). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%20.00%40.00%NovemberDecember2025FebruaryMarchApril
-3.42%
-54.13%
KARS
WULF

Key characteristics

Sharpe Ratio

KARS:

-0.12

WULF:

0.20

Sortino Ratio

KARS:

0.04

WULF:

1.16

Omega Ratio

KARS:

1.00

WULF:

1.13

Calmar Ratio

KARS:

-0.06

WULF:

0.24

Martin Ratio

KARS:

-0.31

WULF:

0.70

Ulcer Index

KARS:

12.49%

WULF:

32.51%

Daily Std Dev

KARS:

30.83%

WULF:

115.64%

Max Drawdown

KARS:

-64.60%

WULF:

-98.50%

Current Drawdown

KARS:

-57.27%

WULF:

-91.74%

Returns By Period

In the year-to-date period, KARS achieves a 2.39% return, which is significantly higher than WULF's -47.35% return.


KARS

YTD

2.39%

1M

-0.63%

6M

-10.52%

1Y

-3.10%

5Y*

5.86%

10Y*

N/A

WULF

YTD

-47.35%

1M

-18.80%

6M

-31.65%

1Y

27.90%

5Y*

1.98%

10Y*

-14.11%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

KARS vs. WULF — Risk-Adjusted Performance Rank

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

KARS
The Risk-Adjusted Performance Rank of KARS is 1515
Overall Rank
The Sharpe Ratio Rank of KARS is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of KARS is 1616
Sortino Ratio Rank
The Omega Ratio Rank of KARS is 1616
Omega Ratio Rank
The Calmar Ratio Rank of KARS is 1616
Calmar Ratio Rank
The Martin Ratio Rank of KARS is 1414
Martin Ratio Rank

WULF
The Risk-Adjusted Performance Rank of WULF is 6464
Overall Rank
The Sharpe Ratio Rank of WULF is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of WULF is 7070
Sortino Ratio Rank
The Omega Ratio Rank of WULF is 6565
Omega Ratio Rank
The Calmar Ratio Rank of WULF is 6464
Calmar Ratio Rank
The Martin Ratio Rank of WULF is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

KARS vs. WULF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares Electric Vehicles & Future Mobility Index ETF (KARS) and TeraWulf Inc. (WULF). 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.


Sharpe ratio
The chart of Sharpe ratio for KARS, currently valued at -0.12, compared to the broader market-1.000.001.002.003.004.005.00
KARS: -0.12
WULF: 0.20
The chart of Sortino ratio for KARS, currently valued at 0.04, compared to the broader market-2.000.002.004.006.008.0010.0012.00
KARS: 0.04
WULF: 1.16
The chart of Omega ratio for KARS, currently valued at 1.00, compared to the broader market0.501.001.502.002.503.00
KARS: 1.00
WULF: 1.13
The chart of Calmar ratio for KARS, currently valued at -0.06, compared to the broader market0.005.0010.0015.00
KARS: -0.06
WULF: 0.24
The chart of Martin ratio for KARS, currently valued at -0.31, compared to the broader market0.0020.0040.0060.0080.00100.00
KARS: -0.31
WULF: 0.70

The current KARS Sharpe Ratio is -0.12, which is lower than the WULF Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of KARS and WULF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.002.004.006.00NovemberDecember2025FebruaryMarchApril
-0.12
0.20
KARS
WULF

Dividends

KARS vs. WULF - Dividend Comparison

KARS's dividend yield for the trailing twelve months is around 0.76%, while WULF has not paid dividends to shareholders.


TTM2024202320222021202020192018
KARS
KraneShares Electric Vehicles & Future Mobility Index ETF
0.76%0.78%0.88%1.13%6.73%0.14%1.85%1.39%
WULF
TeraWulf Inc.
0.00%0.00%0.00%0.00%33.22%0.00%0.00%0.00%

Drawdowns

KARS vs. WULF - Drawdown Comparison

The maximum KARS drawdown since its inception was -64.60%, smaller than the maximum WULF drawdown of -98.50%. Use the drawdown chart below to compare losses from any high point for KARS and WULF. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%NovemberDecember2025FebruaryMarchApril
-57.27%
-91.74%
KARS
WULF

Volatility

KARS vs. WULF - Volatility Comparison

The current volatility for KraneShares Electric Vehicles & Future Mobility Index ETF (KARS) is 6.84%, while TeraWulf Inc. (WULF) has a volatility of 34.49%. This indicates that KARS experiences smaller price fluctuations and is considered to be less risky than WULF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
6.84%
34.49%
KARS
WULF
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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