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

Correlation

The correlation between KARS and WULF is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


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.

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Key characteristics

Sharpe Ratio

KARS:

-0.03

WULF:

0.77

Sortino Ratio

KARS:

0.11

WULF:

1.77

Omega Ratio

KARS:

1.01

WULF:

1.20

Calmar Ratio

KARS:

-0.05

WULF:

0.96

Martin Ratio

KARS:

-0.23

WULF:

2.29

Ulcer Index

KARS:

13.39%

WULF:

39.62%

Daily Std Dev

KARS:

33.21%

WULF:

121.94%

Max Drawdown

KARS:

-64.85%

WULF:

-98.50%

Current Drawdown

KARS:

-56.47%

WULF:

-89.22%

Returns By Period

In the year-to-date period, KARS achieves a 4.30% return, which is significantly higher than WULF's -31.27% return.


KARS

YTD

4.30%

1M

12.36%

6M

1.11%

1Y

-1.52%

5Y*

1.18%

10Y*

N/A

WULF

YTD

-31.27%

1M

65.53%

6M

-45.82%

1Y

99.49%

5Y*

7.05%

10Y*

-11.48%

*Annualized

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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 1313
Overall Rank
The Sharpe Ratio Rank of KARS is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of KARS is 1414
Sortino Ratio Rank
The Omega Ratio Rank of KARS is 1414
Omega Ratio Rank
The Calmar Ratio Rank of KARS is 1313
Calmar Ratio Rank
The Martin Ratio Rank of KARS is 1212
Martin Ratio Rank

WULF
The Risk-Adjusted Performance Rank of WULF is 7979
Overall Rank
The Sharpe Ratio Rank of WULF is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of WULF is 8282
Sortino Ratio Rank
The Omega Ratio Rank of WULF is 7676
Omega Ratio Rank
The Calmar Ratio Rank of WULF is 8282
Calmar Ratio Rank
The Martin Ratio Rank of WULF is 7474
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.


The current KARS Sharpe Ratio is -0.03, which is lower than the WULF Sharpe Ratio of 0.77. 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.


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Dividends

KARS vs. WULF - Dividend Comparison

KARS's dividend yield for the trailing twelve months is around 0.75%, while WULF has not paid dividends to shareholders.


TTM2024202320222021202020192018
KARS
KraneShares Electric Vehicles & Future Mobility Index ETF
0.75%0.78%0.88%1.13%6.73%0.14%1.85%1.38%
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 -64.85%, 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.


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Volatility

KARS vs. WULF - Volatility Comparison

The current volatility for KraneShares Electric Vehicles & Future Mobility Index ETF (KARS) is 6.48%, while TeraWulf Inc. (WULF) has a volatility of 35.37%. 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.


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