KOD vs. WULF
KOD (Kodiak Sciences Inc.) and WULF (TeraWulf Inc.) are both stocks. KOD operates in Biotechnology (Healthcare), while WULF operates in Capital Markets (Financial Services). Over the past 5 years, KOD returned -15.05%/yr vs 23.10%/yr for WULF. At a 0.18 correlation, their price movements are largely independent.
Performance
KOD vs. WULF - Performance Comparison
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Returns By Period
In the year-to-date period, KOD achieves a 22.17% return, which is significantly lower than WULF's 127.94% return.
KOD
- 1D
- 0.86%
- 1M
- -19.92%
- YTD
- 22.17%
- 6M
- 37.96%
- 1Y
- 760.45%
- 3Y*
- 59.87%
- 5Y*
- -15.05%
- 10Y*
- —
WULF
- 1D
- 0.11%
- 1M
- 11.49%
- YTD
- 127.94%
- 6M
- 73.44%
- 1Y
- 517.69%
- 3Y*
- 163.59%
- 5Y*
- 23.10%
- 10Y*
- 11.06%
KOD vs. WULF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
KOD Kodiak Sciences Inc. | 22.17% | 181.01% | 227.30% | -57.54% | -91.55% | -42.29% | 104.18% | 913.38% | -30.12% |
WULF TeraWulf Inc. | 127.94% | 103.00% | 135.83% | 260.58% | -95.58% | 77.08% | 86.34% | -36.55% | -32.38% |
Correlation
The correlation between KOD and WULF is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Oct 5, 2018 | 0.18 |
Fundamentals
KOD:
-$4.11
WULF:
-$2.55
KOD:
$0.00
WULF:
$168.06M
KOD:
-$26.49M
WULF:
$107.59M
KOD:
-$190.85M
WULF:
-$132.10M
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Return for Risk
KOD vs. WULF — Risk / Return Rank
KOD
WULF
KOD vs. WULF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kodiak Sciences Inc. (KOD) 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.
| KOD | WULF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.73 | ||
| Sortino ratioReturn per unit of downside risk | +0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.60 | 1.52 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 23.70 | 16.45 | +7.25 |
| Martin ratioReturn relative to average drawdown | 53.54 | 43.50 | +10.04 |
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
| KOD | WULF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.65 | 4.91 | +0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.14 | 0.18 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.11 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.11 | +0.05 |
Drawdowns
KOD vs. WULF - Drawdown Comparison
The maximum KOD drawdown since its inception was -99.15%, roughly equal to the maximum WULF drawdown of -98.50%. Use the drawdown chart below to compare losses from any high point for KOD and WULF.
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Drawdown Indicators
| KOD | WULF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.15% | -98.50% | -0.65% |
Max Drawdown (1Y)Largest decline over 1 year | -32.40% | -31.74% | -0.66% |
Max Drawdown (3Y)Largest decline over 3 years | -85.23% | -75.77% | -9.46% |
Max Drawdown (5Y)Largest decline over 5 years | -98.91% | -98.50% | -0.41% |
Max Drawdown (10Y)Largest decline over 10 years | — | -98.50% | — |
Current DrawdownCurrent decline from peak | -79.23% | -27.39% | -51.84% |
Average DrawdownAverage peak-to-trough decline | -63.95% | -46.67% | -17.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.31% | 11.99% | +2.32% |
Volatility
KOD vs. WULF - Volatility Comparison
The current volatility for Kodiak Sciences Inc. (KOD) is 18.97%, while TeraWulf Inc. (WULF) has a volatility of 21.66%. This indicates that KOD 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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Volatility by Period
| KOD | WULF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.97% | 21.66% | -2.69% |
Volatility (6M)Calculated over the trailing 6-month period | 78.45% | 63.69% | +14.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 135.96% | 106.87% | +29.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 108.98% | 127.39% | -18.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 104.20% | 101.29% | +2.91% |
Dividends
KOD vs. WULF - Dividend Comparison
Neither KOD nor WULF has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
KOD Kodiak Sciences Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WULF TeraWulf Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 33.22% |
Financials
KOD vs. WULF - Financials Comparison
This section allows you to compare key financial metrics between Kodiak Sciences Inc. and TeraWulf 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
KOD and WULF have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WULF has higher volatility (21.66%) compared to KOD (18.97%). In terms of maximum drawdown, KOD dropped -99.15% vs WULF's -98.50%.
KOD currently has the higher Sharpe Ratio (5.65 vs 4.91), 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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