PortfoliosLab logoPortfoliosLab logo
KULR vs. EMXC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KULR vs. EMXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KULR Technology Group, Inc. (KULR) and iShares MSCI Emerging Markets ex China ETF (EMXC). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, KULR achieves a 53.72% return, which is significantly higher than EMXC's 41.72% return.


KULR

1D
-13.00%
1M
61.35%
YTD
53.72%
6M
31.12%
1Y
-50.54%
3Y*
-5.25%
5Y*
-26.15%
10Y*

EMXC

1D
-1.00%
1M
12.61%
YTD
41.72%
6M
46.94%
1Y
77.94%
3Y*
29.08%
5Y*
12.76%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KULR vs. EMXC - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
KULR
KULR Technology Group, Inc.
53.72%-89.58%1,818.92%-84.58%-56.52%87.76%-2.00%-42.31%73.33%
EMXC
iShares MSCI Emerging Markets ex China ETF
41.72%35.14%2.68%18.96%-19.56%8.54%12.76%15.80%-6.11%

Correlation

The correlation between KULR and EMXC is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

Correlation (3Y)
Calculated over the trailing 3-year period

0.29

Correlation (5Y)
Calculated over the trailing 5-year period

0.29

Correlation (All Time)
Calculated using the full available price history since Jul 19, 2018

0.19

Over the past year, KULR and EMXC have become more correlated (0.40) than their long-term average of 0.19, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

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


Return for Risk

KULR vs. EMXC — Risk / Return Rank

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

KULR
KULR Risk / Return Rank: 2222
Overall Rank
KULR Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
KULR Sortino Ratio Rank: 2424
Sortino Ratio Rank
KULR Omega Ratio Rank: 2525
Omega Ratio Rank
KULR Calmar Ratio Rank: 1818
Calmar Ratio Rank
KULR Martin Ratio Rank: 2424
Martin Ratio Rank

EMXC
EMXC Risk / Return Rank: 9191
Overall Rank
EMXC Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
EMXC Sortino Ratio Rank: 9191
Sortino Ratio Rank
EMXC Omega Ratio Rank: 9292
Omega Ratio Rank
EMXC Calmar Ratio Rank: 8989
Calmar Ratio Rank
EMXC Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

KULR vs. EMXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KULR Technology Group, Inc. (KULR) and iShares MSCI Emerging Markets ex China ETF (EMXC). 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.


KULREMXCDifference
Sharpe ratioReturn per unit of total volatility

-4.09

Sortino ratioReturn per unit of downside risk

-4.62

Omega ratioGain probability vs. loss probability

0.97

1.64

-0.66

Calmar ratioReturn relative to maximum drawdown

-0.64

5.44

-6.07

Martin ratioReturn relative to average drawdown

-0.84

21.99

-22.83

KULR vs. EMXC - Sharpe Ratio Comparison

The current KULR Sharpe Ratio is -0.48, which is lower than the EMXC Sharpe Ratio of 3.61. The chart below compares the historical Sharpe Ratios of KULR and EMXC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


KULREMXCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.48

3.61

-4.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.21

0.74

-0.94

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.09

0.55

-0.64

Drawdowns

KULR vs. EMXC - Drawdown Comparison

The maximum KULR drawdown since its inception was -97.23%, which is greater than EMXC's maximum drawdown of -42.81%. Use the drawdown chart below to compare losses from any high point for KULR and EMXC.


Loading charts...

Drawdown Indicators


KULREMXCDifference

Max Drawdown

Largest peak-to-trough decline

-97.23%

-42.81%

-54.42%

Max Drawdown (1Y)

Largest decline over 1 year

-79.80%

-14.41%

-65.39%

Max Drawdown (3Y)

Largest decline over 3 years

-94.74%

-19.12%

-75.62%

Max Drawdown (5Y)

Largest decline over 5 years

-96.86%

-28.91%

-67.95%

Current Drawdown

Current decline from peak

-88.15%

-1.00%

-87.15%

Average Drawdown

Average peak-to-trough decline

-66.20%

-10.19%

-56.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

60.49%

3.56%

+56.93%

Volatility

KULR vs. EMXC - Volatility Comparison

KULR Technology Group, Inc. (KULR) has a higher volatility of 42.61% compared to iShares MSCI Emerging Markets ex China ETF (EMXC) at 9.88%. This indicates that KULR's price experiences larger fluctuations and is considered to be riskier than EMXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


KULREMXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

42.61%

9.88%

+32.73%

Volatility (6M)

Calculated over the trailing 6-month period

75.91%

19.34%

+56.57%

Volatility (1Y)

Calculated over the trailing 1-year period

105.09%

21.70%

+83.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

125.90%

17.45%

+108.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

126.46%

19.82%

+106.64%

Dividends

KULR vs. EMXC - Dividend Comparison

KULR has not paid dividends to shareholders, while EMXC's dividend yield for the trailing twelve months is around 1.99%.


PositionTTM202520242023202220212020201920182017
EMXC
iShares MSCI Emerging Markets ex China ETF
1.99%2.82%2.69%1.83%2.85%1.78%1.45%3.25%2.63%0.99%
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%

Frequently Asked Questions


KULR and EMXC have a correlation of 0.40, 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 EMXC (9.88%). In terms of maximum drawdown, KULR dropped -97.23% vs EMXC's -42.81%.

EMXC currently has the higher Sharpe Ratio (3.61 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.

Portfolio Optimizer

Find the right allocation for KULR and EMXC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer