KULR vs. EMXC
KULR (KULR Technology Group, Inc.) is a stock, while EMXC (iShares MSCI Emerging Markets ex China ETF) is Emerging Markets Equities fund tracking the MSCI Emerging Markets ex China Index. Over the past 5 years, KULR returned -26.15%/yr vs 12.76%/yr for EMXC. At a 0.19 correlation, their price movements are largely independent.
Performance
KULR vs. EMXC - Performance Comparison
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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*
- —
KULR vs. EMXC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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.
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Return for Risk
KULR vs. EMXC — Risk / Return Rank
KULR
EMXC
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.
| KULR | EMXC | Difference | |
|---|---|---|---|
| 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 |
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
| KULR | EMXC | Difference | |
|---|---|---|---|
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.
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Drawdown Indicators
| KULR | EMXC | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -88.15% | -1.00% | -87.15% |
Average DrawdownAverage peak-to-trough decline | -66.20% | -10.19% | -56.01% |
Ulcer IndexDepth 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.
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Volatility by Period
| KULR | EMXC | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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.
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