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 -28.57%/yr vs 12.45%/yr for EMXC. At a 0.20 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 24.66% return, which is significantly lower than EMXC's 38.31% return.
KULR
- 1D
- -4.40%
- 1M
- -19.96%
- YTD
- 24.66%
- 6M
- 3.36%
- 1Y
- -43.58%
- 3Y*
- -10.69%
- 5Y*
- -28.57%
- 10Y*
- —
EMXC
- 1D
- 0.30%
- 1M
- 5.15%
- YTD
- 38.31%
- 6M
- 39.71%
- 1Y
- 64.42%
- 3Y*
- 27.78%
- 5Y*
- 12.45%
- 10Y*
- —
KULR vs. EMXC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
KULR KULR Technology Group, Inc. | 24.66% | -89.58% | 1,818.92% | -84.58% | -56.52% | 87.76% | -2.00% | -42.31% | 136.36% |
EMXC iShares MSCI Emerging Markets ex China ETF | 38.31% | 35.14% | 2.68% | 18.96% | -19.56% | 8.54% | 12.76% | 15.80% | -6.11% |
Correlation
The correlation between KULR and EMXC is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Jul 18, 2018 | 0.20 |
Over the past year, KULR and EMXC have become more correlated (0.44) than their long-term average of 0.20, 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| KULR | EMXC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.00 | ||
| Sortino ratioReturn per unit of downside risk | -3.19 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.48 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | -0.61 | 4.49 | -5.10 |
| Martin ratioReturn relative to average drawdown | -0.91 | 17.10 | -18.00 |
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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 | -71.67% | -14.41% | -57.26% |
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 | -90.39% | -6.16% | -84.23% |
Average DrawdownAverage peak-to-trough decline | -66.33% | -10.15% | -56.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 48.16% | 3.78% | +44.38% |
Volatility
KULR vs. EMXC - Volatility Comparison
KULR Technology Group, Inc. (KULR) has a higher volatility of 34.99% compared to iShares MSCI Emerging Markets ex China ETF (EMXC) at 14.74%. 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 | 34.99% | 14.74% | +20.25% |
Volatility (6M)Calculated over the trailing 6-month period | 77.07% | 23.43% | +53.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 102.88% | 25.26% | +77.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 126.19% | 18.40% | +107.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 126.99% | 20.24% | +106.75% |
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 1.93%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
EMXC iShares MSCI Emerging Markets ex China ETF | 1.93% | 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 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KULR has higher volatility (34.99%) compared to EMXC (14.74%). In terms of maximum drawdown, KULR dropped -97.23% vs EMXC's -42.81%.
EMXC currently has the higher Sharpe Ratio (2.57 vs -0.42), 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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