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KULR vs. EMXC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

KULR vs. EMXC

Last updated Jul 17, 2026
Documentation

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 -31.86%/yr vs 11.26%/yr for EMXC. At a 0.20 correlation, their price movements are largely independent.

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.

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Returns By Period

In the year-to-date period, KULR achieves a -11.49% return, which is significantly lower than EMXC's 28.41% return.

KULR

1D
-9.03%
1M
-28.61%
6M
-34.17%
YTD
-11.49%
1Y
-58.87%
3Y*
-29.10%
5Y*
-31.86%
10Y*
—

EMXC

1D
-2.60%
1M
-8.51%
6M
20.82%
YTD
28.41%
1Y
49.05%
3Y*
22.79%
5Y*
11.26%
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.		-11.49%-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		28.41%35.14%2.68%18.96%-19.56%8.54%12.76%15.80%-6.11%

Correlation

The correlation between KULR and EMXC is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.45

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

0.30

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

0.30

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 (0.45) than their long-term average of 0.20, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

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KULR Technology Group, Inc.

iShares MSCI Emerging Markets ex China ETF

Often compared with KULR:
KULR vs. RGTIKULR vs. QSIKULR vs. CRNTKULR vs. NAKKULR vs. FBTCKULR vs. CLSKKULR vs. QQQ
Often compared with EMXC:
EMXC vs. XCEMEMXC vs. IEMGEMXC vs. VWOEMXC vs. EEMEMXC vs. VEXCEMXC vs. SPEMEMXC vs. VNM

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: 1717
Overall Rank
KULR Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
KULR Sortino Ratio Rank: 1919
Sortino Ratio Rank
KULR Omega Ratio Rank: 2121
Omega Ratio Rank
KULR Calmar Ratio Rank: 1111
Calmar Ratio Rank
KULR Martin Ratio Rank: 1515
Martin Ratio Rank
EMXC
EMXC Risk / Return Rank: 7474
Overall Rank
EMXC Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
EMXC Sortino Ratio Rank: 6363
Sortino Ratio Rank
EMXC Omega Ratio Rank: 7474
Omega Ratio Rank
EMXC Calmar Ratio Rank: 8181
Calmar Ratio Rank
EMXC Martin Ratio Rank: 7777
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.

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.

KULREMXCDifference
Sharpe ratioReturn per unit of total volatility
-0.60
1.86

-2.46

Sortino ratioReturn per unit of downside risk
-0.64
2.35

-3.00

Omega ratioGain probability vs. loss probability

0.93

1.35

-0.42

Calmar ratioReturn relative to maximum drawdown

-0.83

3.42

-4.25

Martin ratioReturn relative to average drawdown

-1.21

11.45

-12.66

KULR vs. EMXC - Sharpe Ratio Comparison

The current KULR Sharpe Ratio is -0.60, which is lower than the EMXC Sharpe Ratio of 1.86. 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.

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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

KULREMXCDifference

Max Drawdown

Largest peak-to-trough decline

-97.23%

-42.81%

-54.42%

Max Drawdown (1Y)

Largest decline over 1 year

-71.06%

-14.41%

-56.65%

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

-93.18%

-12.87%

-80.31%

Average Drawdown

Average peak-to-trough decline

-66.52%

-10.14%

-56.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

48.77%

4.29%

+44.48%

Volatility

KULR vs. EMXC - Volatility Comparison

KULR Technology Group, Inc. (KULR) has a higher volatility of 27.96% compared to iShares MSCI Emerging Markets ex China ETF (EMXC) at 11.85%. 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

KULREMXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.96%

11.85%

+16.11%

Volatility (6M)

Calculated over the trailing 6-month period

76.75%

24.92%

+51.83%

Volatility (1Y)

Calculated over the trailing 1-year period

98.45%

26.57%

+71.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

126.50%

18.77%

+107.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

126.80%

20.38%

+106.42%

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 2.07%.

PositionTTM202520242023202220212020201920182017
EMXC
iShares MSCI Emerging Markets ex China ETF		2.07%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 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KULR has higher volatility (27.96%) compared to EMXC (11.85%). In terms of maximum drawdown, KULR dropped -97.23% vs EMXC's -42.81%.

EMXC currently has the higher Sharpe Ratio (1.86 vs -0.60), 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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