KULR vs. FLDR

Last updated Jun 4, 2026

KULR (KULR Technology Group, Inc.) is a stock, while FLDR (Fidelity Low Duration Bond Factor ETF) is Corporate Bonds fund tracking the Fidelity Low Duration Investment Grade Factor Index. Over the past 5 years, KULR returned -26.15%/yr vs 3.70%/yr for FLDR. At a 0.03 correlation, their price movements are largely independent.

Performance

KULR vs. FLDR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KULR Technology Group, Inc. (KULR) and Fidelity Low Duration Bond Factor ETF (FLDR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, KULR achieves a 53.72% return, which is significantly higher than FLDR's 1.44% return.

KULR

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

FLDR

• 1D: -0.02%
• 1M: 0.41%
• YTD: 1.44%
• 6M: 1.76%
• 1Y: 4.76%
• 3Y*: 5.36%
• 5Y*: 3.70%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

KULR vs. FLDR - 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%
FLDR Fidelity Low Duration Bond Factor ETF	1.44%	5.41%	5.71%	6.32%	-0.33%	-0.18%	2.01%	4.52%	0.57%

Correlation

The correlation between KULR and FLDR is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.01
Correlation (3Y) Calculated over the trailing 3-year period	-0.01
Correlation (5Y) Calculated over the trailing 5-year period	0.02
Correlation (All Time) Calculated using the full available price history since Jul 19, 2018	0.03

Return for Risk

KULR vs. FLDR — Risk / Return Rank

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

KULR

KULR Risk / Return Rank: 22
KULR Sharpe Ratio Rank: 20
KULR Sortino Ratio Rank: 24
KULR Omega Ratio Rank: 25
KULR Calmar Ratio Rank: 18
KULR Martin Ratio Rank: 24

FLDR

FLDR Risk / Return Rank: 98
FLDR Sharpe Ratio Rank: 98
FLDR Sortino Ratio Rank: 99
FLDR Omega Ratio Rank: 99
FLDR Calmar Ratio Rank: 96
FLDR Martin Ratio Rank: 98

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. FLDR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KULR Technology Group, Inc. (KULR) and Fidelity Low Duration Bond Factor ETF (FLDR). 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	FLDR	Difference
Sharpe ratio: Return per unit of total volatility	-0.48	5.95	-6.43
Sortino ratio: Return per unit of downside risk	-0.23	10.06	-10.29
Omega ratio: Gain probability vs. loss probability	0.97	2.75	-1.78
Calmar ratio: Return relative to maximum drawdown	-0.64	10.24	-10.87
Martin ratio: Return relative to average drawdown	-0.84	70.25	-71.08
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

KULR vs. FLDR - Sharpe Ratio Comparison

The current KULR Sharpe Ratio is -0.48, which is lower than the FLDR Sharpe Ratio of 5.95. The chart below compares the historical Sharpe Ratios of KULR and FLDR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	KULR	FLDR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.48	5.95	-6.43
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.21	3.07	-3.28
Sharpe Ratio (All Time) Calculated using the full available price history	-0.09	0.62	-0.71

Drawdowns

KULR vs. FLDR - Drawdown Comparison

The maximum KULR drawdown since its inception was -97.23%, which is greater than FLDR's maximum drawdown of -12.23%. Use the drawdown chart below to compare losses from any high point for KULR and FLDR.

Drawdown Indicators

	KULR	FLDR	Difference
Max Drawdown Largest peak-to-trough decline	-97.23%	-12.23%	-85.00%
Max Drawdown (1Y) Largest decline over 1 year	-79.80%	-0.47%	-79.33%
Max Drawdown (3Y) Largest decline over 3 years	-94.74%	-0.76%	-93.98%
Max Drawdown (5Y) Largest decline over 5 years	-96.86%	-2.33%	-94.53%
Current Drawdown Current decline from peak	-88.15%	-0.02%	-88.13%
Average Drawdown Average peak-to-trough decline	-66.20%	-0.35%	-65.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	60.49%	0.07%	+60.42%

Volatility

KULR vs. FLDR - Volatility Comparison

KULR Technology Group, Inc. (KULR) has a higher volatility of 42.61% compared to Fidelity Low Duration Bond Factor ETF (FLDR) at 0.19%. This indicates that KULR's price experiences larger fluctuations and is considered to be riskier than FLDR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	KULR	FLDR	Difference
Volatility (1M) Calculated over the trailing 1-month period	42.61%	0.19%	+42.42%
Volatility (6M) Calculated over the trailing 6-month period	75.91%	0.58%	+75.33%
Volatility (1Y) Calculated over the trailing 1-year period	105.09%	0.80%	+104.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	125.90%	1.21%	+124.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	126.46%	5.26%	+121.20%

Dividends

KULR vs. FLDR - Dividend Comparison

KULR has not paid dividends to shareholders, while FLDR's dividend yield for the trailing twelve months is around 4.43%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
FLDR Fidelity Low Duration Bond Factor ETF	4.43%	4.66%	5.50%	5.28%	2.09%	0.51%	1.22%	2.69%	1.38%
KULR KULR Technology Group, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both KULR and FLDR in my portfolio?

KULR and FLDR have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, KULR or FLDR?

KULR has higher volatility (42.61%) compared to FLDR (0.19%). In terms of maximum drawdown, KULR dropped -97.23% vs FLDR's -12.23%.

Which has better risk-adjusted returns?

FLDR currently has the higher Sharpe Ratio (5.95 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.