KULR vs. FNGS
KULR (KULR Technology Group, Inc.) is a stock, while FNGS (MicroSectors FANG+ ETN) is Large Cap Growth Equities fund tracking the NYSE FANG+ Index. Over the past 5 years, KULR returned -28.07%/yr vs 19.76%/yr for FNGS. At a 0.23 correlation, their price movements are largely independent.
Performance
KULR vs. FNGS - Performance Comparison
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Returns By Period
In the year-to-date period, KULR achieves a 28.04% return, which is significantly higher than FNGS's 6.79% return.
KULR
- 1D
- -0.79%
- 1M
- -6.42%
- YTD
- 28.04%
- 6M
- -0.26%
- 1Y
- -61.48%
- 3Y*
- -12.23%
- 5Y*
- -28.07%
- 10Y*
- —
FNGS
- 1D
- -0.94%
- 1M
- -3.20%
- YTD
- 6.79%
- 6M
- 4.25%
- 1Y
- 17.02%
- 3Y*
- 29.80%
- 5Y*
- 19.76%
- 10Y*
- —
KULR vs. FNGS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
KULR KULR Technology Group, Inc. | 28.04% | -89.58% | 1,818.92% | -84.58% | -56.52% | 87.76% | -2.00% | -11.76% |
FNGS MicroSectors FANG+ ETN | 6.79% | 18.64% | 51.99% | 95.24% | -40.32% | 16.96% | 101.99% | 10.10% |
Correlation
The correlation between KULR and FNGS is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2019 | 0.23 |
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Return for Risk
KULR vs. FNGS — Risk / Return Rank
KULR
FNGS
KULR vs. FNGS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for KULR Technology Group, Inc. (KULR) and MicroSectors FANG+ ETN (FNGS). 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 | FNGS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.37 | ||
| Sortino ratioReturn per unit of downside risk | -1.74 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.15 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.79 | 0.75 | -1.54 |
| Martin ratioReturn relative to average drawdown | -1.06 | 2.12 | -3.17 |
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Drawdowns
KULR vs. FNGS - Drawdown Comparison
The maximum KULR drawdown since its inception was -97.23%, which is greater than FNGS's maximum drawdown of -48.98%. Use the drawdown chart below to compare losses from any high point for KULR and FNGS.
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Drawdown Indicators
| KULR | FNGS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.23% | -48.98% | -48.25% |
Max Drawdown (1Y)Largest decline over 1 year | -78.04% | -22.93% | -55.11% |
Max Drawdown (3Y)Largest decline over 3 years | -94.74% | -26.77% | -67.97% |
Max Drawdown (5Y)Largest decline over 5 years | -96.86% | -48.98% | -47.88% |
Current DrawdownCurrent decline from peak | -90.13% | -9.63% | -80.50% |
Average DrawdownAverage peak-to-trough decline | -66.25% | -10.85% | -55.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 60.77% | 8.05% | +52.72% |
Volatility
KULR vs. FNGS - Volatility Comparison
KULR Technology Group, Inc. (KULR) has a higher volatility of 38.71% compared to MicroSectors FANG+ ETN (FNGS) at 8.74%. This indicates that KULR's price experiences larger fluctuations and is considered to be riskier than FNGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KULR | FNGS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 38.71% | 8.74% | +29.97% |
Volatility (6M)Calculated over the trailing 6-month period | 77.01% | 17.19% | +59.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 105.97% | 21.65% | +84.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 126.04% | 30.10% | +95.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 127.06% | 31.17% | +95.89% |
Dividends
KULR vs. FNGS - Dividend Comparison
Neither KULR nor FNGS has paid dividends to shareholders.
Frequently Asked Questions
KULR and FNGS have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KULR has higher volatility (38.71%) compared to FNGS (8.74%). In terms of maximum drawdown, KULR dropped -97.23% vs FNGS's -48.98%.
FNGS currently has the higher Sharpe Ratio (0.79 vs -0.58), 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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