KULR vs. IAI
KULR (KULR Technology Group, Inc.) is a stock, while IAI (iShares U.S. Broker-Dealers & Securities Exchanges ETF) is Financials Equities fund tracking the DJ US Select / Investment Services. Over the past 5 years, KULR returned -28.07%/yr vs 14.44%/yr for IAI. At a 0.20 correlation, their price movements are largely independent.
Performance
KULR vs. IAI - 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 IAI's 3.17% return.
KULR
- 1D
- -0.79%
- 1M
- -6.42%
- YTD
- 28.04%
- 6M
- -0.26%
- 1Y
- -61.48%
- 3Y*
- -12.23%
- 5Y*
- -28.07%
- 10Y*
- —
IAI
- 1D
- 1.83%
- 1M
- 3.22%
- YTD
- 3.17%
- 6M
- 2.78%
- 1Y
- 19.26%
- 3Y*
- 28.06%
- 5Y*
- 14.44%
- 10Y*
- 19.37%
KULR vs. IAI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
KULR KULR Technology Group, Inc. | 28.04% | -89.58% | 1,818.92% | -84.58% | -56.52% | 87.76% | -2.00% | -42.31% | 136.36% |
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF | 3.17% | 25.80% | 34.37% | 15.27% | -10.87% | 40.48% | 18.61% | 24.26% | -14.44% |
Correlation
The correlation between KULR and IAI is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
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 IAI have become more correlated (0.54) than their long-term average of 0.20, meaning their price movements have been converging.
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Return for Risk
KULR vs. IAI — Risk / Return Rank
KULR
IAI
KULR vs. IAI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for KULR Technology Group, Inc. (KULR) and iShares U.S. Broker-Dealers & Securities Exchanges ETF (IAI). 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 | IAI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.58 | ||
| Sortino ratioReturn per unit of downside risk | -1.98 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.18 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.79 | 1.17 | -1.96 |
| Martin ratioReturn relative to average drawdown | -1.06 | 3.33 | -4.38 |
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Drawdowns
KULR vs. IAI - Drawdown Comparison
The maximum KULR drawdown since its inception was -97.23%, which is greater than IAI's maximum drawdown of -75.46%. Use the drawdown chart below to compare losses from any high point for KULR and IAI.
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Drawdown Indicators
| KULR | IAI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.23% | -75.46% | -21.77% |
Max Drawdown (1Y)Largest decline over 1 year | -78.04% | -16.52% | -61.52% |
Max Drawdown (3Y)Largest decline over 3 years | -94.74% | -23.14% | -71.60% |
Max Drawdown (5Y)Largest decline over 5 years | -96.86% | -28.84% | -68.02% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.38% | — |
Current DrawdownCurrent decline from peak | -90.13% | -2.81% | -87.32% |
Average DrawdownAverage peak-to-trough decline | -66.25% | -22.63% | -43.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 60.77% | 5.80% | +54.97% |
Volatility
KULR vs. IAI - Volatility Comparison
KULR Technology Group, Inc. (KULR) has a higher volatility of 38.71% compared to iShares U.S. Broker-Dealers & Securities Exchanges ETF (IAI) at 5.98%. This indicates that KULR's price experiences larger fluctuations and is considered to be riskier than IAI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KULR | IAI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 38.71% | 5.98% | +32.73% |
Volatility (6M)Calculated over the trailing 6-month period | 77.01% | 15.34% | +61.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 105.97% | 19.44% | +86.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 126.04% | 21.48% | +104.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 127.06% | 22.85% | +104.21% |
Dividends
KULR vs. IAI - Dividend Comparison
KULR has not paid dividends to shareholders, while IAI's dividend yield for the trailing twelve months is around 1.05%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF | 1.05% | 0.95% | 1.05% | 1.80% | 2.14% | 1.31% | 1.55% | 1.52% | 1.58% | 1.37% | 1.49% | 1.31% |
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% | 0.00% | 0.00% |
Frequently Asked Questions
KULR and IAI have a correlation of 0.54, 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 IAI (5.98%). In terms of maximum drawdown, KULR dropped -97.23% vs IAI's -75.46%.
IAI currently has the higher Sharpe Ratio (1.00 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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