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KULR vs. IGM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KULR vs. IGM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KULR Technology Group, Inc. (KULR) and iShares Expanded Tech Sector ETF (IGM). 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 28.04% return, which is significantly higher than IGM's 23.42% return.


KULR

1D
-0.79%
1M
-6.42%
YTD
28.04%
6M
-0.26%
1Y
-61.48%
3Y*
-12.23%
5Y*
-28.07%
10Y*

IGM

1D
0.69%
1M
3.04%
YTD
23.42%
6M
23.24%
1Y
48.57%
3Y*
35.37%
5Y*
20.09%
10Y*
24.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KULR vs. IGM - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
KULR
KULR Technology Group, Inc.
28.04%-89.58%1,818.92%-84.58%-56.52%87.76%-2.00%-42.31%136.36%
IGM
iShares Expanded Tech Sector ETF
23.42%26.76%36.99%60.68%-35.83%25.72%45.11%41.81%-15.35%

Correlation

The correlation between KULR and IGM 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

0.32

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

0.31

Correlation (All Time)
Calculated using the full available price history since Jul 18, 2018

0.23

Over the past year, KULR and IGM have become more correlated (0.45) than their long-term average of 0.23, meaning their price movements have been converging.

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Return for Risk

KULR vs. IGM — Risk / Return Rank

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

KULR
KULR Risk / Return Rank: 1818
Overall Rank
KULR Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
KULR Sortino Ratio Rank: 2020
Sortino Ratio Rank
KULR Omega Ratio Rank: 2121
Omega Ratio Rank
KULR Calmar Ratio Rank: 1212
Calmar Ratio Rank
KULR Martin Ratio Rank: 2121
Martin Ratio Rank

IGM
IGM Risk / Return Rank: 7171
Overall Rank
IGM Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
IGM Sortino Ratio Rank: 7272
Sortino Ratio Rank
IGM Omega Ratio Rank: 7373
Omega Ratio Rank
IGM Calmar Ratio Rank: 6868
Calmar Ratio Rank
IGM Martin Ratio Rank: 6464
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. IGM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KULR Technology Group, Inc. (KULR) and iShares Expanded Tech Sector ETF (IGM). 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.


KULRIGMDifference
Sharpe ratioReturn per unit of total volatility

-2.80

Sortino ratioReturn per unit of downside risk

-3.34

Omega ratioGain probability vs. loss probability

0.94

1.37

-0.43

Calmar ratioReturn relative to maximum drawdown

-0.79

2.97

-3.76

Martin ratioReturn relative to average drawdown

-1.06

10.06

-11.12

KULR vs. IGM - Sharpe Ratio Comparison

The current KULR Sharpe Ratio is -0.58, which is lower than the IGM Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of KULR and IGM, 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. IGM - Drawdown Comparison

The maximum KULR drawdown since its inception was -97.23%, which is greater than IGM's maximum drawdown of -65.59%. Use the drawdown chart below to compare losses from any high point for KULR and IGM.


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Drawdown Indicators


KULRIGMDifference

Max Drawdown

Largest peak-to-trough decline

-97.23%

-65.59%

-31.64%

Max Drawdown (1Y)

Largest decline over 1 year

-78.04%

-16.44%

-61.60%

Max Drawdown (3Y)

Largest decline over 3 years

-94.74%

-26.39%

-68.35%

Max Drawdown (5Y)

Largest decline over 5 years

-96.86%

-40.68%

-56.18%

Max Drawdown (10Y)

Largest decline over 10 years

-40.68%

Current Drawdown

Current decline from peak

-90.13%

-6.80%

-83.33%

Average Drawdown

Average peak-to-trough decline

-66.25%

-15.22%

-51.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

60.77%

4.84%

+55.93%

Volatility

KULR vs. IGM - Volatility Comparison

KULR Technology Group, Inc. (KULR) has a higher volatility of 38.71% compared to iShares Expanded Tech Sector ETF (IGM) at 10.03%. This indicates that KULR's price experiences larger fluctuations and is considered to be riskier than IGM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KULRIGMDifference

Volatility (1M)

Calculated over the trailing 1-month period

38.71%

10.03%

+28.68%

Volatility (6M)

Calculated over the trailing 6-month period

77.01%

18.11%

+58.90%

Volatility (1Y)

Calculated over the trailing 1-year period

105.97%

21.98%

+83.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

126.04%

25.91%

+100.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

127.06%

24.66%

+102.40%

Dividends

KULR vs. IGM - Dividend Comparison

KULR has not paid dividends to shareholders, while IGM's dividend yield for the trailing twelve months is around 0.13%.


PositionTTM20252024202320222021202020192018201720162015
IGM
iShares Expanded Tech Sector ETF
0.13%0.17%0.22%0.33%0.66%0.16%0.32%0.50%0.57%0.57%0.90%0.79%
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 IGM 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 (38.71%) compared to IGM (10.03%). In terms of maximum drawdown, KULR dropped -97.23% vs IGM's -65.59%.

IGM currently has the higher Sharpe Ratio (2.22 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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