KULR vs. IGM
KULR (KULR Technology Group, Inc.) is a stock, while IGM (iShares Expanded Tech Sector ETF) is Technology Equities fund tracking the S&P North American Expanded Technology Sector Index. Over the past 5 years, KULR returned -28.07%/yr vs 20.09%/yr for IGM. At a 0.23 correlation, their price movements are largely independent.
Performance
KULR vs. IGM - 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 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%
KULR vs. IGM - 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% |
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
KULR
IGM
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.
| KULR | IGM | Difference | |
|---|---|---|---|
| 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 |
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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
| KULR | IGM | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -90.13% | -6.80% | -83.33% |
Average DrawdownAverage peak-to-trough decline | -66.25% | -15.22% | -51.03% |
Ulcer IndexDepth 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
| KULR | IGM | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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