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KULR vs. IYW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

KULR vs. IYW

Last updated Jun 13, 2026

KULR (KULR Technology Group, Inc.) is a stock, while IYW (iShares U.S. Technology ETF) is Technology Equities fund tracking the Russell 1000 Technology RIC 22.5/45 Capped Index. Over the past 5 years, KULR returned -28.07%/yr vs 21.19%/yr for IYW. At a 0.22 correlation, their price movements are largely independent.

Performance

KULR vs. IYW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KULR Technology Group, Inc. (KULR) and iShares U.S. Technology ETF (IYW). 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 IYW's 22.66% return.

KULR

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

IYW

1D
0.61%
1M
1.73%
YTD
22.66%
6M
23.40%
1Y
47.94%
3Y*
32.06%
5Y*
21.19%
10Y*
25.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KULR vs. IYW - 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%
IYW
iShares U.S. Technology ETF		22.66%25.38%30.25%65.44%-34.83%35.44%47.45%46.64%-14.65%

Correlation

The correlation between KULR and IYW is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.43

Correlation (3Y)
Calculated over the trailing 3-year period

0.30

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

0.22

Over the past year, KULR and IYW have become more correlated (0.43) than their long-term average of 0.22, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

KULR Technology Group, Inc.

iShares U.S. Technology ETF

Often compared with KULR:
KULR vs. RGTIKULR vs. QSIKULR vs. CRNTKULR vs. FBTCKULR vs. CLSKKULR vs. NAKKULR vs. QQQ
Often compared with IYW:
IYW vs. VGTIYW vs. QQQIYW vs. XLKIYW vs. IGMIYW vs. SMHIYW vs. SOXXIYW vs. IWF

Return for Risk

KULR vs. IYW — 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
IYW
IYW Risk / Return Rank: 6969
Overall Rank
IYW Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
IYW Sortino Ratio Rank: 7373
Sortino Ratio Rank
IYW Omega Ratio Rank: 7474
Omega Ratio Rank
IYW Calmar Ratio Rank: 6262
Calmar Ratio Rank
IYW Martin Ratio Rank: 5656
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. IYW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KULR Technology Group, Inc. (KULR) and iShares U.S. Technology ETF (IYW). 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.

KULRIYWDifference
Sharpe ratioReturn per unit of total volatility
-0.58
2.24

-2.83

Sortino ratioReturn per unit of downside risk
-0.56
2.82

-3.37

Omega ratioGain probability vs. loss probability

0.94

1.38

-0.44

Calmar ratioReturn relative to maximum drawdown

-0.79

2.70

-3.49

Martin ratioReturn relative to average drawdown

-1.06

8.68

-9.74

KULR vs. IYW - Sharpe Ratio Comparison

The current KULR Sharpe Ratio is -0.58, which is lower than the IYW Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of KULR and IYW, 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. IYW - Drawdown Comparison

The maximum KULR drawdown since its inception was -97.23%, which is greater than IYW's maximum drawdown of -81.90%. Use the drawdown chart below to compare losses from any high point for KULR and IYW.

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Drawdown Indicators

KULRIYWDifference

Max Drawdown

Largest peak-to-trough decline

-97.23%

-81.90%

-15.33%

Max Drawdown (1Y)

Largest decline over 1 year

-78.04%

-17.81%

-60.23%

Max Drawdown (3Y)

Largest decline over 3 years

-94.74%

-26.47%

-68.27%

Max Drawdown (5Y)

Largest decline over 5 years

-96.86%

-39.44%

-57.42%

Max Drawdown (10Y)

Largest decline over 10 years

—

-39.44%

—

Current Drawdown

Current decline from peak

-90.13%

-5.81%

-84.32%

Average Drawdown

Average peak-to-trough decline

-66.25%

-34.62%

-31.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

60.77%

5.54%

+55.23%

Volatility

KULR vs. IYW - Volatility Comparison

KULR Technology Group, Inc. (KULR) has a higher volatility of 38.71% compared to iShares U.S. Technology ETF (IYW) at 9.41%. This indicates that KULR's price experiences larger fluctuations and is considered to be riskier than IYW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

KULRIYWDifference

Volatility (1M)

Calculated over the trailing 1-month period

38.71%

9.41%

+29.30%

Volatility (6M)

Calculated over the trailing 6-month period

77.01%

17.67%

+59.34%

Volatility (1Y)

Calculated over the trailing 1-year period

105.97%

21.47%

+84.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

126.04%

26.07%

+99.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

127.06%

25.20%

+101.86%

Dividends

KULR vs. IYW - Dividend Comparison

KULR has not paid dividends to shareholders, while IYW's dividend yield for the trailing twelve months is around 0.11%.

PositionTTM20252024202320222021202020192018201720162015
IYW
iShares U.S. Technology ETF		0.11%0.14%0.21%0.34%0.50%0.31%0.56%0.72%0.92%0.82%1.14%1.12%
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 IYW have a correlation of 0.43, 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 IYW (9.41%). In terms of maximum drawdown, KULR dropped -97.23% vs IYW's -81.90%.

IYW currently has the higher Sharpe Ratio (2.24 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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