KULR vs. NAK

Last updated Apr 1, 2026

Compare and contrast key facts about KULR Technology Group, Inc. (KULR) and Northern Dynasty Minerals Ltd. (NAK).

Performance

KULR vs. NAK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KULR Technology Group, Inc. (KULR) and Northern Dynasty Minerals Ltd. (NAK). The values are adjusted to include any dividend payments, if applicable.

KULR vs. NAK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
KULR KULR Technology Group, Inc.	-19.93%	-89.58%	1,818.92%	-84.58%	-56.52%	87.76%	-2.00%	-42.31%	73.33%
NAK Northern Dynasty Minerals Ltd.	-28.93%	238.78%	79.86%	46.42%	-32.31%	1.30%	-25.12%	-24.46%	13.84%

Fundamentals

Market Cap KULR : $97.50M NAK : $770.03M
EPS KULR : -$0.57 NAK : -$0.15
PB Ratio KULR : 0.66 NAK : 12.75
Total Revenue (TTM) KULR : $16.68M NAK : $0.00
Gross Profit (TTM) KULR : $3.69M NAK : -$85.85K
EBITDA (TTM) KULR : -$20.99M NAK : -$78.62M

Returns By Period

In the year-to-date period, KULR achieves a -19.93% return, which is significantly higher than NAK's -28.93% return.

KULR

• 1D: 9.22%
• 1M: -15.66%
• YTD: -19.93%
• 6M: -43.03%
• 1Y: -77.56%
• 3Y*: -30.36%
• 5Y*: -34.93%
• 10Y*: —

NAK

• 1D: 10.24%
• 1M: -9.68%
• YTD: -28.93%
• 6M: 16.67%
• 1Y: 21.74%
• 3Y*: 80.31%
• 5Y*: 16.53%
• 10Y*: 15.05%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

KULR vs. NAK — Risk / Return Rank

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

KULR

KULR Risk / Return Rank: 9
KULR Sharpe Ratio Rank: 9
KULR Sortino Ratio Rank: 6
KULR Omega Ratio Rank: 8
KULR Calmar Ratio Rank: 5
KULR Martin Ratio Rank: 16

NAK

NAK Risk / Return Rank: 54
NAK Sharpe Ratio Rank: 48
NAK Sortino Ratio Rank: 59
NAK Omega Ratio Rank: 61
NAK Calmar Ratio Rank: 51
NAK Martin Ratio Rank: 49

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. NAK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KULR Technology Group, Inc. (KULR) and Northern Dynasty Minerals Ltd. (NAK). 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.

	KULR	NAK	Difference
Sharpe ratio Return per unit of total volatility	-0.81	0.18	-0.99
Sortino ratio Return per unit of downside risk	-1.49	1.13	-2.62
Omega ratio Gain probability vs. loss probability	0.83	1.16	-0.33
Calmar ratio Return relative to maximum drawdown	-0.96	0.37	-1.33
Martin ratio Return relative to average drawdown	-1.30	0.66	-1.96
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

KULR vs. NAK - Sharpe Ratio Comparison

The current KULR Sharpe Ratio is -0.81, which is lower than the NAK Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of KULR and NAK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	KULR	NAK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.81	0.18	-0.99
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.28	0.20	-0.48
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.15	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.15	-0.03	-0.12

Correlation

The correlation between KULR and NAK is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

KULR vs. NAK - Dividend Comparison

Neither KULR nor NAK has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

KULR vs. NAK - Drawdown Comparison

The maximum KULR drawdown since its inception was -97.23%, roughly equal to the maximum NAK drawdown of -99.01%. Use the drawdown chart below to compare losses from any high point for KULR and NAK.

Drawdown Indicators

	KULR	NAK	Difference
Max Drawdown Largest peak-to-trough decline	-97.23%	-99.01%	+1.78%
Max Drawdown (1Y) Largest decline over 1 year	-83.15%	-67.68%	-15.47%
Max Drawdown (5Y) Largest decline over 5 years	-96.86%	-68.85%	-28.01%
Max Drawdown (10Y) Largest decline over 10 years	—	-93.79%	—
Current Drawdown Current decline from peak	-93.83%	-93.36%	-0.47%
Average Drawdown Average peak-to-trough decline	-65.61%	-73.78%	+8.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	61.26%	38.08%	+23.18%

Volatility

KULR vs. NAK - Volatility Comparison

The current volatility for KULR Technology Group, Inc. (KULR) is 17.82%, while Northern Dynasty Minerals Ltd. (NAK) has a volatility of 25.14%. This indicates that KULR experiences smaller price fluctuations and is considered to be less risky than NAK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	KULR	NAK	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.82%	25.14%	-7.32%
Volatility (6M) Calculated over the trailing 6-month period	69.85%	85.88%	-16.03%
Volatility (1Y) Calculated over the trailing 1-year period	96.84%	119.51%	-22.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	124.57%	83.25%	+41.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	126.43%	98.15%	+28.28%

Financials