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KULR vs. NUKZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KULR vs. NUKZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KULR Technology Group, Inc. (KULR) and Range Nuclear Renaissance ETF (NUKZ). 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 26.01% return, which is significantly higher than NUKZ's 7.72% return.


KULR

1D
-2.10%
1M
29.07%
YTD
26.01%
6M
-3.62%
1Y
-60.49%
3Y*
-11.82%
5Y*
-29.09%
10Y*

NUKZ

1D
0.18%
1M
-6.54%
YTD
7.72%
6M
3.81%
1Y
31.62%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KULR vs. NUKZ - Yearly Performance Comparison


2026 (YTD)20252024
KULR
KULR Technology Group, Inc.
26.01%-89.58%1,769.40%
NUKZ
Range Nuclear Renaissance ETF
7.72%56.57%62.98%

Correlation

The correlation between KULR and NUKZ is 0.56, 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

0.56

Correlation (All Time)
Calculated using the full available price history since Jan 25, 2024

0.40

The correlation between KULR and NUKZ shifts across timeframes, from 0.40 (all time) to 0.56 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

KULR vs. NUKZ — Risk / Return Rank

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

KULR
KULR Risk / Return Rank: 1919
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: 1313
Calmar Ratio Rank
KULR Martin Ratio Rank: 2222
Martin Ratio Rank

NUKZ
NUKZ Risk / Return Rank: 3434
Overall Rank
NUKZ Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
NUKZ Sortino Ratio Rank: 3232
Sortino Ratio Rank
NUKZ Omega Ratio Rank: 3030
Omega Ratio Rank
NUKZ Calmar Ratio Rank: 4343
Calmar Ratio Rank
NUKZ Martin Ratio Rank: 3535
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. NUKZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KULR Technology Group, Inc. (KULR) and Range Nuclear Renaissance ETF (NUKZ). 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.


KULRNUKZDifference
Sharpe ratioReturn per unit of total volatility

-1.62

Sortino ratioReturn per unit of downside risk

-2.11

Omega ratioGain probability vs. loss probability

0.94

1.19

-0.25

Calmar ratioReturn relative to maximum drawdown

-0.76

1.92

-2.68

Martin ratioReturn relative to average drawdown

-0.99

4.79

-5.78

KULR vs. NUKZ - Sharpe Ratio Comparison

The current KULR Sharpe Ratio is -0.57, which is lower than the NUKZ Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of KULR and NUKZ, 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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Sharpe Ratios by Period


KULRNUKZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.57

1.05

-1.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.11

1.63

-1.74

Drawdowns

KULR vs. NUKZ - Drawdown Comparison

The maximum KULR drawdown since its inception was -97.23%, which is greater than NUKZ's maximum drawdown of -33.03%. Use the drawdown chart below to compare losses from any high point for KULR and NUKZ.


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Drawdown Indicators


KULRNUKZDifference

Max Drawdown

Largest peak-to-trough decline

-97.23%

-33.03%

-64.20%

Max Drawdown (1Y)

Largest decline over 1 year

-79.80%

-16.51%

-63.29%

Max Drawdown (3Y)

Largest decline over 3 years

-94.74%

Max Drawdown (5Y)

Largest decline over 5 years

-96.86%

Current Drawdown

Current decline from peak

-90.29%

-10.27%

-80.02%

Average Drawdown

Average peak-to-trough decline

-66.23%

-6.02%

-60.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

60.84%

6.62%

+54.22%

Volatility

KULR vs. NUKZ - Volatility Comparison

KULR Technology Group, Inc. (KULR) has a higher volatility of 47.09% compared to Range Nuclear Renaissance ETF (NUKZ) at 10.20%. This indicates that KULR's price experiences larger fluctuations and is considered to be riskier than NUKZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KULRNUKZDifference

Volatility (1M)

Calculated over the trailing 1-month period

47.09%

10.20%

+36.89%

Volatility (6M)

Calculated over the trailing 6-month period

76.46%

22.61%

+53.85%

Volatility (1Y)

Calculated over the trailing 1-year period

106.05%

30.26%

+75.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

126.05%

32.82%

+93.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

126.51%

32.82%

+93.69%

Dividends

KULR vs. NUKZ - Dividend Comparison

KULR has not paid dividends to shareholders, while NUKZ's dividend yield for the trailing twelve months is around 0.85%.


PositionTTM20252024
KULR
KULR Technology Group, Inc.
0.00%0.00%0.00%
NUKZ
Range Nuclear Renaissance ETF
0.85%0.91%0.09%

Frequently Asked Questions


KULR and NUKZ have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KULR has higher volatility (47.09%) compared to NUKZ (10.20%). In terms of maximum drawdown, KULR dropped -97.23% vs NUKZ's -33.03%.

NUKZ currently has the higher Sharpe Ratio (1.05 vs -0.57), 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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