KULR vs. QDTE
KULR (KULR Technology Group, Inc.) is a stock, while QDTE (Roundhill Innovation-100 0DTE Covered Call Strategy ETF) is Derivative Income fund actively managed by Roundhill. Over the past year, KULR returned -51.89% vs 39.17% for QDTE. At a 0.36 correlation, their price movements are largely independent.
Performance
KULR vs. QDTE - Performance Comparison
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Returns By Period
In the year-to-date period, KULR achieves a 54.73% return, which is significantly higher than QDTE's 16.06% return.
KULR
- 1D
- 0.66%
- 1M
- 64.16%
- YTD
- 54.73%
- 6M
- 15.95%
- 1Y
- -51.89%
- 3Y*
- -5.57%
- 5Y*
- -26.06%
- 10Y*
- —
QDTE
- 1D
- -0.45%
- 1M
- 7.12%
- YTD
- 16.06%
- 6M
- 15.73%
- 1Y
- 39.17%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
KULR vs. QDTE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
KULR KULR Technology Group, Inc. | 54.73% | -89.58% | 2,435.71% |
QDTE Roundhill Innovation-100 0DTE Covered Call Strategy ETF | 16.06% | 19.32% | 16.07% |
Correlation
The correlation between KULR and QDTE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Mar 8, 2024 | 0.36 |
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Return for Risk
KULR vs. QDTE — Risk / Return Rank
KULR
QDTE
KULR vs. QDTE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for KULR Technology Group, Inc. (KULR) and Roundhill Innovation-100 0DTE Covered Call Strategy ETF (QDTE). 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 | QDTE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.15 | ||
| Sortino ratioReturn per unit of downside risk | -3.67 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.46 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | -0.65 | 3.86 | -4.51 |
| Martin ratioReturn relative to average drawdown | -0.86 | 15.60 | -16.46 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| KULR | QDTE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.50 | 2.66 | -3.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.21 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.09 | 1.29 | -1.38 |
Drawdowns
KULR vs. QDTE - Drawdown Comparison
The maximum KULR drawdown since its inception was -97.23%, which is greater than QDTE's maximum drawdown of -22.86%. Use the drawdown chart below to compare losses from any high point for KULR and QDTE.
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Drawdown Indicators
| KULR | QDTE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.23% | -22.86% | -74.37% |
Max Drawdown (1Y)Largest decline over 1 year | -79.80% | -10.20% | -69.60% |
Max Drawdown (3Y)Largest decline over 3 years | -94.74% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -96.86% | — | — |
Current DrawdownCurrent decline from peak | -88.07% | -0.60% | -87.47% |
Average DrawdownAverage peak-to-trough decline | -66.21% | -3.14% | -63.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 60.59% | 2.52% | +58.07% |
Volatility
KULR vs. QDTE - Volatility Comparison
KULR Technology Group, Inc. (KULR) has a higher volatility of 42.51% compared to Roundhill Innovation-100 0DTE Covered Call Strategy ETF (QDTE) at 3.72%. This indicates that KULR's price experiences larger fluctuations and is considered to be riskier than QDTE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KULR | QDTE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 42.51% | 3.72% | +38.79% |
Volatility (6M)Calculated over the trailing 6-month period | 75.77% | 11.01% | +64.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 105.08% | 14.81% | +90.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 125.83% | 18.42% | +107.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 126.43% | 18.42% | +108.01% |
Dividends
KULR vs. QDTE - Dividend Comparison
KULR has not paid dividends to shareholders, while QDTE's dividend yield for the trailing twelve months is around 43.41%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
KULR KULR Technology Group, Inc. | 0.00% | 0.00% | 0.00% |
QDTE Roundhill Innovation-100 0DTE Covered Call Strategy ETF | 43.41% | 49.49% | 32.09% |
Frequently Asked Questions
KULR and QDTE have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KULR has higher volatility (42.51%) compared to QDTE (3.72%). In terms of maximum drawdown, KULR dropped -97.23% vs QDTE's -22.86%.
QDTE currently has the higher Sharpe Ratio (2.66 vs -0.50), 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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