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 -28.21% vs 32.12% for QDTE. At a 0.38 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 26.35% return, which is significantly higher than QDTE's 13.50% return.
KULR
- 1D
- 1.36%
- 1M
- -15.58%
- YTD
- 26.35%
- 6M
- 4.76%
- 1Y
- -28.21%
- 3Y*
- -10.90%
- 5Y*
- -28.37%
- 10Y*
- —
QDTE
- 1D
- 1.15%
- 1M
- -1.10%
- YTD
- 13.50%
- 6M
- 12.07%
- 1Y
- 32.12%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
KULR vs. QDTE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
KULR KULR Technology Group, Inc. | 26.35% | -89.58% | 2,382.52% |
QDTE Roundhill Innovation-100 0DTE Covered Call Strategy ETF | 13.50% | 19.32% | 17.13% |
Correlation
The correlation between KULR and QDTE 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 (All Time) Calculated using the full available price history since Mar 7, 2024 | 0.38 |
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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.
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 | QDTE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.22 | ||
| Sortino ratioReturn per unit of downside risk | -2.23 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.35 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.40 | 3.16 | -3.56 |
| Martin ratioReturn relative to average drawdown | -0.59 | 12.16 | -12.74 |
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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 | -71.67% | -10.20% | -61.47% |
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 | -90.26% | -2.79% | -87.47% |
Average DrawdownAverage peak-to-trough decline | -66.34% | -3.13% | -63.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 48.22% | 2.65% | +45.57% |
Volatility
KULR vs. QDTE - Volatility Comparison
KULR Technology Group, Inc. (KULR) has a higher volatility of 34.92% compared to Roundhill Innovation-100 0DTE Covered Call Strategy ETF (QDTE) at 8.47%. 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 | 34.92% | 8.47% | +26.45% |
Volatility (6M)Calculated over the trailing 6-month period | 75.22% | 13.30% | +61.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 102.86% | 16.63% | +86.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 126.18% | 18.97% | +107.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 126.96% | 18.97% | +107.99% |
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 45.00%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
KULR KULR Technology Group, Inc. | 0.00% | 0.00% | 0.00% |
QDTE Roundhill Innovation-100 0DTE Covered Call Strategy ETF | 45.00% | 49.49% | 32.09% |
Frequently Asked Questions
KULR and QDTE 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 (34.92%) compared to QDTE (8.47%). In terms of maximum drawdown, KULR dropped -97.23% vs QDTE's -22.86%.
QDTE currently has the higher Sharpe Ratio (1.94 vs -0.28), 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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