KULR vs. TSLR
KULR (KULR Technology Group, Inc.) is a stock, while TSLR (GraniteShares 2x Long TSLA Daily ETF) is Leveraged Equities fund actively managed by GraniteShares. Over the past year, KULR returned -61.48% vs 19.41% for TSLR. At a 0.27 correlation, their price movements are largely independent.
Performance
KULR vs. TSLR - Performance Comparison
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Returns By Period
In the year-to-date period, KULR achieves a 28.04% return, which is significantly higher than TSLR's -27.58% return.
KULR
- 1D
- -0.79%
- 1M
- -6.42%
- YTD
- 28.04%
- 6M
- -0.26%
- 1Y
- -61.48%
- 3Y*
- -12.23%
- 5Y*
- -28.07%
- 10Y*
- —
TSLR
- 1D
- 3.62%
- 1M
- -19.09%
- YTD
- -27.58%
- 6M
- -31.37%
- 1Y
- 19.41%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
KULR vs. TSLR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
KULR KULR Technology Group, Inc. | 28.04% | -89.58% | 1,818.92% | -74.66% |
TSLR GraniteShares 2x Long TSLA Daily ETF | -27.58% | -25.97% | 67.57% | 1.69% |
Correlation
The correlation between KULR and TSLR is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Aug 22, 2023 | 0.27 |
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Return for Risk
KULR vs. TSLR — Risk / Return Rank
KULR
TSLR
KULR vs. TSLR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for KULR Technology Group, Inc. (KULR) and GraniteShares 2x Long TSLA Daily ETF (TSLR). 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 | TSLR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.80 | ||
| Sortino ratioReturn per unit of downside risk | -1.50 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.11 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | -0.79 | 0.36 | -1.15 |
| Martin ratioReturn relative to average drawdown | -1.06 | 0.73 | -1.78 |
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Drawdowns
KULR vs. TSLR - Drawdown Comparison
The maximum KULR drawdown since its inception was -97.23%, which is greater than TSLR's maximum drawdown of -82.80%. Use the drawdown chart below to compare losses from any high point for KULR and TSLR.
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Drawdown Indicators
| KULR | TSLR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.23% | -82.80% | -14.43% |
Max Drawdown (1Y)Largest decline over 1 year | -78.04% | -54.37% | -23.67% |
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 | -90.13% | -62.94% | -27.19% |
Average DrawdownAverage peak-to-trough decline | -66.25% | -50.31% | -15.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 60.77% | 26.72% | +34.05% |
Volatility
KULR vs. TSLR - Volatility Comparison
KULR Technology Group, Inc. (KULR) has a higher volatility of 38.71% compared to GraniteShares 2x Long TSLA Daily ETF (TSLR) at 28.92%. This indicates that KULR's price experiences larger fluctuations and is considered to be riskier than TSLR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KULR | TSLR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 38.71% | 28.92% | +9.79% |
Volatility (6M)Calculated over the trailing 6-month period | 77.01% | 57.66% | +19.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 105.97% | 89.10% | +16.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 126.04% | 115.61% | +10.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 127.06% | 115.61% | +11.45% |
Dividends
KULR vs. TSLR - Dividend Comparison
Neither KULR nor TSLR has paid dividends to shareholders.
Frequently Asked Questions
KULR and TSLR have a correlation of 0.36, 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 TSLR (28.92%). In terms of maximum drawdown, KULR dropped -97.23% vs TSLR's -82.80%.
TSLR currently has the higher Sharpe Ratio (0.22 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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