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QDTE vs. KULR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDTE vs. KULR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Innovation-100 0DTE Covered Call Strategy ETF (QDTE) and KULR Technology Group, Inc. (KULR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QDTE achieves a 12.44% return, which is significantly lower than KULR's 26.01% return.


QDTE

1D
1.85%
1M
0.70%
YTD
12.44%
6M
11.71%
1Y
34.41%
3Y*
5Y*
10Y*

KULR

1D
-2.10%
1M
29.07%
YTD
26.01%
6M
-3.62%
1Y
-60.49%
3Y*
-11.82%
5Y*
-29.09%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDTE vs. KULR - Yearly Performance Comparison


2026 (YTD)20252024
QDTE
Roundhill Innovation-100 0DTE Covered Call Strategy ETF
12.44%19.32%16.07%
KULR
KULR Technology Group, Inc.
26.01%-89.58%2,435.71%

Correlation

The correlation between QDTE and KULR is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Mar 8, 2024

0.36

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Return for Risk

QDTE vs. KULR — Risk / Return Rank

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

QDTE
QDTE Risk / Return Rank: 7474
Overall Rank
QDTE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
QDTE Sortino Ratio Rank: 6767
Sortino Ratio Rank
QDTE Omega Ratio Rank: 7474
Omega Ratio Rank
QDTE Calmar Ratio Rank: 7474
Calmar Ratio Rank
QDTE Martin Ratio Rank: 7878
Martin Ratio Rank

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
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.

QDTE vs. KULR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Innovation-100 0DTE Covered Call Strategy ETF (QDTE) and KULR Technology Group, Inc. (KULR). 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.


QDTEKULRDifference
Sharpe ratioReturn per unit of total volatility

+2.78

Sortino ratioReturn per unit of downside risk

+3.29

Omega ratioGain probability vs. loss probability

1.39

0.94

+0.45

Calmar ratioReturn relative to maximum drawdown

3.39

-0.76

+4.15

Martin ratioReturn relative to average drawdown

13.52

-0.99

+14.52

QDTE vs. KULR - Sharpe Ratio Comparison

The current QDTE Sharpe Ratio is 2.20, which is higher than the KULR Sharpe Ratio of -0.57. The chart below compares the historical Sharpe Ratios of QDTE and KULR, 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


QDTEKULRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.20

-0.57

+2.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

1.17

-0.11

+1.28

Drawdowns

QDTE vs. KULR - Drawdown Comparison

The maximum QDTE drawdown since its inception was -22.86%, smaller than the maximum KULR drawdown of -97.23%. Use the drawdown chart below to compare losses from any high point for QDTE and KULR.


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Drawdown Indicators


QDTEKULRDifference

Max Drawdown

Largest peak-to-trough decline

-22.86%

-97.23%

+74.37%

Max Drawdown (1Y)

Largest decline over 1 year

-10.20%

-79.80%

+69.60%

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

-3.70%

-90.29%

+86.59%

Average Drawdown

Average peak-to-trough decline

-3.14%

-66.23%

+63.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

60.84%

-58.29%

Volatility

QDTE vs. KULR - Volatility Comparison

The current volatility for Roundhill Innovation-100 0DTE Covered Call Strategy ETF (QDTE) is 6.57%, while KULR Technology Group, Inc. (KULR) has a volatility of 47.09%. This indicates that QDTE experiences smaller price fluctuations and is considered to be less risky than KULR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QDTEKULRDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.57%

47.09%

-40.52%

Volatility (6M)

Calculated over the trailing 6-month period

12.26%

76.46%

-64.20%

Volatility (1Y)

Calculated over the trailing 1-year period

15.71%

106.05%

-90.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.72%

126.05%

-107.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.72%

126.51%

-107.79%

Dividends

QDTE vs. KULR - Dividend Comparison

QDTE's dividend yield for the trailing twelve months is around 44.14%, while KULR has not paid dividends to shareholders.


PositionTTM20252024
KULR
KULR Technology Group, Inc.
0.00%0.00%0.00%
QDTE
Roundhill Innovation-100 0DTE Covered Call Strategy ETF
44.14%49.49%32.09%

Frequently Asked Questions


QDTE and KULR have a correlation of 0.38, 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 QDTE (6.57%). In terms of maximum drawdown, QDTE dropped -22.86% vs KULR's -97.23%.

QDTE currently has the higher Sharpe Ratio (2.20 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.

Portfolio Optimizer

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