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QMCO vs. KULR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

QMCO vs. KULR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Quantum Corporation (QMCO) 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, QMCO achieves a 117.67% return, which is significantly higher than KULR's 34.80% return.


QMCO

1D
-10.00%
1M
55.14%
YTD
117.67%
6M
88.96%
1Y
66.55%
3Y*
-13.38%
5Y*
-37.14%
10Y*
-15.11%

KULR

1D
0.76%
1M
-13.45%
YTD
34.80%
6M
6.40%
1Y
-42.36%
3Y*
-8.33%
5Y*
-27.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QMCO vs. KULR - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
QMCO
Quantum Corporation
117.67%-88.04%672.49%-67.98%-80.25%-9.80%-17.52%271.00%10.50%
KULR
KULR Technology Group, Inc.
34.80%-89.58%1,818.92%-84.58%-56.52%87.76%-2.00%-42.31%136.36%

Correlation

The correlation between QMCO and KULR is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.50

Correlation (3Y)
Calculated over the trailing 3-year period

0.36

Correlation (5Y)
Calculated over the trailing 5-year period

0.29

Correlation (All Time)
Calculated using the full available price history since Jul 18, 2018

0.22

Over the past year, QMCO and KULR have become more correlated (0.50) than their long-term average of 0.22, meaning their price movements have been converging.

Fundamentals

Market Cap

QMCO:

$192.19M

KULR:

$158.51M

EPS

QMCO:

-$8.86

KULR:

-$1.57

PS Ratio

QMCO:

0.61

KULR:

9.74

Total Revenue (TTM)

QMCO:

$261.28M

KULR:

$16.17M

Gross Profit (TTM)

QMCO:

$97.87M

KULR:

$770.97K

EBITDA (TTM)

QMCO:

-$51.03M

KULR:

-$60.59M

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Return for Risk

QMCO vs. KULR — Risk / Return Rank

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

QMCO
QMCO Risk / Return Rank: 6464
Overall Rank
QMCO Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
QMCO Sortino Ratio Rank: 7070
Sortino Ratio Rank
QMCO Omega Ratio Rank: 6666
Omega Ratio Rank
QMCO Calmar Ratio Rank: 6363
Calmar Ratio Rank
QMCO Martin Ratio Rank: 5959
Martin Ratio Rank

KULR
KULR Risk / Return Rank: 2626
Overall Rank
KULR Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
KULR Sortino Ratio Rank: 3030
Sortino Ratio Rank
KULR Omega Ratio Rank: 3030
Omega Ratio Rank
KULR Calmar Ratio Rank: 2020
Calmar Ratio Rank
KULR Martin Ratio Rank: 2424
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.

QMCO vs. KULR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Quantum Corporation (QMCO) 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.

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.


QMCOKULRDifference
Sharpe ratioReturn per unit of total volatility

+1.06

Sortino ratioReturn per unit of downside risk

+1.72

Omega ratioGain probability vs. loss probability

1.19

0.99

+0.20

Calmar ratioReturn relative to maximum drawdown

0.99

-0.59

+1.58

Martin ratioReturn relative to average drawdown

1.74

-0.88

+2.62

QMCO vs. KULR - Sharpe Ratio Comparison

The current QMCO Sharpe Ratio is 0.64, which is higher than the KULR Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of QMCO 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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Drawdowns

QMCO vs. KULR - Drawdown Comparison

The maximum QMCO drawdown since its inception was -99.93%, roughly equal to the maximum KULR drawdown of -97.23%. Use the drawdown chart below to compare losses from any high point for QMCO and KULR.


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Drawdown Indicators


QMCOKULRDifference

Max Drawdown

Largest peak-to-trough decline

-99.93%

-97.23%

-2.70%

Max Drawdown (1Y)

Largest decline over 1 year

-67.72%

-71.67%

+3.95%

Max Drawdown (3Y)

Largest decline over 3 years

-93.90%

-94.74%

+0.84%

Max Drawdown (5Y)

Largest decline over 5 years

-98.26%

-96.86%

-1.40%

Max Drawdown (10Y)

Largest decline over 10 years

-98.67%

Current Drawdown

Current decline from peak

-99.59%

-89.61%

-9.98%

Average Drawdown

Average peak-to-trough decline

-88.09%

-66.31%

-21.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

38.37%

48.00%

-9.63%

Volatility

QMCO vs. KULR - Volatility Comparison

Quantum Corporation (QMCO) has a higher volatility of 43.40% compared to KULR Technology Group, Inc. (KULR) at 39.74%. This indicates that QMCO's price experiences larger fluctuations and is considered to be riskier 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


QMCOKULRDifference

Volatility (1M)

Calculated over the trailing 1-month period

43.40%

39.74%

+3.66%

Volatility (6M)

Calculated over the trailing 6-month period

72.78%

77.08%

-4.30%

Volatility (1Y)

Calculated over the trailing 1-year period

104.34%

102.99%

+1.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

159.56%

126.17%

+33.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

125.05%

127.04%

-1.99%

Dividends

QMCO vs. KULR - Dividend Comparison

Neither QMCO nor KULR has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

QMCO vs. KULR - Financials Comparison

This section allows you to compare key financial metrics between Quantum Corporation and KULR Technology Group, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0020.00M40.00M60.00M80.00M100.00M120.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
74.59M
2.86M
(QMCO) Total Revenue
(KULR) Total Revenue
Values in USD except per share items

Frequently Asked Questions


QMCO and KULR have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QMCO has higher volatility (43.40%) compared to KULR (39.74%). In terms of maximum drawdown, QMCO dropped -99.93% vs KULR's -97.23%.

QMCO currently has the higher Sharpe Ratio (0.64 vs -0.41), 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

Find the right allocation for QMCO and KULR

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