QS vs. KULR
QS (QuantumScape Corporation) and KULR (KULR Technology Group, Inc.) are both stocks. QS operates in Auto Parts (Consumer Cyclical), while KULR operates in Electronic Components (Technology). Over the past 5 years, QS returned -20.49%/yr vs -26.06%/yr for KULR. At a 0.31 correlation, their price movements are largely independent.
Performance
QS vs. KULR - Performance Comparison
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Returns By Period
In the year-to-date period, QS achieves a -12.86% return, which is significantly lower than KULR's 54.73% return.
QS
- 1D
- 3.65%
- 1M
- 25.07%
- YTD
- -12.86%
- 6M
- -29.99%
- 1Y
- 113.65%
- 3Y*
- 10.06%
- 5Y*
- -20.49%
- 10Y*
- —
KULR
- 1D
- 0.66%
- 1M
- 64.16%
- YTD
- 54.73%
- 6M
- 15.95%
- 1Y
- -51.89%
- 3Y*
- -5.57%
- 5Y*
- -26.06%
- 10Y*
- —
QS vs. KULR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
QS QuantumScape Corporation | -12.86% | 100.77% | -25.32% | 22.57% | -74.45% | -73.72% | 753.03% |
KULR KULR Technology Group, Inc. | 54.73% | -89.58% | 1,818.92% | -84.58% | -56.52% | 87.76% | 61.54% |
Correlation
The correlation between QS and KULR is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Aug 18, 2020 | 0.31 |
Over the past year, QS and KULR have become more correlated (0.56) than their long-term average of 0.31, meaning their price movements have been converging.
Fundamentals
QS:
$5.55B
KULR:
$181.95M
QS:
-$0.72
KULR:
-$1.57
QS:
5.00
KULR:
1.50
QS:
$0.00
KULR:
$16.17M
QS:
-$49.03M
KULR:
$770.97K
QS:
-$378.92M
KULR:
-$60.59M
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Return for Risk
QS vs. KULR — Risk / Return Rank
QS
KULR
QS vs. KULR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for QuantumScape Corporation (QS) 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.
| QS | KULR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.61 | ||
| Sortino ratioReturn per unit of downside risk | +2.49 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 0.97 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 1.69 | -0.65 | +2.34 |
| Martin ratioReturn relative to average drawdown | 2.67 | -0.86 | +3.53 |
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
| QS | KULR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | -0.50 | +1.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.24 | -0.21 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.01 | -0.09 | +0.08 |
Drawdowns
QS vs. KULR - Drawdown Comparison
The maximum QS drawdown since its inception was -97.36%, roughly equal to the maximum KULR drawdown of -97.23%. Use the drawdown chart below to compare losses from any high point for QS and KULR.
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Drawdown Indicators
| QS | KULR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.36% | -97.23% | -0.13% |
Max Drawdown (1Y)Largest decline over 1 year | -67.68% | -79.80% | +12.12% |
Max Drawdown (3Y)Largest decline over 3 years | -73.93% | -94.74% | +20.81% |
Max Drawdown (5Y)Largest decline over 5 years | -91.45% | -96.86% | +5.41% |
Current DrawdownCurrent decline from peak | -93.10% | -88.07% | -5.03% |
Average DrawdownAverage peak-to-trough decline | -85.54% | -66.21% | -19.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 42.65% | 60.59% | -17.94% |
Volatility
QS vs. KULR - Volatility Comparison
The current volatility for QuantumScape Corporation (QS) is 22.92%, while KULR Technology Group, Inc. (KULR) has a volatility of 42.51%. This indicates that QS 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
| QS | KULR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.92% | 42.51% | -19.59% |
Volatility (6M)Calculated over the trailing 6-month period | 45.94% | 75.77% | -29.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 102.33% | 105.08% | -2.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 85.64% | 125.83% | -40.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 105.88% | 126.43% | -20.55% |
Dividends
QS vs. KULR - Dividend Comparison
Neither QS nor KULR has paid dividends to shareholders.
Financials
QS vs. KULR - Financials Comparison
This section allows you to compare key financial metrics between QuantumScape 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
QS and KULR have a correlation of 0.56, 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 QS (22.92%). In terms of maximum drawdown, QS dropped -97.36% vs KULR's -97.23%.
QS currently has the higher Sharpe Ratio (1.12 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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