QS vs. KULR

Last updated Apr 2, 2026

Compare and contrast key facts about QuantumScape Corporation (QS) and KULR Technology Group, Inc. (KULR).

Performance

QS vs. KULR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in QuantumScape Corporation (QS) and KULR Technology Group, Inc. (KULR). The values are adjusted to include any dividend payments, if applicable.

QS vs. KULR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
QS QuantumScape Corporation	-40.40%	100.77%	-25.32%	22.57%	-74.45%	-73.72%	753.03%
KULR KULR Technology Group, Inc.	-31.76%	-89.58%	1,818.92%	-84.58%	-56.52%	87.76%	61.54%

Fundamentals

Market Cap QS : $3.75B KULR : $80.25M
EPS QS : -$0.75 KULR : -$1.57
PB Ratio QS : 3.21 KULR : 0.66
Total Revenue (TTM) QS : $0.00 KULR : $16.17M
Gross Profit (TTM) QS : -$51.97M KULR : $770.97K
EBITDA (TTM) QS : -$391.87M KULR : -$60.59M

Returns By Period

In the year-to-date period, QS achieves a -40.40% return, which is significantly lower than KULR's -31.76% return.

QS

• 1D: -2.66%
• 1M: -9.87%
• YTD: -40.40%
• 6M: -57.44%
• 1Y: 52.21%
• 3Y*: -8.78%
• 5Y*: -33.92%
• 10Y*: —

KULR

• 1D: -14.77%
• 1M: -30.82%
• YTD: -31.76%
• 6M: -53.35%
• 1Y: -79.96%
• 3Y*: -33.98%
• 5Y*: -36.98%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

QS vs. KULR — Risk / Return Rank

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

QS

QS Risk / Return Rank: 61
QS Sharpe Ratio Rank: 59
QS Sortino Ratio Rank: 69
QS Omega Ratio Rank: 64
QS Calmar Ratio Rank: 58
QS Martin Ratio Rank: 55

KULR

KULR Risk / Return Rank: 7
KULR Sharpe Ratio Rank: 8
KULR Sortino Ratio Rank: 4
KULR Omega Ratio Rank: 6
KULR Calmar Ratio Rank: 4
KULR Martin Ratio Rank: 14

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.

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 ratio Return per unit of total volatility	0.51	-0.82	+1.33
Sortino ratio Return per unit of downside risk	1.59	-1.61	+3.20
Omega ratio Gain probability vs. loss probability	1.19	0.82	+0.37
Calmar ratio Return relative to maximum drawdown	0.73	-0.96	+1.69
Martin ratio Return relative to average drawdown	1.41	-1.32	+2.72
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QS vs. KULR - Sharpe Ratio Comparison

The current QS Sharpe Ratio is 0.51, which is higher than the KULR Sharpe Ratio of -0.82. The chart below compares the historical Sharpe Ratios of QS and KULR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	QS	KULR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.51	-0.82	+1.33
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.39	-0.30	-0.10
Sharpe Ratio (All Time) Calculated using the full available price history	-0.07	-0.16	+0.09

Correlation

The correlation between QS and KULR is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

QS vs. KULR - Dividend Comparison

Neither QS nor KULR has paid dividends to shareholders.

Tickers have no history of dividend payments

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.

Drawdown Indicators

	QS	KULR	Difference
Max Drawdown Largest peak-to-trough decline	-97.36%	-97.23%	-0.13%
Max Drawdown (1Y) Largest decline over 1 year	-67.68%	-84.32%	+16.64%
Max Drawdown (5Y) Largest decline over 5 years	-92.97%	-96.86%	+3.89%
Current Drawdown Current decline from peak	-95.28%	-94.74%	-0.54%
Average Drawdown Average peak-to-trough decline	-85.27%	-65.63%	-19.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	35.04%	61.48%	-26.44%

Volatility

QS vs. KULR - Volatility Comparison

The current volatility for QuantumScape Corporation (QS) is 17.38%, while KULR Technology Group, Inc. (KULR) has a volatility of 23.24%. 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.

Volatility by Period

	QS	KULR	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.38%	23.24%	-5.86%
Volatility (6M) Calculated over the trailing 6-month period	60.08%	71.55%	-11.47%
Volatility (1Y) Calculated over the trailing 1-year period	103.87%	97.46%	+6.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	86.28%	124.74%	-38.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	106.92%	126.51%	-19.59%

Financials