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SPRX vs. KULR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPRX vs. KULR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Spear Alpha ETF (SPRX) 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, SPRX achieves a 43.69% return, which is significantly higher than KULR's 28.04% return.


SPRX

1D
1.50%
1M
12.60%
YTD
43.69%
6M
43.35%
1Y
101.77%
3Y*
43.37%
5Y*
10Y*

KULR

1D
-0.79%
1M
-6.42%
YTD
28.04%
6M
-0.26%
1Y
-61.48%
3Y*
-12.23%
5Y*
-28.07%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPRX vs. KULR - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SPRX
Spear Alpha ETF
43.69%41.91%20.58%88.02%-44.99%9.15%
KULR
KULR Technology Group, Inc.
28.04%-89.58%1,818.92%-84.58%-56.52%32.06%

Correlation

The correlation between SPRX and KULR is 0.53, 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

0.53

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

0.35

Correlation (All Time)
Calculated using the full available price history since Aug 4, 2021

0.35

The correlation between SPRX and KULR shifts across timeframes, from 0.35 (all time) to 0.53 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SPRX vs. KULR — Risk / Return Rank

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

SPRX
SPRX Risk / Return Rank: 7575
Overall Rank
SPRX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
SPRX Sortino Ratio Rank: 6565
Sortino Ratio Rank
SPRX Omega Ratio Rank: 6666
Omega Ratio Rank
SPRX Calmar Ratio Rank: 8686
Calmar Ratio Rank
SPRX Martin Ratio Rank: 7878
Martin Ratio Rank

KULR
KULR Risk / Return Rank: 1818
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: 1212
Calmar Ratio Rank
KULR Martin Ratio Rank: 2121
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.

SPRX vs. KULR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Spear Alpha ETF (SPRX) 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.


SPRXKULRDifference
Sharpe ratioReturn per unit of total volatility

+2.81

Sortino ratioReturn per unit of downside risk

+3.17

Omega ratioGain probability vs. loss probability

1.34

0.94

+0.41

Calmar ratioReturn relative to maximum drawdown

4.23

-0.79

+5.02

Martin ratioReturn relative to average drawdown

13.10

-1.06

+14.15

SPRX vs. KULR - Sharpe Ratio Comparison

The current SPRX Sharpe Ratio is 2.23, which is higher than the KULR Sharpe Ratio of -0.58. The chart below compares the historical Sharpe Ratios of SPRX 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

SPRX vs. KULR - Drawdown Comparison

The maximum SPRX drawdown since its inception was -51.21%, smaller than the maximum KULR drawdown of -97.23%. Use the drawdown chart below to compare losses from any high point for SPRX and KULR.


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Drawdown Indicators


SPRXKULRDifference

Max Drawdown

Largest peak-to-trough decline

-51.21%

-97.23%

+46.02%

Max Drawdown (1Y)

Largest decline over 1 year

-24.21%

-78.04%

+53.83%

Max Drawdown (3Y)

Largest decline over 3 years

-42.12%

-94.74%

+52.62%

Max Drawdown (5Y)

Largest decline over 5 years

-96.86%

Current Drawdown

Current decline from peak

-5.87%

-90.13%

+84.26%

Average Drawdown

Average peak-to-trough decline

-17.58%

-66.25%

+48.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.80%

60.77%

-52.97%

Volatility

SPRX vs. KULR - Volatility Comparison

The current volatility for Spear Alpha ETF (SPRX) is 19.77%, while KULR Technology Group, Inc. (KULR) has a volatility of 38.71%. This indicates that SPRX 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


SPRXKULRDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.77%

38.71%

-18.94%

Volatility (6M)

Calculated over the trailing 6-month period

38.52%

77.01%

-38.49%

Volatility (1Y)

Calculated over the trailing 1-year period

45.91%

105.97%

-60.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.15%

126.04%

-83.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.15%

127.06%

-84.91%

Dividends

SPRX vs. KULR - Dividend Comparison

Neither SPRX nor KULR has paid dividends to shareholders.


PositionTTM20252024202320222021
KULR
KULR Technology Group, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%
SPRX
Spear Alpha ETF
0.00%0.00%0.00%0.00%0.00%0.25%

Frequently Asked Questions


SPRX and KULR have a correlation of 0.53, 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 SPRX (19.77%). In terms of maximum drawdown, SPRX dropped -51.21% vs KULR's -97.23%.

SPRX currently has the higher Sharpe Ratio (2.23 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.

Portfolio Optimizer

Find the right allocation for SPRX and KULR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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