ETH-USD vs. KAP.IL

Last updated Jun 14, 2026

ETH-USD (Ethereum) is a cryptocurrency, while KAP.IL (JSC National Atomic Company Kazatomprom) is a stock. Over the past 5 years, ETH-USD returned -8.23%/yr vs 24.26%/yr for KAP.IL. At a 0.07 correlation, their price movements are largely independent.

Performance

ETH-USD vs. KAP.IL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ethereum (ETH-USD) and JSC National Atomic Company Kazatomprom (KAP.IL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ETH-USD achieves a -43.34% return, which is significantly lower than KAP.IL's 24.37% return.

ETH-USD

• 1D: 0.93%
• 1M: -26.37%
• YTD: -43.34%
• 6M: -46.03%
• 1Y: -34.85%
• 3Y*: 0.61%
• 5Y*: -8.23%
• 10Y*: 57.05%

KAP.IL

• 1D: -0.14%
• 1M: -0.00%
• YTD: 24.37%
• 6M: 19.24%
• 1Y: 78.29%
• 3Y*: 43.43%
• 5Y*: 24.26%
• 10Y*: —

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

ETH-USD vs. KAP.IL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
ETH-USD Ethereum	-43.34%	-10.91%	46.00%	90.84%	-67.48%	398.30%	473.88%	-1.52%	-37.48%
KAP.IL JSC National Atomic Company Kazatomprom	24.37%	56.07%	-1.79%	55.12%	-17.26%	115.04%	48.04%	1.25%	13.42%

Correlation

The correlation between ETH-USD and KAP.IL is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.09
Correlation (3Y) Calculated over the trailing 3-year period	0.06
Correlation (5Y) Calculated over the trailing 5-year period	0.08
Correlation (All Time) Calculated using the full available price history since Nov 13, 2018	0.07

Return for Risk

ETH-USD vs. KAP.IL — Risk / Return Rank

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

ETH-USD

ETH-USD Risk / Return Rank: 69
ETH-USD Sharpe Ratio Rank: 67
ETH-USD Sortino Ratio Rank: 67
ETH-USD Omega Ratio Rank: 67
ETH-USD Calmar Ratio Rank: 73
ETH-USD Martin Ratio Rank: 73

KAP.IL

KAP.IL Risk / Return Rank: 83
KAP.IL Sharpe Ratio Rank: 85
KAP.IL Sortino Ratio Rank: 81
KAP.IL Omega Ratio Rank: 80
KAP.IL Calmar Ratio Rank: 84
KAP.IL Martin Ratio Rank: 86

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.

ETH-USD vs. KAP.IL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-USD) and JSC National Atomic Company Kazatomprom (KAP.IL). 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.

	ETH-USD	KAP.IL	Difference
Sharpe ratio: Return per unit of total volatility	-0.52	1.61	-2.13
Sortino ratio: Return per unit of downside risk	-0.43	2.25	-2.68
Omega ratio: Gain probability vs. loss probability	0.96	1.29	-0.33
Calmar ratio: Return relative to maximum drawdown	-0.52	2.96	-3.48
Martin ratio: Return relative to average drawdown	-0.89	8.64	-9.53

ETH-USD vs. KAP.IL - Sharpe Ratio Comparison

The current ETH-USD Sharpe Ratio is -0.52, which is lower than the KAP.IL Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of ETH-USD and KAP.IL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ETH-USD vs. KAP.IL - Drawdown Comparison

The maximum ETH-USD drawdown since its inception was -94.01%, which is greater than KAP.IL's maximum drawdown of -49.67%. Use the drawdown chart below to compare losses from any high point for ETH-USD and KAP.IL.

Drawdown Indicators

	ETH-USD	KAP.IL	Difference
Max Drawdown Largest peak-to-trough decline	-94.01%	-49.67%	-44.34%
Max Drawdown (1Y) Largest decline over 1 year	-67.53%	-25.44%	-42.09%
Max Drawdown (3Y) Largest decline over 3 years	-67.53%	-33.25%	-34.28%
Max Drawdown (5Y) Largest decline over 5 years	-79.35%	-49.67%	-29.68%
Max Drawdown (10Y) Largest decline over 10 years	-94.01%	—	—
Current Drawdown Current decline from peak	-65.20%	-23.90%	-41.30%
Average Drawdown Average peak-to-trough decline	-50.89%	-14.97%	-35.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	45.49%	8.73%	+36.76%

Volatility

ETH-USD vs. KAP.IL - Volatility Comparison

Ethereum (ETH-USD) has a higher volatility of 17.20% compared to JSC National Atomic Company Kazatomprom (KAP.IL) at 10.50%. This indicates that ETH-USD's price experiences larger fluctuations and is considered to be riskier than KAP.IL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ETH-USD	KAP.IL	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.20%	10.50%	+6.70%
Volatility (6M) Calculated over the trailing 6-month period	46.29%	37.79%	+8.50%
Volatility (1Y) Calculated over the trailing 1-year period	56.08%	46.83%	+9.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	59.55%	47.34%	+12.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	77.88%	42.88%	+35.00%

Frequently Asked Questions

Can I hold both ETH-USD and KAP.IL in my portfolio?

ETH-USD and KAP.IL have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.