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GDX vs. KGC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GDX vs. KGC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Gold Miners ETF (GDX) and Kinross Gold Corporation (KGC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GDX achieves a -6.69% return, which is significantly higher than KGC's -8.92% return. Over the past 10 years, GDX has underperformed KGC with an annualized return of 13.29%, while KGC has yielded a comparatively higher 18.81% annualized return.


GDX

1D
2.97%
1M
-16.83%
YTD
-6.69%
6M
-5.89%
1Y
50.59%
3Y*
38.96%
5Y*
17.51%
10Y*
13.29%

KGC

1D
2.90%
1M
-18.08%
YTD
-8.92%
6M
-8.14%
1Y
65.63%
3Y*
76.13%
5Y*
29.09%
10Y*
18.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GDX vs. KGC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GDX
VanEck Gold Miners ETF
-6.69%154.77%10.63%9.98%-9.01%-9.52%23.66%39.84%-8.77%11.99%
KGC
Kinross Gold Corporation
-8.92%206.11%55.63%51.83%-27.59%-19.00%56.04%46.30%-25.00%38.91%

Correlation

The correlation between GDX and KGC is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.91

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

0.89

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

0.88

Correlation (10Y)
Calculated over the trailing 10-year period

0.87

Correlation (All Time)
Calculated using the full available price history since May 22, 2006

0.87

The correlation between GDX and KGC has been stable across timeframes, ranging from 0.87 to 0.91 - a consistent structural relationship.

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Return for Risk

GDX vs. KGC — Risk / Return Rank

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

GDX
GDX Risk / Return Rank: 3333
Overall Rank
GDX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
GDX Sortino Ratio Rank: 3131
Sortino Ratio Rank
GDX Omega Ratio Rank: 3636
Omega Ratio Rank
GDX Calmar Ratio Rank: 3232
Calmar Ratio Rank
GDX Martin Ratio Rank: 3030
Martin Ratio Rank

KGC
KGC Risk / Return Rank: 7575
Overall Rank
KGC Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
KGC Sortino Ratio Rank: 7272
Sortino Ratio Rank
KGC Omega Ratio Rank: 7474
Omega Ratio Rank
KGC Calmar Ratio Rank: 7474
Calmar Ratio Rank
KGC Martin Ratio Rank: 7878
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.

GDX vs. KGC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Gold Miners ETF (GDX) and Kinross Gold Corporation (KGC). 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.


GDXKGCDifference
Sharpe ratioReturn per unit of total volatility

-0.20

Sortino ratioReturn per unit of downside risk

-0.21

Omega ratioGain probability vs. loss probability

1.21

1.24

-0.03

Calmar ratioReturn relative to maximum drawdown

1.40

1.75

-0.35

Martin ratioReturn relative to average drawdown

3.87

5.20

-1.33

GDX vs. KGC - Sharpe Ratio Comparison

The current GDX Sharpe Ratio is 1.09, which is comparable to the KGC Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of GDX and KGC, 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

GDX vs. KGC - Drawdown Comparison

The maximum GDX drawdown since its inception was -80.34%, smaller than the maximum KGC drawdown of -96.00%. Use the drawdown chart below to compare losses from any high point for GDX and KGC.


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Drawdown Indicators


GDXKGCDifference

Max Drawdown

Largest peak-to-trough decline

-80.34%

-96.00%

+15.66%

Max Drawdown (1Y)

Largest decline over 1 year

-36.28%

-37.69%

+1.41%

Max Drawdown (3Y)

Largest decline over 3 years

-36.28%

-37.69%

+1.41%

Max Drawdown (5Y)

Largest decline over 5 years

-46.51%

-59.29%

+12.78%

Max Drawdown (10Y)

Largest decline over 10 years

-49.79%

-67.75%

+17.96%

Current Drawdown

Current decline from peak

-30.91%

-32.63%

+1.72%

Average Drawdown

Average peak-to-trough decline

-40.41%

-57.60%

+17.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.11%

12.66%

+0.45%

Volatility

GDX vs. KGC - Volatility Comparison

The current volatility for VanEck Gold Miners ETF (GDX) is 17.20%, while Kinross Gold Corporation (KGC) has a volatility of 18.21%. This indicates that GDX experiences smaller price fluctuations and is considered to be less risky than KGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GDXKGCDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.20%

18.21%

-1.01%

Volatility (6M)

Calculated over the trailing 6-month period

39.15%

40.59%

-1.44%

Volatility (1Y)

Calculated over the trailing 1-year period

46.89%

51.35%

-4.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.74%

44.22%

-7.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.34%

47.01%

-9.67%

Dividends

GDX vs. KGC - Dividend Comparison

GDX's dividend yield for the trailing twelve months is around 0.79%, more than KGC's 0.57% yield.


PositionTTM20252024202320222021202020192018201720162015
GDX
VanEck Gold Miners ETF
0.79%0.74%1.19%1.61%1.66%1.67%0.53%0.67%0.50%0.76%0.26%0.85%
KGC
Kinross Gold Corporation
0.57%0.44%1.29%1.98%2.93%2.69%0.82%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.91, GDX and KGC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

KGC has higher volatility (18.21%) compared to GDX (17.20%). In terms of maximum drawdown, GDX dropped -80.34% vs KGC's -96.00%.

KGC currently has the higher Sharpe Ratio (1.29 vs 1.09), 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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