GLD vs. KAP.IL
GLD (SPDR Gold Shares) is Gold fund tracking the LBMA Gold Price PM, while KAP.IL (JSC National Atomic Company Kazatomprom) is a stock. Over the past 5 years, GLD returned 17.08%/yr vs 24.26%/yr for KAP.IL. At a 0.11 correlation, their price movements are largely independent.
Performance
GLD vs. KAP.IL - Performance Comparison
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Returns By Period
In the year-to-date period, GLD achieves a -2.47% return, which is significantly lower than KAP.IL's 24.37% return.
GLD
- 1D
- 0.06%
- 1M
- -9.52%
- YTD
- -2.47%
- 6M
- -2.25%
- 1Y
- 22.21%
- 3Y*
- 28.89%
- 5Y*
- 17.08%
- 10Y*
- 12.15%
KAP.IL
- 1D
- -0.14%
- 1M
- -0.00%
- YTD
- 24.37%
- 6M
- 19.24%
- 1Y
- 78.29%
- 3Y*
- 43.43%
- 5Y*
- 24.26%
- 10Y*
- —
GLD vs. KAP.IL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
GLD SPDR Gold Shares | -2.47% | 63.68% | 26.66% | 12.69% | -0.77% | -4.15% | 24.81% | 17.86% | 6.68% |
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 GLD and KAP.IL is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2018 | 0.11 |
The correlation between GLD and KAP.IL shifts across timeframes, from 0.10 (3 years) to 0.22 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
GLD vs. KAP.IL — Risk / Return Rank
GLD
KAP.IL
GLD vs. KAP.IL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Gold Shares (GLD) 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.
| GLD | KAP.IL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.74 | ||
| Sortino ratioReturn per unit of downside risk | -1.02 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.29 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.98 | 2.96 | -1.98 |
| Martin ratioReturn relative to average drawdown | 2.81 | 8.64 | -5.83 |
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Drawdowns
GLD vs. KAP.IL - Drawdown Comparison
The maximum GLD drawdown since its inception was -45.56%, smaller than the maximum KAP.IL drawdown of -49.67%. Use the drawdown chart below to compare losses from any high point for GLD and KAP.IL.
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Drawdown Indicators
| GLD | KAP.IL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.56% | -49.67% | +4.11% |
Max Drawdown (1Y)Largest decline over 1 year | -24.46% | -25.44% | +0.98% |
Max Drawdown (3Y)Largest decline over 3 years | -24.46% | -33.25% | +8.79% |
Max Drawdown (5Y)Largest decline over 5 years | -24.46% | -49.67% | +25.21% |
Max Drawdown (10Y)Largest decline over 10 years | -24.46% | — | — |
Current DrawdownCurrent decline from peak | -22.05% | -23.90% | +1.85% |
Average DrawdownAverage peak-to-trough decline | -16.16% | -14.97% | -1.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.49% | 8.73% | -0.24% |
Volatility
GLD vs. KAP.IL - Volatility Comparison
The current volatility for SPDR Gold Shares (GLD) is 7.79%, while JSC National Atomic Company Kazatomprom (KAP.IL) has a volatility of 10.50%. This indicates that GLD experiences smaller price fluctuations and is considered to be less risky than KAP.IL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GLD | KAP.IL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.79% | 10.50% | -2.71% |
Volatility (6M)Calculated over the trailing 6-month period | 24.10% | 37.79% | -13.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.37% | 46.83% | -19.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.22% | 47.34% | -29.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.08% | 42.88% | -26.80% |
Dividends
GLD vs. KAP.IL - Dividend Comparison
GLD has not paid dividends to shareholders, while KAP.IL's dividend yield for the trailing twelve months is around 3.38%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
GLD SPDR Gold Shares | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
KAP.IL JSC National Atomic Company Kazatomprom | 3.38% | 4.20% | 6.85% | 4.26% | 6.94% | 3.69% | 5.15% | 6.23% |
Frequently Asked Questions
GLD and KAP.IL have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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