PortfoliosLab logoPortfoliosLab logo
GLDU.TO vs. KIN2.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GLDU.TO vs. KIN2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BetaPro Gold Bullion 2x Daily Bull ETF (GLDU.TO) and Kinross Gold Corporation (KIN2.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

GLDU.TO vs. KIN2.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
GLDU.TO
BetaPro Gold Bullion 2x Daily Bull ETF
9.50%128.66%42.19%13.27%-9.80%-14.02%35.05%5.98%
KIN2.DE
Kinross Gold Corporation
5.24%200.11%68.32%44.32%-19.90%-23.71%56.35%6.56%
Different Trading Currencies

GLDU.TO is traded in CAD, while KIN2.DE is traded in EUR. To make them comparable, the KIN2.DE values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, GLDU.TO achieves a 9.50% return, which is significantly higher than KIN2.DE's 5.24% return.


GLDU.TO

1D
7.51%
1M
-22.65%
YTD
9.50%
6M
30.74%
1Y
82.43%
3Y*
52.61%
5Y*
31.17%
10Y*
17.13%

KIN2.DE

1D
3.01%
1M
-17.74%
YTD
5.24%
6M
21.84%
1Y
130.73%
3Y*
88.59%
5Y*
38.47%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

GLDU.TO vs. KIN2.DE — Risk / Return Rank

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

GLDU.TO
GLDU.TO Risk / Return Rank: 7676
Overall Rank
GLDU.TO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
GLDU.TO Sortino Ratio Rank: 7474
Sortino Ratio Rank
GLDU.TO Omega Ratio Rank: 7373
Omega Ratio Rank
GLDU.TO Calmar Ratio Rank: 8181
Calmar Ratio Rank
GLDU.TO Martin Ratio Rank: 7373
Martin Ratio Rank

KIN2.DE
KIN2.DE Risk / Return Rank: 9292
Overall Rank
KIN2.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
KIN2.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
KIN2.DE Omega Ratio Rank: 8989
Omega Ratio Rank
KIN2.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
KIN2.DE Martin Ratio Rank: 9393
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.

GLDU.TO vs. KIN2.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BetaPro Gold Bullion 2x Daily Bull ETF (GLDU.TO) and Kinross Gold Corporation (KIN2.DE). 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.


GLDU.TOKIN2.DEDifference

Sharpe ratio

Return per unit of total volatility

1.50

2.77

-1.26

Sortino ratio

Return per unit of downside risk

1.91

2.94

-1.03

Omega ratio

Gain probability vs. loss probability

1.28

1.40

-0.12

Calmar ratio

Return relative to maximum drawdown

2.29

4.25

-1.96

Martin ratio

Return relative to average drawdown

7.72

14.15

-6.43

GLDU.TO vs. KIN2.DE - Sharpe Ratio Comparison

The current GLDU.TO Sharpe Ratio is 1.50, which is lower than the KIN2.DE Sharpe Ratio of 2.77. The chart below compares the historical Sharpe Ratios of GLDU.TO and KIN2.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


GLDU.TOKIN2.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

2.77

-1.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

0.95

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.85

-0.62

Correlation

The correlation between GLDU.TO and KIN2.DE is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

GLDU.TO vs. KIN2.DE - Dividend Comparison

GLDU.TO has not paid dividends to shareholders, while KIN2.DE's dividend yield for the trailing twelve months is around 0.28%.


TTM202520242023202220212020
GLDU.TO
BetaPro Gold Bullion 2x Daily Bull ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KIN2.DE
Kinross Gold Corporation
0.28%0.28%0.79%1.30%1.97%1.42%0.55%

Drawdowns

GLDU.TO vs. KIN2.DE - Drawdown Comparison

The maximum GLDU.TO drawdown since its inception was -77.99%, which is greater than KIN2.DE's maximum drawdown of -69.25%. Use the drawdown chart below to compare losses from any high point for GLDU.TO and KIN2.DE.


Loading graphics...

Drawdown Indicators


GLDU.TOKIN2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-77.99%

-63.16%

-14.83%

Max Drawdown (1Y)

Largest decline over 1 year

-38.13%

-28.99%

-9.14%

Max Drawdown (5Y)

Largest decline over 5 years

-41.18%

-54.53%

+13.35%

Max Drawdown (10Y)

Largest decline over 10 years

-49.01%

Current Drawdown

Current decline from peak

-28.76%

-20.54%

-8.22%

Average Drawdown

Average peak-to-trough decline

-49.03%

-25.60%

-23.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.33%

8.66%

+2.67%

Volatility

GLDU.TO vs. KIN2.DE - Volatility Comparison

BetaPro Gold Bullion 2x Daily Bull ETF (GLDU.TO) has a higher volatility of 21.95% compared to Kinross Gold Corporation (KIN2.DE) at 15.81%. This indicates that GLDU.TO's price experiences larger fluctuations and is considered to be riskier than KIN2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


GLDU.TOKIN2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.95%

15.81%

+6.14%

Volatility (6M)

Calculated over the trailing 6-month period

48.49%

37.07%

+11.42%

Volatility (1Y)

Calculated over the trailing 1-year period

55.12%

46.93%

+8.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.85%

40.57%

-4.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.39%

45.11%

-12.72%