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IAU vs. KAP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IAU vs. KAP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Gold Trust (IAU) and National Atomic Co Kazatomprom JSC ADR (KAP.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IAU achieves a -2.44% return, which is significantly lower than KAP.L's 24.37% return.


IAU

1D
0.08%
1M
-9.54%
YTD
-2.44%
6M
-2.22%
1Y
22.32%
3Y*
29.07%
5Y*
17.23%
10Y*
12.31%

KAP.L

1D
-0.14%
1M
-0.00%
YTD
24.37%
6M
19.24%
1Y
78.84%
3Y*
43.77%
5Y*
24.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IAU vs. KAP.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IAU
iShares Gold Trust
-2.44%63.95%26.85%12.84%-0.63%-4.00%25.03%17.98%6.78%
KAP.L
National Atomic Co Kazatomprom JSC ADR
24.37%56.56%-1.41%55.12%-17.73%114.56%48.37%1.25%13.42%

Correlation

The correlation between IAU and KAP.L 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

0.12

The correlation between IAU and KAP.L 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

IAU vs. KAP.L — Risk / Return Rank

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

IAU
IAU Risk / Return Rank: 2626
Overall Rank
IAU Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IAU Sortino Ratio Rank: 2525
Sortino Ratio Rank
IAU Omega Ratio Rank: 3030
Omega Ratio Rank
IAU Calmar Ratio Rank: 2424
Calmar Ratio Rank
IAU Martin Ratio Rank: 2424
Martin Ratio Rank

KAP.L
KAP.L Risk / Return Rank: 8282
Overall Rank
KAP.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
KAP.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
KAP.L Omega Ratio Rank: 7979
Omega Ratio Rank
KAP.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
KAP.L Martin Ratio Rank: 8686
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.

IAU vs. KAP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Trust (IAU) and National Atomic Co Kazatomprom JSC ADR (KAP.L). 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.


IAUKAP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.74

Sortino ratioReturn per unit of downside risk

-1.02

Omega ratioGain probability vs. loss probability

1.19

1.29

-0.10

Calmar ratioReturn relative to maximum drawdown

0.99

2.98

-2.00

Martin ratioReturn relative to average drawdown

2.83

8.71

-5.87

IAU vs. KAP.L - Sharpe Ratio Comparison

The current IAU Sharpe Ratio is 0.89, which is lower than the KAP.L Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of IAU and KAP.L, 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

IAU vs. KAP.L - Drawdown Comparison

The maximum IAU drawdown since its inception was -45.14%, smaller than the maximum KAP.L drawdown of -49.67%. Use the drawdown chart below to compare losses from any high point for IAU and KAP.L.


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Drawdown Indicators


IAUKAP.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.14%

-49.67%

+4.53%

Max Drawdown (1Y)

Largest decline over 1 year

-24.40%

-25.44%

+1.04%

Max Drawdown (3Y)

Largest decline over 3 years

-24.40%

-32.99%

+8.59%

Max Drawdown (5Y)

Largest decline over 5 years

-24.40%

-49.67%

+25.27%

Max Drawdown (10Y)

Largest decline over 10 years

-24.40%

Current Drawdown

Current decline from peak

-22.03%

-23.90%

+1.87%

Average Drawdown

Average peak-to-trough decline

-15.97%

-14.95%

-1.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.47%

8.73%

-0.26%

Volatility

IAU vs. KAP.L - Volatility Comparison

The current volatility for iShares Gold Trust (IAU) is 7.70%, while National Atomic Co Kazatomprom JSC ADR (KAP.L) has a volatility of 10.50%. This indicates that IAU experiences smaller price fluctuations and is considered to be less risky than KAP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IAUKAP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.70%

10.50%

-2.80%

Volatility (6M)

Calculated over the trailing 6-month period

23.94%

37.79%

-13.85%

Volatility (1Y)

Calculated over the trailing 1-year period

27.17%

46.86%

-19.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.16%

47.13%

-28.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.02%

42.86%

-26.84%

Dividends

IAU vs. KAP.L - Dividend Comparison

IAU has not paid dividends to shareholders, while KAP.L's dividend yield for the trailing twelve months is around 3.61%.


PositionTTM2025202420232022202120202019
IAU
iShares Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KAP.L
National Atomic Co Kazatomprom JSC ADR
3.56%4.43%7.27%4.26%6.44%3.69%5.14%6.23%

Frequently Asked Questions


IAU and KAP.L 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.

Portfolio Optimizer

Find the right allocation for IAU and KAP.L

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