KAP.IL vs. ^GSPC

Last updated Jul 21, 2026

KAP.IL (JSC National Atomic Company Kazatomprom) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 5 years, KAP.IL returned 26.63%/yr vs 11.30%/yr for ^GSPC. At a 0.14 correlation, their price movements are largely independent.

Performance

KAP.IL vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JSC National Atomic Company Kazatomprom (KAP.IL) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, KAP.IL achieves a 19.35% return, which is significantly higher than ^GSPC's 8.73% return.

KAP.IL

• 1D: -0.30%
• 1M: -5.53%
• 6M: -10.24%
• YTD: 19.35%
• 1Y: 52.23%
• 3Y*: 41.61%
• 5Y*: 26.63%
• 10Y*: —
• ALL TIME*: 32.29%

^GSPC

• 1D: -0.19%
• 1M: -0.76%
• 6M: 7.25%
• YTD: 8.73%
• 1Y: 18.21%
• 3Y*: 17.95%
• 5Y*: 11.30%
• 10Y*: 13.09%
• ALL TIME*: 8.08%

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

KAP.IL vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
KAP.IL JSC National Atomic Company Kazatomprom	19.35%	56.07%	-1.79%	55.12%	-17.26%	115.04%	48.04%	1.25%	13.42%
^GSPC S&P 500 Index	8.73%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-8.05%

Correlation

The correlation between KAP.IL and ^GSPC is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.23
Correlation (3Y) Calculated over the trailing 3-year period	0.16
Correlation (5Y) Calculated over the trailing 5-year period	0.18
Correlation (All Time) Calculated using the full available price history since Nov 13, 2018	0.14

Return for Risk

KAP.IL vs. ^GSPC — Risk / Return Rank

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

KAP.IL

KAP.IL Risk / Return Rank: 77
KAP.IL Sharpe Ratio Rank: 78
KAP.IL Sortino Ratio Rank: 75
KAP.IL Omega Ratio Rank: 73
KAP.IL Calmar Ratio Rank: 78
KAP.IL Martin Ratio Rank: 78

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 65
^GSPC Sortino Ratio Rank: 63
^GSPC Omega Ratio Rank: 67
^GSPC Calmar Ratio Rank: 61
^GSPC Martin Ratio Rank: 79

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.

KAP.IL vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JSC National Atomic Company Kazatomprom (KAP.IL) and S&P 500 Index (^GSPC). 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.

	KAP.IL	^GSPC	Difference
Sharpe ratio: Return per unit of total volatility	1.10	1.45	-0.35
Sortino ratio: Return per unit of downside risk	1.74	2.03	-0.28
Omega ratio: Gain probability vs. loss probability	1.21	1.26	-0.05
Calmar ratio: Return relative to maximum drawdown	1.89	2.01	-0.12
Martin ratio: Return relative to average drawdown	4.48	8.68	-4.20

KAP.IL vs. ^GSPC - Sharpe Ratio Comparison

The current KAP.IL Sharpe Ratio is 1.10, which is comparable to the ^GSPC Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of KAP.IL and ^GSPC, 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

KAP.IL vs. ^GSPC - Drawdown Comparison

The maximum KAP.IL drawdown since its inception was -49.67%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for KAP.IL and ^GSPC.

Drawdown Indicators

	KAP.IL	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-49.67%	-56.78%	+7.11%
Max Drawdown (1Y) Largest decline over 1 year	-27.52%	-9.10%	-18.42%
Max Drawdown (3Y) Largest decline over 3 years	-33.25%	-18.90%	-14.35%
Max Drawdown (5Y) Largest decline over 5 years	-49.67%	-25.43%	-24.24%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.92%	—
Current Drawdown Current decline from peak	-26.97%	-2.19%	-24.78%
Average Drawdown Average peak-to-trough decline	-15.09%	-10.70%	-4.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.61%	2.10%	+9.51%

Volatility

KAP.IL vs. ^GSPC - Volatility Comparison

JSC National Atomic Company Kazatomprom (KAP.IL) has a higher volatility of 7.63% compared to S&P 500 Index (^GSPC) at 3.13%. This indicates that KAP.IL's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	KAP.IL	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.63%	3.13%	+4.50%
Volatility (6M) Calculated over the trailing 6-month period	34.73%	10.04%	+24.69%
Volatility (1Y) Calculated over the trailing 1-year period	47.38%	12.62%	+34.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	47.05%	16.98%	+30.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	42.74%	18.06%	+24.68%

Frequently Asked Questions

Can I hold both KAP.IL and ^GSPC in my portfolio?

KAP.IL and ^GSPC have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.