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KAP.L vs. ENGI.PA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

KAP.L vs. ENGI.PA

Last updated Jun 10, 2026

KAP.L (National Atomic Co Kazatomprom JSC ADR) and ENGI.PA (ENGIE SA) are both stocks. KAP.L operates in Uranium (Energy), while ENGI.PA operates in Utilities - Diversified (Utilities). Over the past 5 years, KAP.L returned 24.29%/yr vs 25.85%/yr for ENGI.PA. At a 0.10 correlation, their price movements are largely independent.

Performance

KAP.L vs. ENGI.PA - Performance Comparison

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

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Different Trading Currencies

KAP.L is traded in USD, while ENGI.PA is traded in EUR. To make them comparable, the ENGI.PA values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, KAP.L achieves a 24.37% return, which is significantly lower than ENGI.PA's 26.99% return.

KAP.L

1D
-0.14%
1M
-0.00%
YTD
24.37%
6M
19.24%
1Y
78.84%
3Y*
43.77%
5Y*
24.29%
10Y*
—

ENGI.PA

1D
0.26%
1M
-0.27%
YTD
26.99%
6M
31.21%
1Y
45.56%
3Y*
37.58%
5Y*
25.85%
10Y*
14.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KAP.L vs. ENGI.PA - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
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%
ENGI.PA
ENGIE SA		26.99%80.31%-1.09%34.91%4.06%0.90%-5.36%15.85%1.86%

Correlation

The correlation between KAP.L and ENGI.PA is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.11

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

0.08

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

0.12

Correlation (All Time)
Calculated using the full available price history since Nov 13, 2018

0.10

Compare stocks, funds, or ETFs

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

National Atomic Co Kazatomprom JSC ADR

ENGIE SA

Often compared with KAP.L:
KAP.L vs. CCJKAP.L vs. URAKAP.L vs. CCO.TOKAP.L vs. URNMKAP.L vs. BEKAP.L vs. VOOKAP.L vs. SMH
Often compared with ENGI.PA:
ENGI.PA vs. HSBK.LENGI.PA vs. IBE.MCENGI.PA vs. TTEENGI.PA vs. OTTRENGI.PA vs. TTE.LENGI.PA vs. NEEENGI.PA vs. TSM

Return for Risk

KAP.L vs. ENGI.PA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
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
ENGI.PA
ENGI.PA Risk / Return Rank: 8989
Overall Rank
ENGI.PA Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ENGI.PA Sortino Ratio Rank: 9191
Sortino Ratio Rank
ENGI.PA Omega Ratio Rank: 9090
Omega Ratio Rank
ENGI.PA Calmar Ratio Rank: 8787
Calmar Ratio Rank
ENGI.PA Martin Ratio Rank: 8787
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.

KAP.L vs. ENGI.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for National Atomic Co Kazatomprom JSC ADR (KAP.L) and ENGIE SA (ENGI.PA). 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.LENGI.PADifference
Sharpe ratioReturn per unit of total volatility
1.62
2.12

-0.50

Sortino ratioReturn per unit of downside risk
2.26
2.86

-0.60

Omega ratioGain probability vs. loss probability

1.29

1.38

-0.09

Calmar ratioReturn relative to maximum drawdown

2.98

3.22

-0.24

Martin ratioReturn relative to average drawdown

8.71

8.05

+0.65

KAP.L vs. ENGI.PA - Sharpe Ratio Comparison

The current KAP.L Sharpe Ratio is 1.62, which is comparable to the ENGI.PA Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of KAP.L and ENGI.PA, 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

KAP.L vs. ENGI.PA - Drawdown Comparison

The maximum KAP.L drawdown since its inception was -49.67%, smaller than the maximum ENGI.PA drawdown of -72.82%. Use the drawdown chart below to compare losses from any high point for KAP.L and ENGI.PA.

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Drawdown Indicators

KAP.LENGI.PADifference

Max Drawdown

Largest peak-to-trough decline

-49.67%

-72.82%

+23.15%

Max Drawdown (1Y)

Largest decline over 1 year

-25.44%

-14.40%

-11.04%

Max Drawdown (3Y)

Largest decline over 3 years

-32.99%

-17.91%

-15.08%

Max Drawdown (5Y)

Largest decline over 5 years

-49.67%

-34.17%

-15.50%

Max Drawdown (10Y)

Largest decline over 10 years

—

-47.76%

—

Current Drawdown

Current decline from peak

-23.90%

-4.05%

-19.85%

Average Drawdown

Average peak-to-trough decline

-14.95%

-46.20%

+31.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.73%

5.79%

+2.94%

Volatility

KAP.L vs. ENGI.PA - Volatility Comparison

National Atomic Co Kazatomprom JSC ADR (KAP.L) has a higher volatility of 10.50% compared to ENGIE SA (ENGI.PA) at 5.33%. This indicates that KAP.L's price experiences larger fluctuations and is considered to be riskier than ENGI.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

KAP.LENGI.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

10.50%

5.33%

+5.17%

Volatility (6M)

Calculated over the trailing 6-month period

37.79%

17.99%

+19.80%

Volatility (1Y)

Calculated over the trailing 1-year period

46.86%

21.95%

+24.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.13%

23.90%

+23.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.86%

25.09%

+17.77%

Dividends

KAP.L vs. ENGI.PA - Dividend Comparison

KAP.L's dividend yield for the trailing twelve months is around 3.61%, less than ENGI.PA's 4.91% yield.

PositionTTM20252024202320222021202020192018201720162015
ENGI.PA
ENGIE SA		4.91%6.60%9.34%8.79%6.35%4.07%0.00%2.57%5.75%5.93%8.25%6.12%
KAP.L
National Atomic Co Kazatomprom JSC ADR		3.56%4.43%7.27%4.26%6.44%3.69%5.14%6.23%0.00%0.00%0.00%0.00%

Financials

KAP.L vs. ENGI.PA - Financials Comparison

This section allows you to compare key financial metrics between National Atomic Co Kazatomprom JSC ADR and ENGIE SA. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.

Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities

Please note, different currencies. KAP.L values in KZT, ENGI.PA values in EUR

Frequently Asked Questions

KAP.L and ENGI.PA have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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