PortfoliosLab logoPortfoliosLab logo
KAP.L vs. RHM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

KAP.L vs. RHM.DE - Performance Comparison

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

Loading charts...

Different Trading Currencies

KAP.L is traded in USD, while RHM.DE is traded in EUR. To make them comparable, the RHM.DE 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 higher than RHM.DE's -23.20% return.


KAP.L

1D
-0.14%
1M
-4.01%
YTD
24.37%
6M
19.24%
1Y
76.27%
3Y*
43.77%
5Y*
24.29%
10Y*

RHM.DE

1D
-1.29%
1M
6.14%
YTD
-23.20%
6M
-25.88%
1Y
-30.42%
3Y*
74.89%
5Y*
70.12%
10Y*
38.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KAP.L vs. RHM.DE - 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%
RHM.DE
Rheinmetall AG
-23.20%188.18%104.13%61.77%115.57%-9.52%-3.88%32.69%5.09%

Correlation

The correlation between KAP.L and RHM.DE is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.13

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

0.14

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

KAP.L vs. RHM.DE — 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

RHM.DE
RHM.DE Risk / Return Rank: 1414
Overall Rank
RHM.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
RHM.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
RHM.DE Omega Ratio Rank: 1717
Omega Ratio Rank
RHM.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
RHM.DE Martin Ratio Rank: 66
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. RHM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for National Atomic Co Kazatomprom JSC ADR (KAP.L) and Rheinmetall AG (RHM.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.

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.LRHM.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.29

Sortino ratioReturn per unit of downside risk

+3.01

Omega ratioGain probability vs. loss probability

1.29

0.91

+0.38

Calmar ratioReturn relative to maximum drawdown

2.98

-0.70

+3.68

Martin ratioReturn relative to average drawdown

8.71

-1.51

+10.22

KAP.L vs. RHM.DE - Sharpe Ratio Comparison

The current KAP.L Sharpe Ratio is 1.62, which is higher than the RHM.DE Sharpe Ratio of -0.67. The chart below compares the historical Sharpe Ratios of KAP.L and RHM.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

KAP.L vs. RHM.DE - Drawdown Comparison

The maximum KAP.L drawdown since its inception was -49.67%, smaller than the maximum RHM.DE drawdown of -78.19%. Use the drawdown chart below to compare losses from any high point for KAP.L and RHM.DE.


Loading charts...

Drawdown Indicators


KAP.LRHM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-49.67%

-78.19%

+28.52%

Max Drawdown (1Y)

Largest decline over 1 year

-25.44%

-43.61%

+18.17%

Max Drawdown (3Y)

Largest decline over 3 years

-32.99%

-43.61%

+10.62%

Max Drawdown (5Y)

Largest decline over 5 years

-49.67%

-43.61%

-6.06%

Max Drawdown (10Y)

Largest decline over 10 years

-66.25%

Current Drawdown

Current decline from peak

-23.90%

-39.60%

+15.70%

Average Drawdown

Average peak-to-trough decline

-14.95%

-23.94%

+8.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.73%

20.10%

-11.37%

Volatility

KAP.L vs. RHM.DE - Volatility Comparison

The current volatility for National Atomic Co Kazatomprom JSC ADR (KAP.L) is 10.50%, while Rheinmetall AG (RHM.DE) has a volatility of 11.77%. This indicates that KAP.L experiences smaller price fluctuations and is considered to be less risky than RHM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


KAP.LRHM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.50%

11.77%

-1.27%

Volatility (6M)

Calculated over the trailing 6-month period

37.79%

34.25%

+3.54%

Volatility (1Y)

Calculated over the trailing 1-year period

46.86%

45.54%

+1.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.13%

42.88%

+4.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.86%

38.75%

+4.11%

Dividends

KAP.L vs. RHM.DE - Dividend Comparison

KAP.L's dividend yield for the trailing twelve months is around 3.61%, more than RHM.DE's 0.95% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
RHM.DE
Rheinmetall AG
0.95%0.52%0.93%1.50%1.77%2.41%2.77%2.05%2.20%1.37%1.72%0.49%

Financials

KAP.L vs. RHM.DE - Financials Comparison

This section allows you to compare key financial metrics between National Atomic Co Kazatomprom JSC ADR and Rheinmetall AG. 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, RHM.DE values in EUR

Frequently Asked Questions


KAP.L and RHM.DE have a correlation of 0.12, 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 KAP.L and RHM.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer