KGC vs. GLD

In the year-to-date period, KGC achieves a 51.00% return, which is significantly higher than GLD's 23.09% return. Over the past 10 years, KGC has outperformed GLD with an annualized return of 20.39%, while GLD has yielded a comparatively lower 9.93% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Kinross Gold Corporation (KGC) and SPDR Gold Trust (GLD). 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.

The current KGC Sharpe Ratio is 1.78, which is comparable to the GLD Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of KGC and GLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

KGC's dividend yield for the trailing twelve months is around 0.86%, while GLD has not paid dividends to shareholders.

The maximum KGC drawdown since its inception was -96.04%, which is greater than GLD's maximum drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for KGC and GLD. For additional features, visit the drawdowns tool.

Kinross Gold Corporation (KGC) has a higher volatility of 14.84% compared to SPDR Gold Trust (GLD) at 8.55%. This indicates that KGC's price experiences larger fluctuations and is considered to be riskier than GLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.