KGC vs. GSIB
KGC (Kinross Gold Corporation) is a stock, while GSIB (Themes Global Systemically Important Banks ETF) is Financials Equities fund actively managed by Themes. Over the past year, KGC returned 72.32% vs 41.62% for GSIB. At a 0.25 correlation, their price movements are largely independent.
Performance
KGC vs. GSIB - Performance Comparison
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Returns By Period
In the year-to-date period, KGC achieves a -7.93% return, which is significantly lower than GSIB's 10.39% return.
KGC
- 1D
- -1.37%
- 1M
- -17.82%
- YTD
- -7.93%
- 6M
- -2.01%
- 1Y
- 72.32%
- 3Y*
- 76.89%
- 5Y*
- 29.50%
- 10Y*
- 18.75%
GSIB
- 1D
- 0.33%
- 1M
- 4.05%
- YTD
- 10.39%
- 6M
- 15.52%
- 1Y
- 41.62%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
KGC vs. GSIB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
KGC Kinross Gold Corporation | -7.93% | 206.11% | 55.63% | -1.14% |
GSIB Themes Global Systemically Important Banks ETF | 10.39% | 61.67% | 32.86% | 1.75% |
Correlation
The correlation between KGC and GSIB is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Dec 15, 2023 | 0.25 |
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Return for Risk
KGC vs. GSIB — Risk / Return Rank
KGC
GSIB
KGC vs. GSIB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kinross Gold Corporation (KGC) and Themes Global Systemically Important Banks ETF (GSIB). 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.
| KGC | GSIB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.98 | ||
| Sortino ratioReturn per unit of downside risk | -1.50 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.40 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.28 | 3.01 | -0.73 |
| Martin ratioReturn relative to average drawdown | 6.11 | 10.59 | -4.49 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| KGC | GSIB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.43 | 2.41 | -0.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 2.36 | -2.28 |
Drawdowns
KGC vs. GSIB - Drawdown Comparison
The maximum KGC drawdown since its inception was -96.00%, which is greater than GSIB's maximum drawdown of -17.71%. Use the drawdown chart below to compare losses from any high point for KGC and GSIB.
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Drawdown Indicators
| KGC | GSIB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.00% | -17.71% | -78.29% |
Max Drawdown (1Y)Largest decline over 1 year | -31.89% | -13.90% | -17.99% |
Max Drawdown (3Y)Largest decline over 3 years | -31.89% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -60.31% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -67.75% | — | — |
Current DrawdownCurrent decline from peak | -31.89% | -1.13% | -30.76% |
Average DrawdownAverage peak-to-trough decline | -57.62% | -2.06% | -55.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.88% | 3.94% | +7.94% |
Volatility
KGC vs. GSIB - Volatility Comparison
Kinross Gold Corporation (KGC) has a higher volatility of 16.41% compared to Themes Global Systemically Important Banks ETF (GSIB) at 4.58%. This indicates that KGC's price experiences larger fluctuations and is considered to be riskier than GSIB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KGC | GSIB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.41% | 4.58% | +11.83% |
Volatility (6M)Calculated over the trailing 6-month period | 39.75% | 14.13% | +25.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.78% | 17.39% | +33.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.07% | 18.46% | +25.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.95% | 18.46% | +28.49% |
Dividends
KGC vs. GSIB - Dividend Comparison
KGC's dividend yield for the trailing twelve months is around 0.56%, less than GSIB's 1.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
GSIB Themes Global Systemically Important Banks ETF | 1.73% | 1.91% | 1.67% | 0.00% | 0.00% | 0.00% | 0.00% |
KGC Kinross Gold Corporation | 0.56% | 0.44% | 1.29% | 1.98% | 2.93% | 2.69% | 0.82% |
Frequently Asked Questions
KGC and GSIB have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KGC has higher volatility (16.41%) compared to GSIB (4.58%). In terms of maximum drawdown, KGC dropped -96.00% vs GSIB's -17.71%.
GSIB currently has the higher Sharpe Ratio (2.41 vs 1.43), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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