KSPI.L vs. ^GSPC

Last updated Apr 3, 2026

Compare and contrast key facts about Kaspi Bank Joint Stock Company (KSPI.L) and S&P 500 Index (^GSPC).

Performance

KSPI.L vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kaspi Bank Joint Stock Company (KSPI.L) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

KSPI.L vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
KSPI.L Kaspi Bank Joint Stock Company	0.00%	0.00%	31.09%	41.48%	-36.02%	80.80%	61.69%
^GSPC S&P 500 Index	-3.84%	16.39%	23.31%	24.23%	-19.44%	26.89%	7.83%

Returns By Period

KSPI.L

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

^GSPC

• 1D: 0.11%
• 1M: -3.43%
• YTD: -3.84%
• 6M: -1.98%
• 1Y: 16.08%
• 3Y*: 16.86%
• 5Y*: 10.37%
• 10Y*: 12.29%

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

Return for Risk

KSPI.L vs. ^GSPC — Risk / Return Rank

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

^GSPC

^GSPC Risk / Return Rank: 58
^GSPC Sharpe Ratio Rank: 52
^GSPC Sortino Ratio Rank: 55
^GSPC Omega Ratio Rank: 59
^GSPC Calmar Ratio Rank: 52
^GSPC Martin Ratio Rank: 71

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.

KSPI.L vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kaspi Bank Joint Stock Company (KSPI.L) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	KSPI.L	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.88	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.62	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.46	—

Correlation

The correlation between KSPI.L and ^GSPC is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Drawdowns

Drawdown Indicators

	KSPI.L	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	—	-56.78%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-9.10%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.43%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.92%	—
Current Drawdown Current decline from peak	—	-5.67%	—
Average Drawdown Average peak-to-trough decline	—	-10.75%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.62%	—

Volatility

Volatility by Period

	KSPI.L	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.29%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.55%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	18.33%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	16.90%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	18.04%	—