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MEUD.L vs. KAP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MEUD.L vs. KAP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L) and National Atomic Co Kazatomprom JSC ADR (KAP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, MEUD.L achieves a 7.81% return, which is significantly lower than KAP.L's 25.01% return.


MEUD.L

1D
1.76%
1M
3.68%
YTD
7.81%
6M
9.49%
1Y
19.78%
3Y*
14.48%
5Y*
9.92%
10Y*
11.01%

KAP.L

1D
-0.06%
1M
-3.17%
YTD
25.01%
6M
18.95%
1Y
79.07%
3Y*
40.87%
5Y*
25.58%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MEUD.L vs. KAP.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
MEUD.L
Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc
7.81%26.51%3.65%13.48%-5.04%17.06%3.85%20.40%-3.90%
KAP.L
National Atomic Co Kazatomprom JSC ADR
25.01%45.40%0.31%47.37%-7.95%116.59%44.01%-2.60%15.31%

Correlation

The correlation between MEUD.L and KAP.L is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.19

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

0.24

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

0.21

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Return for Risk

MEUD.L vs. KAP.L — Risk / Return Rank

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

MEUD.L
MEUD.L Risk / Return Rank: 5050
Overall Rank
MEUD.L Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
MEUD.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
MEUD.L Omega Ratio Rank: 5656
Omega Ratio Rank
MEUD.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
MEUD.L Martin Ratio Rank: 4646
Martin Ratio Rank

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
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.

MEUD.L vs. KAP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L) and National Atomic Co Kazatomprom JSC ADR (KAP.L). 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.


MEUD.LKAP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

-0.07

Omega ratioGain probability vs. loss probability

1.30

1.30

0.00

Calmar ratioReturn relative to maximum drawdown

1.87

3.11

-1.24

Martin ratioReturn relative to average drawdown

6.77

9.09

-2.32

MEUD.L vs. KAP.L - Sharpe Ratio Comparison

The current MEUD.L Sharpe Ratio is 1.60, which is comparable to the KAP.L Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of MEUD.L and KAP.L, 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

MEUD.L vs. KAP.L - Drawdown Comparison

The maximum MEUD.L drawdown since its inception was -28.57%, smaller than the maximum KAP.L drawdown of -46.41%. Use the drawdown chart below to compare losses from any high point for MEUD.L and KAP.L.


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Drawdown Indicators


MEUD.LKAP.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.57%

-46.41%

+17.84%

Max Drawdown (1Y)

Largest decline over 1 year

-10.53%

-25.26%

+14.73%

Max Drawdown (3Y)

Largest decline over 3 years

-12.61%

-35.54%

+22.93%

Max Drawdown (5Y)

Largest decline over 5 years

-17.09%

-46.41%

+29.32%

Max Drawdown (10Y)

Largest decline over 10 years

-28.57%

Current Drawdown

Current decline from peak

-0.20%

-23.54%

+23.34%

Average Drawdown

Average peak-to-trough decline

-6.89%

-14.43%

+7.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

8.67%

-5.75%

Volatility

MEUD.L vs. KAP.L - Volatility Comparison

The current volatility for Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L) is 3.54%, while National Atomic Co Kazatomprom JSC ADR (KAP.L) has a volatility of 10.41%. This indicates that MEUD.L experiences smaller price fluctuations and is considered to be less risky than KAP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MEUD.LKAP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.54%

10.41%

-6.87%

Volatility (6M)

Calculated over the trailing 6-month period

10.39%

36.74%

-26.35%

Volatility (1Y)

Calculated over the trailing 1-year period

12.31%

45.99%

-33.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.02%

46.59%

-30.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.93%

42.69%

-25.76%

Dividends

MEUD.L vs. KAP.L - Dividend Comparison

MEUD.L has not paid dividends to shareholders, while KAP.L's dividend yield for the trailing twelve months is around 3.61%.


PositionTTM2025202420232022202120202019
KAP.L
National Atomic Co Kazatomprom JSC ADR
3.56%4.43%7.27%4.26%6.44%3.69%5.14%6.23%
MEUD.L
Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MEUD.L and KAP.L have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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