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Korea Petro Chemical Ind (006650.KS) Sharpe Ratio: 0.80

Equity · Currency in KRW · Last updated Jun 5, 2026

Korea Petrochemical Ind. Co., Ltd. engages in the production and supply of petrochemicals in Korea and internationally. It offers olefins, such as ethylene, propylene, mixed C4, 1-butene, n-butane, isobutane, C4 and C3 LPG, H2, and Raw C5; aromatics, including benzene, toluene, mixed xylene, TPG, hexane (MH), C9+, and H-RPG+; EO/EG, consisting of MEG, DEG, TEG, PEG, and EO; PP products, used for injection, yarn, film, fiber, pipe, sheet, wire and cable, and LiBS separator products; and HDPE products, used for injection, blow, yarn, film, pipe, wire and cable, steel pipe coating, adhesive, UHMWPE, and LiBS separator products. The company was founded in 1970 and is headquartered in Seoul, South Korea.

006650.KS's Sharpe Ratio of 0.80 indicates that for each unit of volatility, it generates 0.80 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 5, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

006650.KS Sharpe Ratio Rank

006650.KS Sharpe Ratio Rank: 66.867
Above Average

006650.KS ranks above 66.8% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

006650.KS Sharpe Ratio Market Positioning

The chart shows 006650.KS's Sharpe Ratio relative to all stocks on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): -0.40 or lower
  • Yellow zone (middle 50%): -0.40 to 1.11
  • Green zone (top 25%): 1.11 or higher
  • Top 1%: 5.40+
  • Median: 0.21 — half of all investments score higher

How it compares to other similar stocks

The table compares Korea Petro Chemical Ind's Sharpe Ratio with other stocks in the Chemicals industry across multiple time periods, showing how 006650.KS's risk-adjusted performance compares to industry peers.

Data shows 1-, 5-, and 10-year periods, plus each stock's all-time average, as of Jun 5, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
014680.KSHansol Chemica2.06
093370.KSFoosung2.05
120110.KSKolon Industries Inc1.75
002380.KSKCC Corporation1.49
005950.KSIsu Chemical Co Ltd1.45
051910.KSLG Chemicals1.42
051915.KSLG Chem Ltd1.34
004000.KSLotte Fine Chemical Co Ltd0.90
017960.KSHankuk Carbon0.82
006650.KSKorea Petro Chemical Ind0.80

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows 006650.KS's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when 006650.KS consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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