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Mirae Asset Daewoo Securities Co Ltd (006800.KS) Sharpe Ratio: 1.06

Equity · Currency in KRW · Last updated Jul 21, 2026

Mirae Asset Securities Co., Ltd. operates as a financial investment company in South Korea and internationally. It operates through Wealth Management, Investment Banking, Sales & Trading, and Principal Investment & Others segments. The company provides domestic and international stocks, exchange-traded fund, ELS/DLS, and mutual funds; pensions; a digital platform for wealth management services; securities brokerage; and wealth management and financial consulting services. It offers corporate consulting and financial services, such as initial public offerings (IPOs), corporate bonds, equity-linked bonds, global bonds, rights issues, real estate project financing, and asset-backed securities, as well as pre-IPO and mezzanine investments, private equity funds, special purpose companies, real estate investment trusts, and M&A advisory services. In addition, it engages in bond dealing and brokerage, hedge fund management, principal investment, and other related activities, as well as supplies derivatives. Further, the company is involved in small and medium enterprise, startup investment, and management of startup investment associations; sale, acquisition, and trade of proprietary assets; trust asset management; insurance; stock brokerage, investment business, and investment advisory business; and real estate investment and leasing. The company was formerly known as Mirae Asset Daewoo Co., Ltd. and changed its name to Mirae Asset Securities Co. Ltd. in March 2021. Mirae Asset Securities Co., Ltd. was incorporated in 1970 and is headquartered in Seoul, South Korea.

006800.KS's Sharpe Ratio of 1.06 indicates that for each unit of volatility, it generates 1.06 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 21, 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. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

006800.KS Sharpe Ratio Rank

006800.KS Sharpe Ratio Rank: 77.377
Above Average

006800.KS ranks above 77.3% 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

006800.KS Sharpe Ratio Market Positioning

The chart shows 006800.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%): -0.46 or lower
  • Yellow zone (middle 50%): -0.46 to 0.95
  • Green zone (top 25%): 0.95 or higher
  • Top 1%: 4.27+
  • Median: 0.11 — half of all investments score higher

How it compares to other similar stocks

The table compares Mirae Asset Daewoo Securities Co Ltd's Sharpe Ratio with other stocks in the Capital Markets industry across multiple time periods, showing how 006800.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 Jul 21, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
005945.KSNh Investment And Securities 1p1.25
071055.KSKorea Investment Holdings Co Ltd1.16
006800.KSMirae Asset Daewoo Securities Co Ltd1.06
071050.KSKorea Investment Holdings Co0.81
005940.KSNH Investment & Securities Co Ltd0.80
016360.KSSamsung Securities0.76
001275.KSBookook Securities Co Ltd0.73
001755.KSHanyang Securities Co Ltd0.44
00680K.KSMirae Asset Daewoo Co Ltd Pref0.44
006805.KSMirae Asset Daewoo Co Ltd0.35

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows 006800.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 006800.KS consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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