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Korea Shipbuilding & Offshore Engineering Co Ltd (009540.KS) Sortino Ratio: 0.88

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

HD Korea Shipbuilding & Offshore Engineering Co., Ltd. engages in shipbuilding and offshore engineering businesses in South Korea. The company builds commercial ships, including tankers, containerships, product/chemical carriers, bulk carriers, LNG and LPG carriers, FSRU, LEG carrier, PCTC, Ro-Pax, RO-RO, LNG bunkering vessel; fixed platform and floating units for offshore plant; power and petrochemical plants for industrial plant; naval ships, such as destroyer, frigate, corvette, logistics support vessel, landing ship tank, mine laying ship, research vessel, tug and salvage ship, training vessel, fleet support vessel, fast attack vessel, fast attack craft, patrol/salvage vessel, and underwater combatant. It provides two-stroke and four-stroke marine engines; equipment, such as propeller, shaft and rudder stock, scrubber, selective catalytic reduction system, and ballast water treatment system; engine power plants; industrial boilers; solar modules and systems; process equipment; ITER; space launch complex; industrial cranes; marine system solutions. The company was formerly known as Korea Shipbuilding & Offshore Engineering Co., Ltd. HD Korea Shipbuilding & Offshore Engineering Co., Ltd. was founded in 1972 and is headquartered in Seongnam-si, South Korea.

009540.KS's Sortino Ratio of 0.88 indicates that for each unit of downside volatility, it generates 0.88 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 5, 2026).

Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.

009540.KS Sortino Ratio Rank

009540.KS Sortino Ratio Rank: 51.251
Average

009540.KS ranks above 51.2% of all investments in our database based on Sortino Ratio over the past 12 months, indicating moderate downside protection relative to peers. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with minimal downside volatility → Higher rank
  • Severe or frequent drawdowns → Lower rank
  • Upside volatility → No impact (Sortino doesn't penalize upside swings)

What you can do with this information

  • Returns are proportional to downside risk—neither strong nor weak
  • Evaluate whether downside volatility aligns with your risk tolerance
  • Review higher-ranked alternatives in the same category
  • Monitor rank direction to identify improving or deteriorating trends

009540.KS Sortino Ratio Market Positioning

The chart shows 009540.KS's Sortino Ratio relative to all stocks on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.

  • Red zone (bottom 25%): -0.26 or lower
  • Yellow zone (middle 50%): -0.26 to 2.01
  • Green zone (top 25%): 2.01 or higher
  • Top 1%: 6.56+
  • Median: 0.81 — half of all investments score higher

How it compares to other similar stocks

The table compares Korea Shipbuilding & Offshore Engineering Co Ltd's Sortino Ratio with other stocks in the Aerospace & Defense industry across multiple time periods, showing how 009540.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 Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
272210.KSHanwha Systems Co Ltd2.68
010140.KSSamsung Heavy Industries2.07
079550.KSLIG Nex1 Co Ltd1.76
047810.KSKorea Aerospace Industries1.75
042660.KSDaewoo Shipbuilding1.51
012450.KSHanwha Aerospace Co Ltd1.04
009540.KSKorea Shipbuilding & Offshore Engineering Co Ltd0.88
003570.KSSNT Dynamics Co Ltd0.22
100090.KSSamkang M&T Co Ltd0.19

S&P 500 Index

How to choose period

Historical Sortino Ratio

The chart shows 009540.KS's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when 009540.KS consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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