PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

IS Dongseo (010780.KS) Sharpe Ratio: 0.40

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

IS DongSeo Co., Ltd. engages in the construction and construction materials businesses in South Korea. The company is involved in construction business, that includes housing, business, civil, and urban development; environment, that includes waste recycling, lithium-ion battery recycling, auto resource recycling, EPC-O&M environmental facilities, and new renewable energy business; and concrete business, that includes PICE and PC products. It also produces denim apparels and fabrics; environment services, such as construction waste treatment, waste landfill, dismantling, and recycling of scrap vehicles; and waste battery recycling, as well as recreational leisure business, as well as operates in shipping industry. In addition, the company constructs roads, bridges, tunnels, railroads, and ports. The company was founded in 1975 and is headquartered in Seoul, South Korea.

010780.KS's Sharpe Ratio of 0.40 indicates that for each unit of volatility, it generates 0.40 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.

010780.KS Sharpe Ratio Rank

010780.KS Sharpe Ratio Rank: 55.956
Average

010780.KS ranks above 55.9% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. 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

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

010780.KS Sharpe Ratio Market Positioning

The chart shows 010780.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%: 5.34+
  • Median: 0.21 — half of all investments score higher

How it compares to other similar stocks

The table compares IS Dongseo's Sharpe Ratio with other stocks in the Engineering & Construction industry across multiple time periods, showing how 010780.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
047040.KSDaewoo Engineering & Construction4.97
028260.KSSamsung C&T Corp4.42
028050.KSSamsung Engineering2.58
097230.KSHJ ShipBuilding & Construction Co Ltd2.52
000720.KSHyundai Engineering & Construction1.50
005960.KSDongbu0.68
006360.KSGS Engineering & Construction0.40
010780.KSIS Dongseo0.40
002460.KSHwa Sung Ind0.11
012630.KSHDC Holdings Co Ltd0.04

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows 010780.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 010780.KS consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does 010780.KS fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio