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S-Oil Corp (010950.KS) Sharpe Ratio: 1.94

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

S-Oil Corporation manufacture and sell oil refining, lube, and petrochemical products in South Korea. The company offers gasoline, diesel, kerosene, jet fuel, LPG, fuel oil, and asphalt; benzene, toluene, xylene, para-xylene, propylene, methyl tert-butly ether, propylene oxide, and polypropylene; and lubricant products. It also operates facilities that produce lube base oil and petro-chemical products; crude oil refining facilities of 669,000 barrels a day; and a bunker-C cracking center that produces petroleum products. S-Oil Corporation also exports its oil products to Southeast Asia, the United States, China, Japan, Australia, Europe, and internationally. The company was incorporated in 1976 and is headquartered in Seoul, South Korea. S-Oil Corporation operates as a subsidiary of Aramco Overseas Company B.V.

010950.KS's Sharpe Ratio of 1.94 indicates that for each unit of volatility, it generates 1.94 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.

010950.KS Sharpe Ratio Rank

010950.KS Sharpe Ratio Rank: 87.387
Exceptional

010950.KS ranks above 87.3% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. 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

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

010950.KS Sharpe Ratio Market Positioning

The chart shows 010950.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%): -0.39 or lower
  • Yellow zone (middle 50%): -0.39 to 1.13
  • Green zone (top 25%): 1.13 or higher
  • Top 1%: 5.44+
  • Median: 0.21 — half of all investments score higher

How it compares to other similar stocks

The table compares S-Oil Corp's Sharpe Ratio with other stocks in the Oil & Gas Refining & Marketing industry across multiple time periods, showing how 010950.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
267250.KSHyundai Heavy Industries Holdings Co Ltd2.68
010950.KSS-Oil Corp1.94
010955.KSS-Oil Corp Pref1.12
002960.KSHankook Shell Oil0.69
096770.KSSK Innovation0.51
017940.KSE1 Corporation0.44
128820.KSDaesung Ind0.44
018670.KSSk Gas0.17
096775.KSSK Innovation Co Ltd Pref0.16
006125.KSSK Discovery Co Ltd-0.02

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows 010950.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 010950.KS consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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