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Muhak Co. Ltd (033920.KS)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

Highlights

Market Cap

₩220.37B

Total Revenue (TTM)

₩110.92B

Gross Profit (TTM)

₩49.47B

Year Range

₩5,229.90 - ₩8,740.00

Target Price

₩27,000.00

Share Price Chart


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Compare to other instruments

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Muhak Co. Ltd

Performance

Performance Chart

The chart shows the growth of an initial investment of ₩10,000 in Muhak Co. Ltd, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500

Returns By Period

Muhak Co. Ltd (033920.KS) has returned 31.65% so far this year and 47.20% over the past 12 months. Over the last ten years, 033920.KS has returned -15.27% per year, falling short of the S&P 500 benchmark, which averaged 11.51% annually.


033920.KS

YTD
31.65%
1M
4.00%
6M
33.33%
1Y
47.20%
3Y*
13.39%
5Y*
13.65%
10Y*
-15.27%

^GSPC (Benchmark)

YTD
7.06%
1M
5.28%
6M
5.00%
1Y
14.38%
3Y*
16.95%
5Y*
14.32%
10Y*
11.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

The table below presents the monthly returns of 033920.KS, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

Based on daily data since Feb 2000, the average daily return (also called the expected return) is 0.10%, while the average monthly return is 1.99%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-2.22%2.59%1.74%13.02%8.92%-2.14%11.07%36.55%
2024-7.00%2.11%2.21%1.58%6.21%18.55%-3.15%-0.81%0.65%-3.99%5.72%5.69%28.76%
20236.18%3.05%-0.93%4.11%2.69%-1.40%-4.61%7.62%-2.42%-4.25%-1.29%4.75%13.34%
2022-6.35%32.99%-2.40%-6.60%-11.92%-20.60%5.43%-6.29%-20.46%-7.49%5.39%1.71%-38.12%
2021-3.34%-1.87%1.03%18.31%11.92%0.44%-10.71%-8.20%49.33%-13.21%-20.27%10.79%19.58%
2020-3.06%-25.15%-21.43%31.61%-3.77%-13.70%2.08%12.41%6.26%-1.55%7.09%7.88%-13.59%
20191.10%4.00%-10.84%6.67%-22.06%4.72%-5.41%-16.57%6.16%-2.90%-0.78%-1.20%-34.91%
20181.02%-5.79%-6.95%-2.59%-2.36%-8.46%-0.00%-4.29%5.86%-24.10%4.72%14.45%-28.94%
20170.22%2.18%-1.07%-0.65%10.22%-6.31%-4.42%-11.89%-9.25%0.00%9.92%0.28%-12.44%
2016-20.29%13.14%4.64%-10.96%-7.17%-18.62%-2.27%-2.32%3.24%-4.81%-3.52%5.66%-39.29%
2015-1.33%19.30%2.15%-19.82%28.73%35.41%-15.06%-5.22%-7.38%2.02%-8.44%-11.26%3.86%
2014-3.13%5.38%19.39%29.49%-10.23%21.87%5.73%-4.85%0.30%1.05%-1.18%14.91%99.90%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 86, 033920.KS is among the top 14% of stocks on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of 033920.KS is 8686
Overall Rank
The Sharpe Ratio Rank of 033920.KS is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of 033920.KS is 8989
Sortino Ratio Rank
The Omega Ratio Rank of 033920.KS is 8686
Omega Ratio Rank
The Calmar Ratio Rank of 033920.KS is 7171
Calmar Ratio Rank
The Martin Ratio Rank of 033920.KS is 9494
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Muhak Co. Ltd (033920.KS) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Muhak Co. Ltd Sharpe ratios as of Jul 20, 2025 (values are recalculated daily):

  • 1-Year: 1.73
  • 5-Year: 0.38
  • 10-Year: -0.43
  • All Time: 0.28

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Muhak Co. Ltd compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

Muhak Co. Ltd provided a 3.01% dividend yield over the last twelve months, with an annual payout of ₩260.00 per share. The company has been increasing its dividends for 4 consecutive years.


0.00%2.00%4.00%6.00%8.00%₩0.00₩100.00₩200.00₩300.00₩400.00₩500.002015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021202020192018201720162015
Dividend₩260.00₩520.00₩230.00₩230.00₩230.00₩150.00₩350.00₩350.00₩350.00₩350.00₩246.42

Dividend yield

3.01%8.23%4.29%4.66%2.75%2.09%4.12%2.57%1.78%1.53%0.65%

Monthly Dividends

The table displays the monthly dividend distributions for Muhak Co. Ltd. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025₩0.00₩0.00₩0.00₩0.00₩0.00₩0.00₩0.00₩0.00
2024₩0.00₩0.00₩130.00₩0.00₩0.00₩130.00₩0.00₩0.00₩130.00₩0.00₩0.00₩130.00₩520.00
2023₩0.00₩0.00₩0.00₩0.00₩0.00₩0.00₩0.00₩0.00₩0.00₩0.00₩0.00₩230.00₩230.00
2022₩0.00₩0.00₩0.00₩0.00₩0.00₩0.00₩0.00₩0.00₩0.00₩0.00₩0.00₩230.00₩230.00
2021₩0.00₩0.00₩0.00₩0.00₩0.00₩0.00₩0.00₩0.00₩0.00₩0.00₩0.00₩230.00₩230.00
2020₩0.00₩0.00₩0.00₩0.00₩0.00₩0.00₩0.00₩0.00₩0.00₩0.00₩0.00₩150.00₩150.00
2019₩0.00₩0.00₩0.00₩0.00₩0.00₩0.00₩0.00₩0.00₩0.00₩0.00₩0.00₩350.00₩350.00
2018₩0.00₩0.00₩0.00₩0.00₩0.00₩0.00₩0.00₩0.00₩0.00₩0.00₩0.00₩350.00₩350.00
2017₩0.00₩0.00₩0.00₩0.00₩0.00₩0.00₩0.00₩0.00₩0.00₩0.00₩0.00₩350.00₩350.00
2016₩0.00₩0.00₩0.00₩0.00₩0.00₩0.00₩0.00₩0.00₩0.00₩0.00₩0.00₩350.00₩350.00
2015₩246.42₩246.42

Dividend Yield & Payout


Dividend Yield

Muhak Co. Ltd has a dividend yield of 3.12%, which is quite average when compared to the overall market.

Payout Ratio

Muhak Co. Ltd has a payout ratio of 21.41%, which is quite average when compared to the overall market. This suggests that Muhak Co. Ltd strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Muhak Co. Ltd. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Muhak Co. Ltd was 93.71%, occurring on Mar 23, 2020. The portfolio has not yet recovered.

The current Muhak Co. Ltd drawdown is 82.07%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-93.71%Jul 3, 20151158Mar 23, 2020
-65%Jul 13, 2000119Dec 26, 2000135Jul 3, 2001254
-57.64%Jul 4, 2002179Mar 11, 2003504Feb 14, 2005683
-47.9%Jul 30, 2007403Mar 5, 2009458Dec 27, 2010861
-43.09%Jul 5, 200153Sep 17, 200156Dec 4, 2001109
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Financials

Financial Performance

The chart below illustrates the trends in the financial health of Muhak Co. Ltd over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.


Annual
Quarterly

0.0

Earnings Per Share

The chart presents the Earnings Per Share (EPS) performance of Muhak Co. Ltd, comparing actual results with analytics estimates. The company has exceeded analyst expectations for EPS in the past quarter, achieving a 99.9% positive surprise.


-1,000.00-500.000.00500.001,000.001,500.00JulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
411.72
Actual
Estimate

Valuation

The Valuation section provides an overview of how Muhak Co. Ltd is priced in the market compared to other companies in the Beverages - Wineries & Distilleries industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PEG Ratio

The chart shows the Price/Earnings to Growth (PEG) ratio for 033920.KS compared to other companies in the Beverages - Wineries & Distilleries industry. 033920.KS currently has a PEG ratio of 0.0. This PEG ratio is low compared to industry peers, which could indicate the stock is undervalued relative to its expected growth.

PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for 033920.KS relative to other companies in the Beverages - Wineries & Distilleries industry. Currently, 033920.KS has a P/S ratio of 1.5. This P/S ratio falls within the average range for the industry, suggesting the stock is fairly valued based on its revenue.

PB Ratio

The chart illustrates the Price-to-Book (P/B) ratio for 033920.KS in comparison with other companies in the Beverages - Wineries & Distilleries industry. Currently, 033920.KS has a P/B value of 0.4. This P/B ratio is low compared to industry peers. It might indicate the stock is undervalued or that the company’s assets are not expected to generate strong returns.

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items