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GS Holdings (078930.KS) Sortino Ratio: 1.72

Equity · Currency in KRW · Last updated Jun 25, 2026

GS Holdings Corp., together its subsidiaries, engages in the energy, power generation, retail, service, construction, and infrastructure businesses. The company supplies heating and cooling facilities; composite resin; electricity and steam by operating coal power plant and wind power farms; produces electricity through combined heat and power plant; provides LNG to power distribution companies; bio diesel; exports refined oils, lubricants, aromatics, and polymers; collects wastes and converts them into rare metals; manufactures wind turbines; operates shipping fleet, comprising petrochemical tankers and gas carriers; and provides petroleum product distribution, transportation, and car sharing services. It operates a convenience store under the GS25 brand; retail chain under the GS THE FRESH brand; GS SHOP, a live commerce store; and hotel under the Parnas brand. In addition, the company manufactures and processes ready-to-eat foods; provides media and marketing services, such as mobile coupons, advertisement placement and content, and digital signage; manages the FC Seoul soccer team and GS Caltex Seoul Kixx volleyball team; and processes rebar for construction sites. Further, it offers home network systems, real estate asset management, and residential customer support; operation and maintenance services for oil, gas, petrochemical, and power generation and environmental plants; and operates golf and ski resort with condominiums and leisure amenities. The company was founded in 2004 and is based in Seoul, South Korea.

078930.KS's Sortino Ratio of 1.72 indicates that for each unit of downside volatility, it generates 1.72 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 25, 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.

078930.KS Sortino Ratio Rank

078930.KS Sortino Ratio Rank: 72.272
Above Average

078930.KS ranks above 72.2% of all investments in our database based on Sortino Ratio over the past 12 months, indicating above-average returns relative to downside risk taken. 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

  • Above-average downside protection 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 risk profile

078930.KS Sortino Ratio Market Positioning

The chart shows 078930.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%): -0.35 or lower
  • Yellow zone (middle 50%): -0.35 to 1.86
  • Green zone (top 25%): 1.86 or higher
  • Top 1%: 6.25+
  • Median: 0.71 — half of all investments score higher

How it compares to other similar stocks

The table compares GS Holdings's Sortino Ratio with other stocks in the Conglomerates industry across multiple time periods, showing how 078930.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 25, 2026.

SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
034730.KSSK Holdings Co Ltd4.54
03473K.KSSK Holdings 1p Pref3.86
001740.KSSK Networks Co Ltd3.18
000150.KSDoosan2.45
078930.KSGS Holdings1.72
078935.KSGS Holdings Corp1.45
000155.KSDoosan Pref Shs1.21
000880.KSHanwha0.99
002020.KSKolon Corp0.89
047050.KSPosco International Corp0.51

S&P 500 Index

How to choose period

Historical Sortino Ratio

The chart shows 078930.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 078930.KS consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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