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KB Financial Group (105560.KS) Sortino Ratio: 2.15

Equity · Currency in KRW · Last updated Jul 22, 2026

KB Financial Group Inc. provides various banking and related financial services to consumers and corporations in South Korea, the United States, New Zealand, China, Cambodia, the United Kingdom, Indonesia, and internationally. It operates through Retail Banking, Corporate Banking, Other Banking Services, Credit Card, Securities, Life Insurance, and Non-Life Insurance segments. The company offers loans, deposit products, and other related financial products and services to large, small, medium-sized enterprises, and small office/home office, as well as individuals and households; investment banking, and brokerage and supporting services; life insurance products; non-life insurance products, including fire, maritime, injury, technology, liability, package, title, guarantee, other special type insurances, automobile, long-term nonlife, property damage, injury, driver, savings, illness, nursing, pension, and others; and credit sale, cash service, card loan, and other supporting services. It also involved in securities and derivatives trading, funding, and other supporting activities. In addition, the company offers foreign exchange transaction; financial investment; credit card and installment financing; financial leasing; auto Installment finance; real estate trust management; capital and collective investment; collection of receivables or credit investigation; software advisory, development, and supply; microfinance; investment advisory; claim; management; savings banking; information and communication; e-commerce; and general advisory services. KB Financial Group Inc. was founded in 1963 and is headquartered in Seoul, South Korea.

105560.KS's Sortino Ratio of 2.15 indicates that for each unit of downside volatility, it generates 2.15 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 22, 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.

105560.KS Sortino Ratio Rank

105560.KS Sortino Ratio Rank: 82.082
Exceptional

105560.KS ranks above 82.0% of all investments in our database based on Sortino Ratio over the past 12 months, demonstrating exceptional downside-adjusted returns. 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

  • Suitable as a core holding given strong downside protection
  • Monitor rank changes to detect weakening downside characteristics
  • Exceptional risk-adjusted profile supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

105560.KS Sortino Ratio Market Positioning

The chart shows 105560.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%): -0.40 or lower
  • Yellow zone (middle 50%): -0.40 to 1.74
  • Green zone (top 25%): 1.74 or higher
  • Top 1%: 5.87+
  • Median: 0.61 — half of all investments score higher

How it compares to other similar stocks

The table compares KB Financial Group's Sortino Ratio with other stocks in the Banks - Regional industry across multiple time periods, showing how 105560.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 Jul 22, 2026.

SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
105560.KSKB Financial Group2.15
086790.KSHana Financial1.92
316140.KSWoori Financial Group Inc1.41
139130.KSDgb Financial1.26
138930.KSBNK Financial Group Inc1.14
175330.KSJb Financial0.80
024110.KSIndustrial Bank Of Korea0.62
006220.KSJeju Bank-0.80

S&P 500 Index

How to choose period

Historical Sortino Ratio

The chart shows 105560.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 105560.KS consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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