LX Semicon Co. Ltd (108320.KS) Sharpe Ratio: -0.11
108320.KS's Sharpe Ratio of -0.11 indicates that for each unit of volatility, it generates -0.11 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 3, 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.
108320.KS Sharpe Ratio Rank
108320.KS ranks above 34.4% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. 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 may not adequately compensate for volatility taken
- Consider smaller allocation given below-average risk-adjusted profile
- Explore higher-ranked investments with better consistency
- Assess whether the volatility profile aligns with your portfolio goals
108320.KS Sharpe Ratio Market Positioning
The chart shows 108320.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%): -0.34 or lower
- Yellow zone (middle 50%): -0.34 to 1.09
- Green zone (top 25%): 1.09 or higher
- Top 1%: 4.76+
- Median: 0.27 — half of all investments score higher
How it compares to other similar stocks
The table compares LX Semicon Co. Ltd's Sharpe Ratio with other stocks in the Semiconductors industry across multiple time periods, showing how 108320.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 Apr 3, 2026.
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Explore 108320.KS risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.