000157.KS vs. 064350.KS
000157.KS (Doosan Co Ltd) and 064350.KS (Hyundai Rotem Co) are both stocks. Both are in the Industrials sector — 000157.KS in Conglomerates, 064350.KS in Railroads. Over the past 10 years, 000157.KS returned 27.51%/yr vs 27.34%/yr for 064350.KS. At a 0.18 correlation, their price movements are largely independent.
Performance
000157.KS vs. 064350.KS - Performance Comparison
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Returns By Period
In the year-to-date period, 000157.KS achieves a 19.72% return, which is significantly higher than 064350.KS's 2.89% return. Both investments have delivered pretty close results over the past 10 years, with 000157.KS having a 27.51% annualized return and 064350.KS not far behind at 27.34%.
000157.KS
- 1D
- -2.47%
- 1M
- -18.44%
- YTD
- 19.72%
- 6M
- 8.01%
- 1Y
- 41.60%
- 3Y*
- 78.89%
- 5Y*
- 45.86%
- 10Y*
- 27.51%
064350.KS
- 1D
- -5.07%
- 1M
- -26.45%
- YTD
- 2.89%
- 6M
- 6.23%
- 1Y
- 24.33%
- 3Y*
- 84.23%
- 5Y*
- 53.86%
- 10Y*
- 27.34%
000157.KS vs. 064350.KS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
000157.KS Doosan Co Ltd | 19.72% | 335.65% | 45.53% | -12.21% | -18.86% | 59.10% | 10.13% | -20.31% | 9.80% | 18.58% |
064350.KS Hyundai Rotem Co | 2.89% | 278.80% | 86.84% | -5.97% | 36.54% | 20.93% | 10.26% | -43.99% | 48.53% | 3.31% |
Correlation
The correlation between 000157.KS and 064350.KS is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Oct 31, 2013 | 0.18 |
The correlation between 000157.KS and 064350.KS shifts across timeframes, from 0.18 (all time) to 0.32 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
000157.KS vs. 064350.KS — Risk / Return Rank
000157.KS
064350.KS
000157.KS vs. 064350.KS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Doosan Co Ltd (000157.KS) and Hyundai Rotem Co (064350.KS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| 000157.KS | 064350.KS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.12 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.08 | 0.77 | +0.31 |
| Martin ratioReturn relative to average drawdown | 1.81 | 1.56 | +0.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 000157.KS | 064350.KS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 0.40 | +0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 1.08 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.52 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.28 | +0.03 |
Drawdowns
000157.KS vs. 064350.KS - Drawdown Comparison
The maximum 000157.KS drawdown since its inception was -79.85%, roughly equal to the maximum 064350.KS drawdown of -78.18%. Use the drawdown chart below to compare losses from any high point for 000157.KS and 064350.KS.
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Drawdown Indicators
| 000157.KS | 064350.KS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.85% | -78.18% | -1.67% |
Max Drawdown (1Y)Largest decline over 1 year | -41.38% | -32.17% | -9.21% |
Max Drawdown (3Y)Largest decline over 3 years | -56.29% | -40.91% | -15.38% |
Max Drawdown (5Y)Largest decline over 5 years | -66.39% | -40.91% | -25.48% |
Max Drawdown (10Y)Largest decline over 10 years | -73.12% | -78.18% | +5.06% |
Current DrawdownCurrent decline from peak | -18.44% | -28.36% | +9.92% |
Average DrawdownAverage peak-to-trough decline | -41.48% | -38.92% | -2.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.40% | 15.60% | +8.80% |
Volatility
000157.KS vs. 064350.KS - Volatility Comparison
Doosan Co Ltd (000157.KS) has a higher volatility of 28.06% compared to Hyundai Rotem Co (064350.KS) at 17.90%. This indicates that 000157.KS's price experiences larger fluctuations and is considered to be riskier than 064350.KS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 000157.KS | 064350.KS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 28.06% | 17.90% | +10.16% |
Volatility (6M)Calculated over the trailing 6-month period | 54.25% | 48.32% | +5.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 77.39% | 61.90% | +15.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 69.68% | 51.92% | +17.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 64.88% | 53.81% | +11.07% |
Dividends
000157.KS vs. 064350.KS - Dividend Comparison
000157.KS's dividend yield for the trailing twelve months is around 0.97%, more than 064350.KS's 0.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
000157.KS Doosan Co Ltd | 0.97% | 0.46% | 1.98% | 0.00% | 2.47% | 1.95% | 3.04% | 8.70% | 6.94% | 6.97% | 7.73% | 8.15% |
064350.KS Hyundai Rotem Co | 0.31% | 0.11% | 0.00% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
000157.KS vs. 064350.KS - Financials Comparison
This section allows you to compare key financial metrics between Doosan Co Ltd and Hyundai Rotem Co. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
000157.KS and 064350.KS have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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