000660.KS vs. 005935.KS
Compare and contrast key facts about SK Hynix Inc (000660.KS) and Samsung Electronics Co Pref (005935.KS).
Performance
000660.KS vs. 005935.KS - Performance Comparison
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000660.KS vs. 005935.KS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
000660.KS SK Hynix Inc | 27.74% | 278.27% | 23.46% | 90.71% | -41.98% | 11.90% | 27.22% | 57.20% | -18.89% | 73.49% |
005935.KS Samsung Electronics Co Pref | 33.35% | 107.26% | -27.18% | 26.54% | -27.14% | -1.33% | 70.45% | 48.20% | 66.54% | 4.38% |
Returns By Period
In the year-to-date period, 000660.KS achieves a 27.74% return, which is significantly lower than 005935.KS's 33.35% return. Over the past 10 years, 000660.KS has outperformed 005935.KS with an annualized return of 42.17%, while 005935.KS has yielded a comparatively lower 23.53% annualized return.
000660.KS
- 1D
- -7.05%
- 1M
- -11.61%
- YTD
- 27.74%
- 6M
- 110.41%
- 1Y
- 321.86%
- 3Y*
- 113.64%
- 5Y*
- 44.07%
- 10Y*
- 42.17%
005935.KS
- 1D
- -6.98%
- 1M
- -7.94%
- YTD
- 33.35%
- 6M
- 71.02%
- 1Y
- 153.98%
- 3Y*
- 33.40%
- 5Y*
- 12.47%
- 10Y*
- 23.53%
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Return for Risk
000660.KS vs. 005935.KS — Risk / Return Rank
000660.KS
005935.KS
000660.KS vs. 005935.KS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SK Hynix Inc (000660.KS) and Samsung Electronics Co Pref (005935.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.
| 000660.KS | 005935.KS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 5.58 | 3.48 | +2.11 |
Sortino ratioReturn per unit of downside risk | 4.46 | 3.61 | +0.85 |
Omega ratioGain probability vs. loss probability | 1.59 | 1.52 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 12.65 | 6.19 | +6.46 |
Martin ratioReturn relative to average drawdown | 33.89 | 20.76 | +13.13 |
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
| 000660.KS | 005935.KS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.58 | 3.48 | +2.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.02 | 0.43 | +0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.06 | 0.60 | +0.47 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.47 | 0.41 | -0.87 |
Correlation
The correlation between 000660.KS and 005935.KS is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
000660.KS vs. 005935.KS - Dividend Comparison
000660.KS's dividend yield for the trailing twelve months is around 0.36%, less than 005935.KS's 1.41% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
000660.KS SK Hynix Inc | 0.36% | 0.37% | 0.52% | 0.85% | 1.60% | 1.18% | 0.99% | 1.06% | 2.48% | 1.31% | 1.34% | 1.63% |
005935.KS Samsung Electronics Co Pref | 1.41% | 1.87% | 3.27% | 2.32% | 2.86% | 2.03% | 4.07% | 3.12% | 4.46% | 4.25% | 2.86% | 2.11% |
Drawdowns
000660.KS vs. 005935.KS - Drawdown Comparison
The maximum 000660.KS drawdown since its inception was -123.94%, which is greater than 005935.KS's maximum drawdown of -85.02%. Use the drawdown chart below to compare losses from any high point for 000660.KS and 005935.KS.
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Drawdown Indicators
| 000660.KS | 005935.KS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -123.94% | -85.02% | -38.92% |
Max Drawdown (1Y)Largest decline over 1 year | -19.30% | -23.32% | +4.02% |
Max Drawdown (5Y)Largest decline over 5 years | -46.58% | -39.95% | -6.63% |
Max Drawdown (10Y)Largest decline over 10 years | -48.20% | -43.08% | -5.12% |
Current DrawdownCurrent decline from peak | -100.00% | -20.23% | -79.77% |
Average DrawdownAverage peak-to-trough decline | -93.77% | -20.18% | -73.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.78% | 6.95% | +1.83% |
Volatility
000660.KS vs. 005935.KS - Volatility Comparison
SK Hynix Inc (000660.KS) has a higher volatility of 28.66% compared to Samsung Electronics Co Pref (005935.KS) at 26.23%. This indicates that 000660.KS's price experiences larger fluctuations and is considered to be riskier than 005935.KS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 000660.KS | 005935.KS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 28.66% | 26.23% | +2.43% |
Volatility (6M)Calculated over the trailing 6-month period | 50.37% | 41.97% | +8.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.78% | 46.85% | +14.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.89% | 29.79% | +15.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.04% | 40.71% | +0.33% |
Financials
000660.KS vs. 005935.KS - Financials Comparison
This section allows you to compare key financial metrics between SK Hynix Inc and Samsung Electronics Co Pref. 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