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000660.KS vs. AMD
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

000660.KS vs. AMD - Performance Comparison

The chart below illustrates the hypothetical performance of a ₩10,000 investment in SK Hynix Inc (000660.KS) and Advanced Micro Devices, Inc. (AMD). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

000660.KS is traded in KRW, while AMD is traded in USD. To make them comparable, the AMD values have been converted to KRW using the latest available exchange rates.

Returns By Period

In the year-to-date period, 000660.KS achieves a 230.93% return, which is significantly higher than AMD's 151.71% return. Over the past 10 years, 000660.KS has underperformed AMD with an annualized return of 55.76%, while AMD has yielded a comparatively higher 65.07% annualized return.


000660.KS

1D
2.33%
1M
8.82%
YTD
230.93%
6M
277.29%
1Y
816.77%
3Y*
164.29%
5Y*
77.74%
10Y*
55.76%

AMD

1D
4.86%
1M
17.03%
YTD
151.71%
6M
149.83%
1Y
381.93%
3Y*
70.12%
5Y*
53.64%
10Y*
65.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

000660.KS vs. AMD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
000660.KS
SK Hynix Inc
230.93%278.82%23.46%90.71%-41.98%11.90%27.22%57.20%-18.89%73.49%
AMD
Advanced Micro Devices, Inc.
151.71%73.22%-6.58%134.08%-52.44%71.90%88.24%157.86%87.32%-19.91%

Correlation

The correlation between 000660.KS and AMD is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.14

Correlation (3Y)
Calculated over the trailing 3-year period

0.11

Correlation (5Y)
Calculated over the trailing 5-year period

0.10

Correlation (10Y)
Calculated over the trailing 10-year period

0.06

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2007

0.05

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Return for Risk

000660.KS vs. AMD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

000660.KS
000660.KS Risk / Return Rank: 9999
Overall Rank
000660.KS Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
000660.KS Sortino Ratio Rank: 9999
Sortino Ratio Rank
000660.KS Omega Ratio Rank: 9898
Omega Ratio Rank
000660.KS Calmar Ratio Rank: 100100
Calmar Ratio Rank
000660.KS Martin Ratio Rank: 100100
Martin Ratio Rank

AMD
AMD Risk / Return Rank: 9898
Overall Rank
AMD Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
AMD Sortino Ratio Rank: 9797
Sortino Ratio Rank
AMD Omega Ratio Rank: 9696
Omega Ratio Rank
AMD Calmar Ratio Rank: 9898
Calmar Ratio Rank
AMD Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

000660.KS vs. AMD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SK Hynix Inc (000660.KS) and Advanced Micro Devices, Inc. (AMD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


000660.KSAMDDifference
Sharpe ratioReturn per unit of total volatility

+6.38

Sortino ratioReturn per unit of downside risk

+1.15

Omega ratioGain probability vs. loss probability

1.84

1.67

+0.18

Calmar ratioReturn relative to maximum drawdown

33.34

14.98

+18.36

Martin ratioReturn relative to average drawdown

102.14

30.87

+71.27

000660.KS vs. AMD - Sharpe Ratio Comparison

The current 000660.KS Sharpe Ratio is 12.35, which is higher than the AMD Sharpe Ratio of 5.96. The chart below compares the historical Sharpe Ratios of 000660.KS and AMD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

000660.KS vs. AMD - Drawdown Comparison

The maximum 000660.KS drawdown since its inception was -84.57%, roughly equal to the maximum AMD drawdown of -86.98%. Use the drawdown chart below to compare losses from any high point for 000660.KS and AMD.


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Drawdown Indicators


000660.KSAMDDifference

Max Drawdown

Largest peak-to-trough decline

-84.57%

-86.98%

+2.41%

Max Drawdown (1Y)

Largest decline over 1 year

-26.57%

-25.70%

-0.87%

Max Drawdown (3Y)

Largest decline over 3 years

-36.60%

-58.55%

+21.95%

Max Drawdown (5Y)

Largest decline over 5 years

-42.86%

-58.91%

+16.05%

Max Drawdown (10Y)

Largest decline over 10 years

-48.20%

-58.91%

+10.71%

Current Drawdown

Current decline from peak

-9.01%

-6.56%

-2.45%

Average Drawdown

Average peak-to-trough decline

-22.47%

-40.28%

+17.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.54%

12.45%

-3.91%

Volatility

000660.KS vs. AMD - Volatility Comparison

SK Hynix Inc (000660.KS) has a higher volatility of 29.68% compared to Advanced Micro Devices, Inc. (AMD) at 21.02%. This indicates that 000660.KS's price experiences larger fluctuations and is considered to be riskier than AMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


000660.KSAMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.68%

21.02%

+8.66%

Volatility (6M)

Calculated over the trailing 6-month period

58.12%

47.52%

+10.60%

Volatility (1Y)

Calculated over the trailing 1-year period

71.80%

64.64%

+7.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

48.63%

53.67%

-5.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.11%

55.33%

-12.22%

Dividends

000660.KS vs. AMD - Dividend Comparison

000660.KS's dividend yield for the trailing twelve months is around 0.14%, while AMD has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
000660.KS
SK Hynix Inc
0.14%0.42%0.52%0.85%1.60%1.18%0.99%1.06%2.48%1.31%1.34%1.63%
AMD
Advanced Micro Devices, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

000660.KS vs. AMD - Financials Comparison

This section allows you to compare key financial metrics between SK Hynix Inc and Advanced Micro Devices, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. 000660.KS values in KRW, AMD values in USD

Frequently Asked Questions


000660.KS and AMD have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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