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

Performance

000660.KS vs. COST - Performance Comparison

The chart below illustrates the hypothetical performance of a ₩10,000 investment in SK Hynix Inc (000660.KS) and Costco Wholesale Corporation (COST). 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 COST is traded in USD. To make them comparable, the COST 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 240.93% return, which is significantly higher than COST's 19.37% return. Over the past 10 years, 000660.KS has outperformed COST with an annualized return of 56.26%, while COST has yielded a comparatively lower 25.44% annualized return.


000660.KS

1D
15.91%
1M
31.40%
YTD
240.93%
6M
284.65%
1Y
890.76%
3Y*
170.06%
5Y*
80.24%
10Y*
56.26%

COST

1D
-2.40%
1M
0.30%
YTD
19.37%
6M
13.69%
1Y
7.80%
3Y*
32.25%
5Y*
29.78%
10Y*
25.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

000660.KS vs. COST - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
000660.KS
SK Hynix Inc
240.93%278.82%23.46%90.71%-41.98%11.90%27.22%57.20%-18.89%73.49%
COST
Costco Wholesale Corporation
19.37%-7.57%59.19%53.25%-14.47%66.33%24.88%51.23%15.37%8.12%

Correlation

The correlation between 000660.KS and COST is -0.23, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.23

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

-0.06

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

-0.08

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

-0.06

Correlation (All Time)
Calculated using the full available price history since Jul 9, 2007

-0.06

The correlation between 000660.KS and COST shifts across timeframes, from -0.23 (1 year) to -0.06 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

000660.KS vs. COST — 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

COST
COST Risk / Return Rank: 3232
Overall Rank
COST Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
COST Sortino Ratio Rank: 2828
Sortino Ratio Rank
COST Omega Ratio Rank: 2828
Omega Ratio Rank
COST Calmar Ratio Rank: 3535
Calmar Ratio Rank
COST Martin Ratio Rank: 3333
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. COST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SK Hynix Inc (000660.KS) and Costco Wholesale Corporation (COST). 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.KSCOSTDifference
Sharpe ratioReturn per unit of total volatility

+12.90

Sortino ratioReturn per unit of downside risk

+5.77

Omega ratioGain probability vs. loss probability

1.88

1.08

+0.80

Calmar ratioReturn relative to maximum drawdown

35.62

0.59

+35.03

Martin ratioReturn relative to average drawdown

110.26

1.64

+108.61

000660.KS vs. COST - Sharpe Ratio Comparison

The current 000660.KS Sharpe Ratio is 13.27, which is higher than the COST Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of 000660.KS and COST, 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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Sharpe Ratios by Period


000660.KSCOSTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

13.27

0.38

+12.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.72

1.28

+0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.35

1.15

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.88

-0.30

Drawdowns

000660.KS vs. COST - Drawdown Comparison

The maximum 000660.KS drawdown since its inception was -84.57%, which is greater than COST's maximum drawdown of -32.28%. Use the drawdown chart below to compare losses from any high point for 000660.KS and COST.


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Drawdown Indicators


000660.KSCOSTDifference

Max Drawdown

Largest peak-to-trough decline

-84.57%

-32.28%

-52.29%

Max Drawdown (1Y)

Largest decline over 1 year

-26.57%

-13.24%

-13.33%

Max Drawdown (3Y)

Largest decline over 3 years

-36.60%

-20.00%

-16.60%

Max Drawdown (5Y)

Largest decline over 5 years

-42.86%

-28.65%

-14.21%

Max Drawdown (10Y)

Largest decline over 10 years

-48.20%

-28.65%

-19.55%

Current Drawdown

Current decline from peak

-6.26%

-10.33%

+4.07%

Average Drawdown

Average peak-to-trough decline

-22.48%

-7.05%

-15.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.45%

4.78%

+3.67%

Volatility

000660.KS vs. COST - Volatility Comparison

SK Hynix Inc (000660.KS) has a higher volatility of 30.14% compared to Costco Wholesale Corporation (COST) at 8.86%. This indicates that 000660.KS's price experiences larger fluctuations and is considered to be riskier than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


000660.KSCOSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

30.14%

8.86%

+21.28%

Volatility (6M)

Calculated over the trailing 6-month period

57.49%

16.34%

+41.15%

Volatility (1Y)

Calculated over the trailing 1-year period

71.32%

20.88%

+50.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

48.53%

23.33%

+25.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.05%

22.20%

+20.85%

Dividends

000660.KS vs. COST - Dividend Comparison

000660.KS's dividend yield for the trailing twelve months is around 0.14%, less than COST's 0.55% yield.


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%
COST
Costco Wholesale Corporation
0.55%0.59%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%

Financials

000660.KS vs. COST - Financials Comparison

This section allows you to compare key financial metrics between SK Hynix Inc and Costco Wholesale Corporation. 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, COST values in USD

Frequently Asked Questions


000660.KS and COST have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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