000660.KS vs. CSKR.L
000660.KS (SK hynix Inc.) is a stock, while CSKR.L (iShares MSCI Korea UCITS ETF (Acc)) is South Korea Equities fund tracking the MSCI Korea NR USD. Over the past 10 years, 000660.KS returned 51.52%/yr vs 17.17%/yr for CSKR.L. At a 0.41 correlation, their price movements are largely independent.
Performance
000660.KS vs. CSKR.L - Performance Comparison
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Different Trading Currencies
000660.KS is traded in KRW, while CSKR.L is traded in USD. To make them comparable, the CSKR.L 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 183.52% return, which is significantly higher than CSKR.L's 71.56% return. Over the past 10 years, 000660.KS has outperformed CSKR.L with an annualized return of 51.52%, while CSKR.L has yielded a comparatively lower 17.17% annualized return.
000660.KS
- 1D
- -11.53%
- 1M
- -26.93%
- 6M
- 144.14%
- YTD
- 183.52%
- 1Y
- 586.34%
- 3Y*
- 152.31%
- 5Y*
- 74.09%
- 10Y*
- 51.52%
CSKR.L
- 1D
- -1.09%
- 1M
- -24.94%
- 6M
- 46.10%
- YTD
- 71.56%
- 1Y
- 149.28%
- 3Y*
- 44.68%
- 5Y*
- 20.22%
- 10Y*
- 17.17%
000660.KS vs. CSKR.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
000660.KS SK hynix Inc. | 183.52% | 278.27% | 23.46% | 90.71% | -41.98% | 11.90% | 27.22% | 57.20% | -18.89% | 73.49% |
CSKR.L iShares MSCI Korea UCITS ETF (Acc) | 71.56% | 94.86% | -11.83% | 23.16% | -24.48% | 0.53% | 35.77% | 14.77% | -15.90% | 25.67% |
Correlation
The correlation between 000660.KS and CSKR.L is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Sep 17, 2010 | 0.42 |
The correlation between 000660.KS and CSKR.L shifts across timeframes, from 0.41 (all time) to 0.57 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
000660.KS vs. CSKR.L — Risk / Return Rank
000660.KS
CSKR.L
000660.KS vs. CSKR.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SK hynix Inc. (000660.KS) and iShares MSCI Korea UCITS ETF (Acc) (CSKR.L). 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.KS | CSKR.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.51 | ||
| Sortino ratioReturn per unit of downside risk | +0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.60 | 1.51 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 15.28 | 5.31 | +9.97 |
| Martin ratioReturn relative to average drawdown | 57.96 | 20.65 | +37.31 |
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Drawdowns
000660.KS vs. CSKR.L - Drawdown Comparison
The maximum 000660.KS drawdown since its inception was -84.57%, which is greater than CSKR.L's maximum drawdown of -36.54%. Use the drawdown chart below to compare losses from any high point for 000660.KS and CSKR.L.
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Drawdown Indicators
| 000660.KS | CSKR.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.57% | -36.54% | -48.03% |
Max Drawdown (1Y)Largest decline over 1 year | -36.90% | -27.95% | -8.95% |
Max Drawdown (3Y)Largest decline over 3 years | -36.90% | -27.95% | -8.95% |
Max Drawdown (5Y)Largest decline over 5 years | -42.86% | -34.81% | -8.05% |
Max Drawdown (10Y)Largest decline over 10 years | -48.20% | -36.54% | -11.66% |
Current DrawdownCurrent decline from peak | -36.90% | -27.95% | -8.95% |
Average DrawdownAverage peak-to-trough decline | -22.54% | -12.25% | -10.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.46% | 7.20% | +3.26% |
Volatility
000660.KS vs. CSKR.L - Volatility Comparison
SK hynix Inc. (000660.KS) has a higher volatility of 38.77% compared to iShares MSCI Korea UCITS ETF (Acc) (CSKR.L) at 19.62%. This indicates that 000660.KS's price experiences larger fluctuations and is considered to be riskier than CSKR.L 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 | CSKR.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 38.77% | 19.62% | +19.15% |
Volatility (6M)Calculated over the trailing 6-month period | 69.16% | 39.18% | +29.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 80.83% | 42.83% | +38.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.60% | 26.47% | +25.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.72% | 23.69% | +21.03% |
Dividends
000660.KS vs. CSKR.L - Dividend Comparison
000660.KS's dividend yield for the trailing twelve months is around 0.16%, while CSKR.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
000660.KS SK hynix Inc. | 0.16% | 0.37% | 0.52% | 0.85% | 1.60% | 1.18% | 0.99% | 1.06% | 2.48% | 1.31% | 1.34% | 1.63% |
CSKR.L iShares MSCI Korea UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
000660.KS and CSKR.L have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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