000660.KS vs. ELF

Last updated Jun 13, 2026

000660.KS (SK Hynix Inc) and ELF (e.l.f. Beauty, Inc.) are both stocks. 000660.KS operates in Semiconductors (Technology), while ELF operates in Household & Personal Products (Consumer Defensive). Over the past 5 years, 000660.KS returned 77.74%/yr vs 23.93%/yr for ELF. At a correlation of -0.00, they often move in opposite directions.

Performance

000660.KS vs. ELF - Performance Comparison

The chart below illustrates the hypothetical performance of a ₩10,000 investment in SK Hynix Inc (000660.KS) and e.l.f. Beauty, Inc. (ELF). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

000660.KS is traded in KRW, while ELF is traded in USD. To make them comparable, the ELF 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 ELF's -15.26% 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%

ELF

• 1D: 0.90%
• 1M: 15.97%
• YTD: -15.26%
• 6M: -17.57%
• 1Y: -46.89%
• 3Y*: -10.58%
• 5Y*: 23.93%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

000660.KS vs. ELF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
ELF e.l.f. Beauty, Inc.	-15.26%	-40.83%	-0.83%	168.45%	75.94%	44.44%	47.00%	93.33%	-59.51%	-31.89%

Correlation

The correlation between 000660.KS and ELF is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.02
Correlation (3Y) Calculated over the trailing 3-year period	0.02
Correlation (5Y) Calculated over the trailing 5-year period	0.00
Correlation (All Time) Calculated using the full available price history since Sep 22, 2016	-0.00

Return for Risk

000660.KS vs. ELF — 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: 99
000660.KS Sharpe Ratio Rank: 100
000660.KS Sortino Ratio Rank: 99
000660.KS Omega Ratio Rank: 98
000660.KS Calmar Ratio Rank: 100
000660.KS Martin Ratio Rank: 100

ELF

ELF Risk / Return Rank: 12
ELF Sharpe Ratio Rank: 10
ELF Sortino Ratio Rank: 14
ELF Omega Ratio Rank: 12
ELF Calmar Ratio Rank: 12
ELF Martin Ratio Rank: 12

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. ELF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SK Hynix Inc (000660.KS) and e.l.f. Beauty, Inc. (ELF). 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	ELF	Difference
Sharpe ratio: Return per unit of total volatility	12.35	-0.72	+13.07
Sortino ratio: Return per unit of downside risk	6.20	-0.75	+6.95
Omega ratio: Gain probability vs. loss probability	1.84	0.89	+0.95
Calmar ratio: Return relative to maximum drawdown	33.34	-0.74	+34.08
Martin ratio: Return relative to average drawdown	102.14	-1.23	+103.37

000660.KS vs. ELF - Sharpe Ratio Comparison

The current 000660.KS Sharpe Ratio is 12.35, which is higher than the ELF Sharpe Ratio of -0.72. The chart below compares the historical Sharpe Ratios of 000660.KS and ELF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

000660.KS vs. ELF - Drawdown Comparison

The maximum 000660.KS drawdown since its inception was -84.57%, which is greater than ELF's maximum drawdown of -78.02%. Use the drawdown chart below to compare losses from any high point for 000660.KS and ELF.

Drawdown Indicators

	000660.KS	ELF	Difference
Max Drawdown Largest peak-to-trough decline	-84.57%	-78.02%	-6.55%
Max Drawdown (1Y) Largest decline over 1 year	-26.57%	-63.19%	+36.62%
Max Drawdown (3Y) Largest decline over 3 years	-36.60%	-76.62%	+40.02%
Max Drawdown (5Y) Largest decline over 5 years	-42.86%	-76.62%	+33.76%
Max Drawdown (10Y) Largest decline over 10 years	-48.20%	—	—
Current Drawdown Current decline from peak	-9.01%	-69.23%	+60.22%
Average Drawdown Average peak-to-trough decline	-22.47%	-32.80%	+10.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.54%	38.01%	-29.47%

Volatility

000660.KS vs. ELF - Volatility Comparison

SK Hynix Inc (000660.KS) has a higher volatility of 29.68% compared to e.l.f. Beauty, Inc. (ELF) at 15.31%. This indicates that 000660.KS's price experiences larger fluctuations and is considered to be riskier than ELF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	000660.KS	ELF	Difference
Volatility (1M) Calculated over the trailing 1-month period	29.68%	15.31%	+14.37%
Volatility (6M) Calculated over the trailing 6-month period	58.12%	41.39%	+16.73%
Volatility (1Y) Calculated over the trailing 1-year period	71.80%	65.28%	+6.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	48.63%	56.87%	-8.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	43.11%	54.74%	-11.63%

Dividends

000660.KS vs. ELF - Dividend Comparison

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

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
000660.KS SK Hynix Inc	0.14%	0.42%	0.52%	0.85%	1.60%	1.18%	0.99%	1.06%	2.48%	1.31%	1.34%	1.63%
ELF e.l.f. Beauty, 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

Frequently Asked Questions

Can I hold both 000660.KS and ELF in my portfolio?

000660.KS and ELF have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.