000660.KS vs. KO
000660.KS (SK Hynix Inc) and KO (The Coca-Cola Company) are both stocks. 000660.KS operates in Semiconductors (Technology), while KO operates in Beverages - Non-Alcoholic (Consumer Defensive). Over the past 10 years, 000660.KS returned 56.26%/yr vs 11.84%/yr for KO. At a correlation of -0.08, they often move in opposite directions.
Performance
000660.KS vs. KO - Performance Comparison
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Different Trading Currencies
000660.KS is traded in KRW, while KO is traded in USD. To make them comparable, the KO 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 KO's 20.64% return. Over the past 10 years, 000660.KS has outperformed KO with an annualized return of 56.26%, while KO has yielded a comparatively lower 11.84% 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%
KO
- 1D
- -2.61%
- 1M
- 5.28%
- YTD
- 20.64%
- 6M
- 17.68%
- 1Y
- 28.03%
- 3Y*
- 19.26%
- 5Y*
- 17.74%
- 10Y*
- 11.84%
000660.KS vs. KO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
KO The Coca-Cola Company | 20.64% | 12.94% | 24.13% | -1.71% | 16.87% | 22.02% | -3.55% | 25.18% | 11.38% | 1.06% |
Correlation
The correlation between 000660.KS and KO is -0.14, 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 | -0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.08 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2007 | -0.08 |
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Return for Risk
000660.KS vs. KO — Risk / Return Rank
000660.KS
KO
000660.KS vs. KO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SK Hynix Inc (000660.KS) and The Coca-Cola Company (KO). 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 | KO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +11.77 | ||
| Sortino ratioReturn per unit of downside risk | +4.05 | ||
| Omega ratioGain probability vs. loss probability | 1.88 | 1.27 | +0.61 |
| Calmar ratioReturn relative to maximum drawdown | 35.62 | 3.45 | +32.17 |
| Martin ratioReturn relative to average drawdown | 110.26 | 9.39 | +100.87 |
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 | KO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 13.27 | 1.50 | +11.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.72 | 1.03 | +0.70 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.35 | 0.64 | +0.71 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.61 | -0.03 |
Drawdowns
000660.KS vs. KO - Drawdown Comparison
The maximum 000660.KS drawdown since its inception was -84.57%, which is greater than KO's maximum drawdown of -34.35%. Use the drawdown chart below to compare losses from any high point for 000660.KS and KO.
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Drawdown Indicators
| 000660.KS | KO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.57% | -34.35% | -50.22% |
Max Drawdown (1Y)Largest decline over 1 year | -26.57% | -8.17% | -18.40% |
Max Drawdown (3Y)Largest decline over 3 years | -36.60% | -13.02% | -23.58% |
Max Drawdown (5Y)Largest decline over 5 years | -42.86% | -17.03% | -25.83% |
Max Drawdown (10Y)Largest decline over 10 years | -48.20% | -34.35% | -13.85% |
Current DrawdownCurrent decline from peak | -6.26% | -2.61% | -3.65% |
Average DrawdownAverage peak-to-trough decline | -22.48% | -6.49% | -15.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.45% | 2.99% | +5.46% |
Volatility
000660.KS vs. KO - Volatility Comparison
SK Hynix Inc (000660.KS) has a higher volatility of 30.14% compared to The Coca-Cola Company (KO) at 8.46%. This indicates that 000660.KS's price experiences larger fluctuations and is considered to be riskier than KO 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 | KO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 30.14% | 8.46% | +21.68% |
Volatility (6M)Calculated over the trailing 6-month period | 57.49% | 14.41% | +43.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 71.32% | 18.76% | +52.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.53% | 17.38% | +31.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.05% | 18.57% | +24.48% |
Dividends
000660.KS vs. KO - Dividend Comparison
000660.KS's dividend yield for the trailing twelve months is around 0.14%, less than KO's 2.59% yield.
| 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% |
KO The Coca-Cola Company | 2.59% | 2.92% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% |
Financials
000660.KS vs. KO - Financials Comparison
This section allows you to compare key financial metrics between SK Hynix Inc and The Coca-Cola Company. 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
Frequently Asked Questions
000660.KS and KO 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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