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

Performance

000660.KS vs. META - Performance Comparison

The chart below illustrates the hypothetical performance of a ₩10,000 investment in SK Hynix Inc (000660.KS) and Meta Platforms, Inc. (META). 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 META is traded in USD. To make them comparable, the META 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 53.96% return, which is significantly higher than META's 0.22% return. Over the past 10 years, 000660.KS has outperformed META with an annualized return of 45.01%, while META has yielded a comparatively lower 21.40% annualized return.


000660.KS

1D
0.00%
1M
0.04%
YTD
53.96%
6M
81.57%
1Y
384.06%
3Y*
110.23%
5Y*
52.24%
10Y*
45.01%

META

1D
5.06%
1M
5.73%
YTD
0.22%
6M
1.72%
1Y
3.96%
3Y*
39.28%
5Y*
21.20%
10Y*
21.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

000660.KS vs. META - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
000660.KS
SK Hynix Inc
53.96%278.27%23.46%90.71%-41.98%11.90%27.22%57.20%-18.89%73.49%
META
Meta Platforms, Inc.
0.22%10.49%89.32%202.52%-62.20%34.90%25.27%62.52%-22.50%35.51%

Correlation

The correlation between 000660.KS and META is 0.07, 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

0.07

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

0.09

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

0.06

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

0.04

Correlation (All Time)
Calculated using the full available price history since May 21, 2012

0.02

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Return for Risk

000660.KS vs. META — 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: 9999
Sharpe Ratio Rank
000660.KS Sortino Ratio Rank: 9898
Sortino Ratio Rank
000660.KS Omega Ratio Rank: 9898
Omega Ratio Rank
000660.KS Calmar Ratio Rank: 9999
Calmar Ratio Rank
000660.KS Martin Ratio Rank: 9999
Martin Ratio Rank

META
META Risk / Return Rank: 3232
Overall Rank
META Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
META Sortino Ratio Rank: 2929
Sortino Ratio Rank
META Omega Ratio Rank: 2929
Omega Ratio Rank
META Calmar Ratio Rank: 3434
Calmar Ratio Rank
META Martin Ratio Rank: 3434
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. META - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SK Hynix Inc (000660.KS) and Meta Platforms, Inc. (META). 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.KSMETADifference
Sharpe ratioReturn per unit of total volatility

+6.89

Sortino ratioReturn per unit of downside risk

+4.77

Omega ratioGain probability vs. loss probability

1.76

1.05

+0.70

Calmar ratioReturn relative to maximum drawdown

21.41

0.15

+21.26

Martin ratioReturn relative to average drawdown

58.96

0.34

+58.62

000660.KS vs. META - Sharpe Ratio Comparison

The current 000660.KS Sharpe Ratio is 7.00, which is higher than the META Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of 000660.KS and META, 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.KSMETADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

7.00

0.12

+6.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.21

0.49

+0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.14

0.57

+0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.63

-0.51

Drawdowns

000660.KS vs. META - Drawdown Comparison

The maximum 000660.KS drawdown since its inception was -99.63%, which is greater than META's maximum drawdown of -71.51%. Use the drawdown chart below to compare losses from any high point for 000660.KS and META.


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Drawdown Indicators


000660.KSMETADifference

Max Drawdown

Largest peak-to-trough decline

-99.63%

-71.51%

-28.12%

Max Drawdown (1Y)

Largest decline over 1 year

-19.30%

-27.26%

+7.96%

Max Drawdown (3Y)

Largest decline over 3 years

-36.60%

-35.07%

-1.53%

Max Drawdown (5Y)

Largest decline over 5 years

-42.86%

-71.51%

+28.65%

Max Drawdown (10Y)

Largest decline over 10 years

-48.20%

-71.51%

+23.31%

Current Drawdown

Current decline from peak

0.00%

-12.64%

+12.64%

Average Drawdown

Average peak-to-trough decline

-79.66%

-14.28%

-65.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.89%

11.56%

-4.67%

Volatility

000660.KS vs. META - Volatility Comparison

The current volatility for SK Hynix Inc (000660.KS) is 0.04%, while Meta Platforms, Inc. (META) has a volatility of 8.88%. This indicates that 000660.KS experiences smaller price fluctuations and is considered to be less risky than META based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


000660.KSMETADifference

Volatility (1M)

Calculated over the trailing 1-month period

0.04%

8.88%

-8.84%

Volatility (6M)

Calculated over the trailing 6-month period

42.40%

26.11%

+16.29%

Volatility (1Y)

Calculated over the trailing 1-year period

59.01%

34.40%

+24.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.82%

43.09%

+1.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.98%

37.62%

+3.36%

Dividends

000660.KS vs. META - Dividend Comparison

000660.KS's dividend yield for the trailing twelve months is around 0.30%, less than META's 0.34% yield.


PositionTTM20252024202320222021202020192018201720162015
000660.KS
SK Hynix Inc
0.30%0.37%0.52%0.85%1.60%1.18%0.99%1.06%2.48%1.31%1.34%1.63%
META
Meta Platforms, Inc.
0.34%0.32%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

000660.KS vs. META - Financials Comparison

This section allows you to compare key financial metrics between SK Hynix Inc and Meta Platforms, 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, META values in USD

Frequently Asked Questions


000660.KS and META have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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