000660.KS vs. NVO
000660.KS (SK Hynix Inc) and NVO (Novo Nordisk A/S) are both stocks. 000660.KS operates in Semiconductors (Technology), while NVO operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, 000660.KS returned 56.26%/yr vs 8.97%/yr for NVO. At a correlation of -0.01, they often move in opposite directions.
Performance
000660.KS vs. NVO - Performance Comparison
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Different Trading Currencies
000660.KS is traded in KRW, while NVO is traded in USD. To make them comparable, the NVO 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 NVO's -12.13% return. Over the past 10 years, 000660.KS has outperformed NVO with an annualized return of 56.26%, while NVO has yielded a comparatively lower 8.97% 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%
NVO
- 1D
- -7.08%
- 1M
- -7.58%
- YTD
- -12.13%
- 6M
- -6.30%
- 1Y
- -35.79%
- 3Y*
- -12.88%
- 5Y*
- 8.23%
- 10Y*
- 8.97%
000660.KS vs. NVO - 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% |
NVO Novo Nordisk A/S | -12.13% | -40.62% | -4.15% | 59.25% | 29.60% | 79.15% | 16.09% | 33.59% | -9.22% | 35.11% |
Correlation
The correlation between 000660.KS and NVO is -0.03, 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 | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.03 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2007 | -0.01 |
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Return for Risk
000660.KS vs. NVO — Risk / Return Rank
000660.KS
NVO
000660.KS vs. NVO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SK Hynix Inc (000660.KS) and Novo Nordisk A/S (NVO). 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 | NVO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +13.97 | ||
| Sortino ratioReturn per unit of downside risk | +7.19 | ||
| Omega ratioGain probability vs. loss probability | 1.88 | 0.89 | +0.99 |
| Calmar ratioReturn relative to maximum drawdown | 35.62 | -0.71 | +36.33 |
| Martin ratioReturn relative to average drawdown | 110.26 | -1.07 | +111.32 |
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 | NVO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 13.27 | -0.70 | +13.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.72 | 0.22 | +1.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.35 | 0.28 | +1.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.52 | +0.07 |
Drawdowns
000660.KS vs. NVO - Drawdown Comparison
The maximum 000660.KS drawdown since its inception was -84.57%, which is greater than NVO's maximum drawdown of -72.74%. Use the drawdown chart below to compare losses from any high point for 000660.KS and NVO.
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Drawdown Indicators
| 000660.KS | NVO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.57% | -72.74% | -11.83% |
Max Drawdown (1Y)Largest decline over 1 year | -26.57% | -50.55% | +23.98% |
Max Drawdown (3Y)Largest decline over 3 years | -36.60% | -72.74% | +36.14% |
Max Drawdown (5Y)Largest decline over 5 years | -42.86% | -72.74% | +29.88% |
Max Drawdown (10Y)Largest decline over 10 years | -48.20% | -72.74% | +24.54% |
Current DrawdownCurrent decline from peak | -6.26% | -67.43% | +61.17% |
Average DrawdownAverage peak-to-trough decline | -22.48% | -12.92% | -9.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.45% | 33.58% | -25.13% |
Volatility
000660.KS vs. NVO - Volatility Comparison
SK Hynix Inc (000660.KS) has a higher volatility of 30.14% compared to Novo Nordisk A/S (NVO) at 11.53%. This indicates that 000660.KS's price experiences larger fluctuations and is considered to be riskier than NVO 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 | NVO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 30.14% | 11.53% | +18.61% |
Volatility (6M)Calculated over the trailing 6-month period | 57.49% | 38.09% | +19.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 71.32% | 51.76% | +19.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.53% | 38.24% | +10.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.05% | 32.40% | +10.65% |
Dividends
000660.KS vs. NVO - Dividend Comparison
000660.KS's dividend yield for the trailing twelve months is around 0.14%, less than NVO's 4.39% 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% |
NVO Novo Nordisk A/S | 4.39% | 3.31% | 1.68% | 1.00% | 1.20% | 1.35% | 1.87% | 2.14% | 1.45% | 1.52% | 2.87% | 0.92% |
Financials
000660.KS vs. NVO - Financials Comparison
This section allows you to compare key financial metrics between SK Hynix Inc and Novo Nordisk A/S. 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 NVO have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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