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000660.KS vs. XRP-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

000660.KS vs. XRP-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a ₩10,000 investment in SK Hynix Inc (000660.KS) and XRP (XRP-USD). 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 XRP-USD is traded in USD. To make them comparable, the XRP-USD 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 XRP-USD's -33.91% 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%

XRP-USD

1D
-2.17%
1M
-15.53%
YTD
-33.91%
6M
-42.52%
1Y
-43.07%
3Y*
36.26%
5Y*
11.27%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

000660.KS vs. XRP-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
XRP-USD
XRP
-33.91%-13.59%280.52%85.72%-56.14%314.19%7.28%-43.24%-83.39%32,464.14%

Correlation

The correlation between 000660.KS and XRP-USD is 0.01, 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

0.01

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

-0.06

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

-0.03

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2017

-0.01

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Return for Risk

000660.KS vs. XRP-USD — 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: 100100
Sharpe Ratio Rank
000660.KS Sortino Ratio Rank: 9999
Sortino Ratio Rank
000660.KS Omega Ratio Rank: 9898
Omega Ratio Rank
000660.KS Calmar Ratio Rank: 100100
Calmar Ratio Rank
000660.KS Martin Ratio Rank: 100100
Martin Ratio Rank

XRP-USD
XRP-USD Risk / Return Rank: 5050
Overall Rank
XRP-USD Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
XRP-USD Sortino Ratio Rank: 4848
Sortino Ratio Rank
XRP-USD Omega Ratio Rank: 4747
Omega Ratio Rank
XRP-USD Calmar Ratio Rank: 5858
Calmar Ratio Rank
XRP-USD Martin Ratio Rank: 5454
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. XRP-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SK Hynix Inc (000660.KS) and XRP (XRP-USD). 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.KSXRP-USDDifference
Sharpe ratioReturn per unit of total volatility

+13.93

Sortino ratioReturn per unit of downside risk

+7.21

Omega ratioGain probability vs. loss probability

1.88

0.92

+0.96

Calmar ratioReturn relative to maximum drawdown

35.62

-0.66

+36.28

Martin ratioReturn relative to average drawdown

110.26

-1.05

+111.31

000660.KS vs. XRP-USD - Sharpe Ratio Comparison

The current 000660.KS Sharpe Ratio is 13.27, which is higher than the XRP-USD Sharpe Ratio of -0.65. The chart below compares the historical Sharpe Ratios of 000660.KS and XRP-USD, 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.KSXRP-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

13.27

-0.65

+13.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.72

0.13

+1.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.64

-0.06

Drawdowns

000660.KS vs. XRP-USD - Drawdown Comparison

The maximum 000660.KS drawdown since its inception was -84.57%, smaller than the maximum XRP-USD drawdown of -95.04%. Use the drawdown chart below to compare losses from any high point for 000660.KS and XRP-USD.


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Drawdown Indicators


000660.KSXRP-USDDifference

Max Drawdown

Largest peak-to-trough decline

-84.57%

-95.04%

+10.47%

Max Drawdown (1Y)

Largest decline over 1 year

-26.57%

-65.16%

+38.59%

Max Drawdown (3Y)

Largest decline over 3 years

-36.60%

-65.16%

+28.56%

Max Drawdown (5Y)

Largest decline over 5 years

-42.86%

-75.07%

+32.21%

Max Drawdown (10Y)

Largest decline over 10 years

-48.20%

Current Drawdown

Current decline from peak

-6.26%

-64.35%

+58.09%

Average Drawdown

Average peak-to-trough decline

-22.48%

-67.94%

+45.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.45%

41.77%

-33.32%

Volatility

000660.KS vs. XRP-USD - Volatility Comparison

SK Hynix Inc (000660.KS) has a higher volatility of 30.14% compared to XRP (XRP-USD) at 13.49%. This indicates that 000660.KS's price experiences larger fluctuations and is considered to be riskier than XRP-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


000660.KSXRP-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

30.14%

13.49%

+16.65%

Volatility (6M)

Calculated over the trailing 6-month period

57.49%

45.04%

+12.45%

Volatility (1Y)

Calculated over the trailing 1-year period

71.32%

54.89%

+16.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

48.53%

69.59%

-21.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.05%

102.27%

-59.22%

Frequently Asked Questions


000660.KS and XRP-USD have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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