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001770.KS vs. LGD.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

001770.KS vs. LGD.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a ₩10,000 investment in Shin Hwa Silup (001770.KS) and Liberty Gold Corp. (LGD.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

001770.KS is traded in KRW, while LGD.TO is traded in CAD. To make them comparable, the LGD.TO values have been converted to KRW using the latest available exchange rates.

Returns By Period

In the year-to-date period, 001770.KS achieves a -26.50% return, which is significantly lower than LGD.TO's 91.28% return. Over the past 10 years, 001770.KS has underperformed LGD.TO with an annualized return of -1.70%, while LGD.TO has yielded a comparatively higher 9.53% annualized return.


001770.KS

1D
0.15%
1M
-21.48%
YTD
-26.50%
6M
-26.13%
1Y
-23.36%
3Y*
-21.34%
5Y*
-14.29%
10Y*
-1.70%

LGD.TO

1D
-12.12%
1M
10.66%
YTD
91.28%
6M
88.28%
1Y
434.03%
3Y*
58.78%
5Y*
1.53%
10Y*
9.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

001770.KS vs. LGD.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
001770.KS
Shin Hwa Silup
-26.50%34.54%-35.04%-33.38%7.20%47.32%-4.42%5.91%18.90%-33.84%
LGD.TO
Liberty Gold Corp.
91.28%226.84%-11.93%-41.77%-43.08%-38.47%53.27%283.19%-32.21%-7.65%

Correlation

The correlation between 001770.KS and LGD.TO 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

0.00

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

0.01

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

-0.03

Correlation (All Time)
Calculated using the full available price history since Feb 14, 2012

-0.01

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Return for Risk

001770.KS vs. LGD.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

001770.KS
001770.KS Risk / Return Rank: 88
Overall Rank
001770.KS Sharpe Ratio Rank: 66
Sharpe Ratio Rank
001770.KS Sortino Ratio Rank: 99
Sortino Ratio Rank
001770.KS Omega Ratio Rank: 99
Omega Ratio Rank
001770.KS Calmar Ratio Rank: 1515
Calmar Ratio Rank
001770.KS Martin Ratio Rank: 11
Martin Ratio Rank

LGD.TO
LGD.TO Risk / Return Rank: 9797
Overall Rank
LGD.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
LGD.TO Sortino Ratio Rank: 9696
Sortino Ratio Rank
LGD.TO Omega Ratio Rank: 9595
Omega Ratio Rank
LGD.TO Calmar Ratio Rank: 9797
Calmar Ratio Rank
LGD.TO Martin Ratio Rank: 9898
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.

001770.KS vs. LGD.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Shin Hwa Silup (001770.KS) and Liberty Gold Corp. (LGD.TO). 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.


001770.KSLGD.TODifference
Sharpe ratioReturn per unit of total volatility

-7.25

Sortino ratioReturn per unit of downside risk

-6.03

Omega ratioGain probability vs. loss probability

0.85

1.62

-0.78

Calmar ratioReturn relative to maximum drawdown

-0.71

11.39

-12.09

Martin ratioReturn relative to average drawdown

-1.99

40.95

-42.94

001770.KS vs. LGD.TO - Sharpe Ratio Comparison

The current 001770.KS Sharpe Ratio is -0.92, which is lower than the LGD.TO Sharpe Ratio of 6.33. The chart below compares the historical Sharpe Ratios of 001770.KS and LGD.TO, 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


001770.KSLGD.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.92

6.33

-7.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.39

0.02

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.03

0.15

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

-0.01

+0.05

Drawdowns

001770.KS vs. LGD.TO - Drawdown Comparison

The maximum 001770.KS drawdown since its inception was -81.52%, smaller than the maximum LGD.TO drawdown of -92.46%. Use the drawdown chart below to compare losses from any high point for 001770.KS and LGD.TO.


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Drawdown Indicators


001770.KSLGD.TODifference

Max Drawdown

Largest peak-to-trough decline

-81.52%

-92.46%

+10.94%

Max Drawdown (1Y)

Largest decline over 1 year

-31.74%

-38.43%

+6.69%

Max Drawdown (3Y)

Largest decline over 3 years

-53.38%

-50.32%

-3.06%

Max Drawdown (5Y)

Largest decline over 5 years

-69.89%

-86.23%

+16.34%

Max Drawdown (10Y)

Largest decline over 10 years

-69.89%

-89.00%

+19.11%

Current Drawdown

Current decline from peak

-69.33%

-34.11%

-35.22%

Average Drawdown

Average peak-to-trough decline

-46.29%

-67.99%

+21.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.03%

10.67%

+0.36%

Volatility

001770.KS vs. LGD.TO - Volatility Comparison

The current volatility for Shin Hwa Silup (001770.KS) is 10.16%, while Liberty Gold Corp. (LGD.TO) has a volatility of 23.77%. This indicates that 001770.KS experiences smaller price fluctuations and is considered to be less risky than LGD.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


001770.KSLGD.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.16%

23.77%

-13.61%

Volatility (6M)

Calculated over the trailing 6-month period

17.69%

54.21%

-36.52%

Volatility (1Y)

Calculated over the trailing 1-year period

24.39%

69.14%

-44.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.57%

67.60%

-30.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.95%

64.66%

-13.71%

Dividends

001770.KS vs. LGD.TO - Dividend Comparison

001770.KS's dividend yield for the trailing twelve months is around 1.50%, while LGD.TO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
001770.KS
Shin Hwa Silup
1.50%1.10%0.73%0.47%0.63%0.33%0.49%0.47%0.49%0.58%0.96%1.67%
LGD.TO
Liberty Gold Corp.
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

001770.KS vs. LGD.TO - Financials Comparison

This section allows you to compare key financial metrics between Shin Hwa Silup and Liberty Gold Corp.. 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. 001770.KS values in KRW, LGD.TO values in CAD

Frequently Asked Questions


001770.KS and LGD.TO 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.

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