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002900.KS vs. VOO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

002900.KS vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a ₩10,000 investment in TYM Corporation (002900.KS) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

002900.KS is traded in KRW, while VOO is traded in USD. To make them comparable, the VOO values have been converted to KRW using the latest available exchange rates.

Returns By Period

In the year-to-date period, 002900.KS achieves a 7.34% return, which is significantly lower than VOO's 17.36% return. Over the past 10 years, 002900.KS has underperformed VOO with an annualized return of 6.78%, while VOO has yielded a comparatively higher 18.73% annualized return.


002900.KS

1D
-0.15%
1M
-19.43%
YTD
7.34%
6M
6.50%
1Y
37.50%
3Y*
-6.58%
5Y*
4.84%
10Y*
6.78%

VOO

1D
-0.94%
1M
8.37%
YTD
17.36%
6M
14.46%
1Y
44.86%
3Y*
29.20%
5Y*
21.34%
10Y*
18.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

002900.KS vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
002900.KS
TYM Corporation
7.34%46.35%-17.67%-42.09%66.71%13.36%22.09%-14.41%12.60%-56.59%
VOO
Vanguard S&P 500 ETF
17.36%15.12%42.49%29.92%-13.54%41.10%11.38%36.35%-0.38%7.59%

Correlation

The correlation between 002900.KS and VOO is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

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

0.10

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 Sep 10, 2010

0.03

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Return for Risk

002900.KS vs. VOO — Risk / Return Rank

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

002900.KS
002900.KS Risk / Return Rank: 6666
Overall Rank
002900.KS Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
002900.KS Sortino Ratio Rank: 6363
Sortino Ratio Rank
002900.KS Omega Ratio Rank: 6262
Omega Ratio Rank
002900.KS Calmar Ratio Rank: 6767
Calmar Ratio Rank
002900.KS Martin Ratio Rank: 7272
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6666
Overall Rank
VOO Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6363
Sortino Ratio Rank
VOO Omega Ratio Rank: 6666
Omega Ratio Rank
VOO Calmar Ratio Rank: 6060
Calmar Ratio Rank
VOO Martin Ratio Rank: 7373
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.

002900.KS vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TYM Corporation (002900.KS) and Vanguard S&P 500 ETF (VOO). 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.


002900.KSVOODifference
Sharpe ratioReturn per unit of total volatility

-3.18

Sortino ratioReturn per unit of downside risk

-3.68

Omega ratioGain probability vs. loss probability

1.18

1.71

-0.53

Calmar ratioReturn relative to maximum drawdown

1.38

7.14

-5.76

Martin ratioReturn relative to average drawdown

4.20

26.18

-21.99

002900.KS vs. VOO - Sharpe Ratio Comparison

The current 002900.KS Sharpe Ratio is 0.78, which is lower than the VOO Sharpe Ratio of 3.95. The chart below compares the historical Sharpe Ratios of 002900.KS and VOO, 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


002900.KSVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

3.95

-3.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

1.34

-1.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

1.13

-1.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

1.06

-0.97

Drawdowns

002900.KS vs. VOO - Drawdown Comparison

The maximum 002900.KS drawdown since its inception was -92.81%, which is greater than VOO's maximum drawdown of -30.73%. Use the drawdown chart below to compare losses from any high point for 002900.KS and VOO.


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Drawdown Indicators


002900.KSVOODifference

Max Drawdown

Largest peak-to-trough decline

-92.81%

-30.73%

-62.08%

Max Drawdown (1Y)

Largest decline over 1 year

-28.34%

-6.31%

-22.03%

Max Drawdown (3Y)

Largest decline over 3 years

-68.44%

-17.09%

-51.35%

Max Drawdown (5Y)

Largest decline over 5 years

-74.98%

-17.39%

-57.59%

Max Drawdown (10Y)

Largest decline over 10 years

-83.50%

-30.73%

-52.77%

Current Drawdown

Current decline from peak

-43.49%

-0.94%

-42.55%

Average Drawdown

Average peak-to-trough decline

-54.96%

-3.23%

-51.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.45%

1.72%

+7.73%

Volatility

002900.KS vs. VOO - Volatility Comparison

TYM Corporation (002900.KS) has a higher volatility of 14.78% compared to Vanguard S&P 500 ETF (VOO) at 3.12%. This indicates that 002900.KS's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


002900.KSVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

14.78%

3.12%

+11.66%

Volatility (6M)

Calculated over the trailing 6-month period

39.72%

8.43%

+31.29%

Volatility (1Y)

Calculated over the trailing 1-year period

50.29%

11.46%

+38.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.37%

16.04%

+37.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.48%

16.65%

+44.83%

Dividends

002900.KS vs. VOO - Dividend Comparison

002900.KS's dividend yield for the trailing twelve months is around 4.43%, more than VOO's 1.05% yield.


PositionTTM20252024202320222021202020192018201720162015
002900.KS
TYM Corporation
4.43%1.75%3.64%0.91%2.08%1.13%0.00%0.23%0.55%0.92%0.26%1.21%
VOO
Vanguard S&P 500 ETF
1.05%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Frequently Asked Questions


002900.KS and VOO have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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