005380.KS vs. EWY
Compare and contrast key facts about Hyundai Motor (005380.KS) and iShares MSCI South Korea ETF (EWY).
EWY is a passively managed fund by iShares that tracks the performance of the MSCI Korea Index. It was launched on May 12, 2000.
Performance
005380.KS vs. EWY - Performance Comparison
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005380.KS vs. EWY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
005380.KS Hyundai Motor | 65.31% | 49.14% | 10.48% | 36.82% | -24.49% | 11.39% | 61.90% | 4.98% | -21.47% | 9.66% |
EWY iShares MSCI South Korea ETF | 37.16% | 90.84% | -9.34% | 22.45% | -22.44% | 1.25% | 31.25% | 12.06% | -16.93% | 28.09% |
Different Trading Currencies
005380.KS is traded in KRW, while EWY is traded in USD. To make them comparable, the EWY values have been converted to KRW using the latest available exchange rates.
Returns By Period
In the year-to-date period, 005380.KS achieves a 65.31% return, which is significantly higher than EWY's 37.16% return. Over the past 10 years, 005380.KS has outperformed EWY with an annualized return of 16.51%, while EWY has yielded a comparatively lower 14.53% annualized return.
005380.KS
- 1D
- 9.54%
- 1M
- -27.60%
- YTD
- 65.31%
- 6M
- 129.64%
- 1Y
- 155.48%
- 3Y*
- 45.03%
- 5Y*
- 20.85%
- 10Y*
- 16.51%
EWY
- 1D
- 3.77%
- 1M
- -10.45%
- YTD
- 37.16%
- 6M
- 70.99%
- 1Y
- 143.99%
- 3Y*
- 37.27%
- 5Y*
- 15.82%
- 10Y*
- 14.53%
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Return for Risk
005380.KS vs. EWY — Risk / Return Rank
005380.KS
EWY
005380.KS vs. EWY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hyundai Motor (005380.KS) and iShares MSCI South Korea ETF (EWY). 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.
| 005380.KS | EWY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.88 | 4.66 | -1.77 |
Sortino ratioReturn per unit of downside risk | 3.46 | 4.70 | -1.24 |
Omega ratioGain probability vs. loss probability | 1.49 | 1.69 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 4.39 | 7.76 | -3.37 |
Martin ratioReturn relative to average drawdown | 13.64 | 32.13 | -18.49 |
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
| 005380.KS | EWY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.88 | 4.66 | -1.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.74 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.69 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.34 | -0.05 |
Correlation
The correlation between 005380.KS and EWY is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
005380.KS vs. EWY - Dividend Comparison
005380.KS's dividend yield for the trailing twelve months is around 2.05%, more than EWY's 1.61% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
005380.KS Hyundai Motor | 2.05% | 4.55% | 6.79% | 1.47% | 4.64% | 2.39% | 1.56% | 3.32% | 3.38% | 2.56% | 2.74% | 2.68% |
EWY iShares MSCI South Korea ETF | 1.61% | 2.10% | 2.55% | 2.52% | 1.23% | 2.16% | 0.73% | 2.10% | 1.34% | 2.90% | 1.21% | 2.42% |
Drawdowns
005380.KS vs. EWY - Drawdown Comparison
The maximum 005380.KS drawdown since its inception was -75.30%, which is greater than EWY's maximum drawdown of -57.04%. Use the drawdown chart below to compare losses from any high point for 005380.KS and EWY.
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Drawdown Indicators
| 005380.KS | EWY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.30% | -74.14% | -1.16% |
Max Drawdown (1Y)Largest decline over 1 year | -33.90% | -23.08% | -10.82% |
Max Drawdown (5Y)Largest decline over 5 years | -38.16% | -48.55% | +10.39% |
Max Drawdown (10Y)Largest decline over 10 years | -57.54% | -49.73% | -7.81% |
Current DrawdownCurrent decline from peak | -27.60% | -16.61% | -10.99% |
Average DrawdownAverage peak-to-trough decline | -28.28% | -20.23% | -8.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.91% | 5.76% | +5.15% |
Volatility
005380.KS vs. EWY - Volatility Comparison
Hyundai Motor (005380.KS) has a higher volatility of 26.98% compared to iShares MSCI South Korea ETF (EWY) at 17.78%. This indicates that 005380.KS's price experiences larger fluctuations and is considered to be riskier than EWY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 005380.KS | EWY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 26.98% | 17.78% | +9.20% |
Volatility (6M)Calculated over the trailing 6-month period | 50.63% | 27.52% | +23.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.06% | 31.12% | +25.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.41% | 21.37% | +15.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.78% | 21.07% | +14.71% |