005380.KS vs. SMSN.L
005380.KS (Hyundai Motor) and SMSN.L (Samsung Electronics Co. Ltd) are both stocks. 005380.KS operates in Auto Manufacturers (Consumer Cyclical), while SMSN.L operates in Consumer Electronics (Technology). Over the past 10 years, 005380.KS returned 21.76%/yr vs 32.02%/yr for SMSN.L. At a 0.26 correlation, their price movements are largely independent.
Performance
005380.KS vs. SMSN.L - Performance Comparison
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Different Trading Currencies
005380.KS is traded in KRW, while SMSN.L is traded in USD. To make them comparable, the SMSN.L 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 138.00% return, which is significantly lower than SMSN.L's 188.52% return. Over the past 10 years, 005380.KS has underperformed SMSN.L with an annualized return of 21.76%, while SMSN.L has yielded a comparatively higher 32.02% annualized return.
005380.KS
- 1D
- -3.98%
- 1M
- 27.74%
- YTD
- 138.00%
- 6M
- 124.02%
- 1Y
- 280.10%
- 3Y*
- 59.15%
- 5Y*
- 29.11%
- 10Y*
- 21.76%
SMSN.L
- 1D
- -4.38%
- 1M
- 30.33%
- YTD
- 188.52%
- 6M
- 221.36%
- 1Y
- 489.21%
- 3Y*
- 72.29%
- 5Y*
- 35.61%
- 10Y*
- 32.02%
005380.KS vs. SMSN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
005380.KS Hyundai Motor | 138.00% | 49.14% | 10.48% | 36.82% | -24.49% | 11.39% | 61.90% | 4.98% | -21.47% | 9.66% |
SMSN.L Samsung Electronics Co. Ltd | 188.52% | 126.56% | -29.25% | 42.28% | -27.44% | 0.78% | 50.62% | 46.93% | -22.13% | 44.24% |
Correlation
The correlation between 005380.KS and SMSN.L is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jul 6, 2007 | 0.26 |
The correlation between 005380.KS and SMSN.L shifts across timeframes, from 0.22 (10 years) to 0.36 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
005380.KS vs. SMSN.L — Risk / Return Rank
005380.KS
SMSN.L
005380.KS vs. SMSN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hyundai Motor (005380.KS) and Samsung Electronics Co. Ltd (SMSN.L). 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 | SMSN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -5.60 | ||
| Sortino ratioReturn per unit of downside risk | -2.68 | ||
| Omega ratioGain probability vs. loss probability | 1.65 | 1.95 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 9.07 | 27.19 | -18.12 |
| Martin ratioReturn relative to average drawdown | 26.45 | 95.42 | -68.97 |
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 | SMSN.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.96 | 10.57 | -5.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 1.12 | -0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 1.06 | -0.45 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.68 | -0.36 |
Drawdowns
005380.KS vs. SMSN.L - Drawdown Comparison
The maximum 005380.KS drawdown since its inception was -75.30%, which is greater than SMSN.L's maximum drawdown of -48.16%. Use the drawdown chart below to compare losses from any high point for 005380.KS and SMSN.L.
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Drawdown Indicators
| 005380.KS | SMSN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.30% | -48.16% | -27.14% |
Max Drawdown (1Y)Largest decline over 1 year | -33.90% | -18.41% | -15.49% |
Max Drawdown (3Y)Largest decline over 3 years | -38.16% | -43.05% | +4.89% |
Max Drawdown (5Y)Largest decline over 5 years | -38.16% | -43.05% | +4.89% |
Max Drawdown (10Y)Largest decline over 10 years | -57.54% | -43.05% | -14.49% |
Current DrawdownCurrent decline from peak | -6.67% | -4.38% | -2.29% |
Average DrawdownAverage peak-to-trough decline | -28.21% | -14.48% | -13.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.42% | 5.25% | +6.17% |
Volatility
005380.KS vs. SMSN.L - Volatility Comparison
Hyundai Motor (005380.KS) has a higher volatility of 23.41% compared to Samsung Electronics Co. Ltd (SMSN.L) at 20.19%. This indicates that 005380.KS's price experiences larger fluctuations and is considered to be riskier than SMSN.L 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 | SMSN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.41% | 20.19% | +3.22% |
Volatility (6M)Calculated over the trailing 6-month period | 55.24% | 39.72% | +15.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.93% | 47.36% | +14.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.28% | 31.78% | +6.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.78% | 30.01% | +6.77% |
Dividends
005380.KS vs. SMSN.L - Dividend Comparison
005380.KS's dividend yield for the trailing twelve months is around 1.43%, more than SMSN.L's 0.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
005380.KS Hyundai Motor | 1.43% | 4.55% | 6.79% | 1.47% | 4.64% | 2.39% | 1.56% | 3.32% | 3.38% | 2.56% | 2.74% | 2.68% |
SMSN.L Samsung Electronics Co. Ltd | 0.51% | 1.40% | 2.88% | 1.79% | 2.50% | 1.85% | 3.60% | 2.47% | 3.65% | 1.62% | 1.68% | 1.71% |
Financials
005380.KS vs. SMSN.L - Financials Comparison
This section allows you to compare key financial metrics between Hyundai Motor and Samsung Electronics Co. Ltd. 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
005380.KS and SMSN.L have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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