005850.KS vs. BAG.L

Last updated Jun 4, 2026

005850.KS (SL Corp) and BAG.L (A.G.Barr plc) are both stocks. 005850.KS operates in Auto Parts (Consumer Cyclical), while BAG.L operates in Beverages - Non-Alcoholic (Consumer Defensive). Over the past 10 years, 005850.KS returned 19.04%/yr vs 5.74%/yr for BAG.L. At a correlation of -0.04, they often move in opposite directions.

Performance

005850.KS vs. BAG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a ₩10,000 investment in SL Corp (005850.KS) and A.G.Barr plc (BAG.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

005850.KS is traded in KRW, while BAG.L is traded in GBp. To make them comparable, the BAG.L values have been converted to KRW using the latest available exchange rates.

Returns By Period

In the year-to-date period, 005850.KS achieves a 67.84% return, which is significantly higher than BAG.L's 6.55% return. Over the past 10 years, 005850.KS has outperformed BAG.L with an annualized return of 19.04%, while BAG.L has yielded a comparatively lower 5.74% annualized return.

005850.KS

• 1D: -7.01%
• 1M: 8.32%
• YTD: 67.84%
• 6M: 64.02%
• 1Y: 136.58%
• 3Y*: 28.68%
• 5Y*: 20.12%
• 10Y*: 19.04%

BAG.L

• 1D: 1.51%
• 1M: 1.20%
• YTD: 6.55%
• 6M: 3.19%
• 1Y: 0.11%
• 3Y*: 18.37%
• 5Y*: 11.75%
• 10Y*: 5.74%

*Multi-year figures are annualized to reflect compound growth (CAGR)

005850.KS vs. BAG.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
005850.KS SL Corp	67.84%	42.12%	-12.22%	59.61%	-24.57%	95.03%	-7.63%	-6.95%	-16.87%	15.57%
BAG.L A.G.Barr plc	6.55%	10.38%	36.63%	6.94%	-0.63%	10.85%	-13.19%	-18.82%	19.13%	31.53%

Correlation

The correlation between 005850.KS and BAG.L is 0.07, 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	0.07
Correlation (3Y) Calculated over the trailing 3-year period	-0.01
Correlation (5Y) Calculated over the trailing 5-year period	-0.04
Correlation (10Y) Calculated over the trailing 10-year period	-0.03
Correlation (All Time) Calculated using the full available price history since Jul 4, 2007	-0.04

The correlation between 005850.KS and BAG.L shifts across timeframes, from -0.04 (all time) to 0.07 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

005850.KS vs. BAG.L — Risk / Return Rank

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

005850.KS

005850.KS Risk / Return Rank: 90
005850.KS Sharpe Ratio Rank: 90
005850.KS Sortino Ratio Rank: 88
005850.KS Omega Ratio Rank: 87
005850.KS Calmar Ratio Rank: 94
005850.KS Martin Ratio Rank: 93

BAG.L

BAG.L Risk / Return Rank: 17
BAG.L Sharpe Ratio Rank: 20
BAG.L Sortino Ratio Rank: 18
BAG.L Omega Ratio Rank: 18
BAG.L Calmar Ratio Rank: 16
BAG.L Martin Ratio Rank: 13

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.

005850.KS vs. BAG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SL Corp (005850.KS) and A.G.Barr plc (BAG.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.

	005850.KS	BAG.L	Difference
Sharpe ratio Return per unit of total volatility	2.16	0.01	+2.15
Sortino ratio Return per unit of downside risk	3.00	0.15	+2.86
Omega ratio Gain probability vs. loss probability	1.38	1.02	+0.37
Calmar ratio Return relative to maximum drawdown	6.26	0.01	+6.25
Martin ratio Return relative to average drawdown	16.14	0.02	+16.12
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

005850.KS vs. BAG.L - Sharpe Ratio Comparison

The current 005850.KS Sharpe Ratio is 2.16, which is higher than the BAG.L Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of 005850.KS and BAG.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	005850.KS	BAG.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.16	0.01	+2.15
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.42	0.48	-0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.41	0.20	+0.21
Sharpe Ratio (All Time) Calculated using the full available price history	0.28	0.28	-0.01

Drawdowns

005850.KS vs. BAG.L - Drawdown Comparison

The maximum 005850.KS drawdown since its inception was -82.17%, which is greater than BAG.L's maximum drawdown of -61.71%. Use the drawdown chart below to compare losses from any high point for 005850.KS and BAG.L.

Drawdown Indicators

	005850.KS	BAG.L	Difference
Max Drawdown Largest peak-to-trough decline	-82.17%	-61.71%	-20.46%
Max Drawdown (1Y) Largest decline over 1 year	-23.03%	-11.26%	-11.77%
Max Drawdown (3Y) Largest decline over 3 years	-37.52%	-15.72%	-21.80%
Max Drawdown (5Y) Largest decline over 5 years	-41.25%	-23.61%	-17.64%
Max Drawdown (10Y) Largest decline over 10 years	-67.21%	-61.71%	-5.50%
Current Drawdown Current decline from peak	-8.97%	-6.60%	-2.37%
Average Drawdown Average peak-to-trough decline	-32.87%	-18.59%	-14.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.79%	5.30%	+3.49%

Volatility

005850.KS vs. BAG.L - Volatility Comparison

SL Corp (005850.KS) has a higher volatility of 28.04% compared to A.G.Barr plc (BAG.L) at 6.63%. This indicates that 005850.KS's price experiences larger fluctuations and is considered to be riskier than BAG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	005850.KS	BAG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	28.04%	6.63%	+21.41%
Volatility (6M) Calculated over the trailing 6-month period	58.15%	15.37%	+42.78%
Volatility (1Y) Calculated over the trailing 1-year period	67.00%	19.51%	+47.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	49.76%	24.26%	+25.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	48.28%	28.82%	+19.46%

Dividends

005850.KS vs. BAG.L - Dividend Comparison

005850.KS's dividend yield for the trailing twelve months is around 4.01%, more than BAG.L's 3.05% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
005850.KS SL Corp	4.01%	0.00%	3.98%	2.52%	2.61%	1.60%	3.08%	2.20%	2.01%	1.63%	1.21%	1.51%
BAG.L A.G.Barr plc	3.05%	2.76%	2.55%	2.58%	2.35%	2.32%	0.00%	2.89%	1.99%	2.19%	2.69%	2.32%

Financials

Frequently Asked Questions

Can I hold both 005850.KS and BAG.L in my portfolio?

005850.KS and BAG.L have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.