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005850.KS vs. CMCL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

005850.KS vs. CMCL.L - Performance Comparison

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

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Different Trading Currencies

005850.KS is traded in KRW, while CMCL.L is traded in GBp. To make them comparable, the CMCL.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 73.20% return, which is significantly higher than CMCL.L's -12.89% return. Over the past 10 years, 005850.KS has underperformed CMCL.L with an annualized return of 19.41%, while CMCL.L has yielded a comparatively higher 23.67% annualized return.


005850.KS

1D
3.19%
1M
11.77%
YTD
73.20%
6M
68.67%
1Y
137.87%
3Y*
28.50%
5Y*
19.38%
10Y*
19.41%

CMCL.L

1D
-0.66%
1M
1.00%
YTD
-12.89%
6M
-7.48%
1Y
40.22%
3Y*
29.50%
5Y*
18.14%
10Y*
23.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
005850.KS
SL Corp
73.20%42.12%-12.22%59.61%-24.57%95.03%-7.63%-6.95%-16.87%15.57%
CMCL.L
Caledonia Mining Corporation plc
-12.89%179.15%-8.14%5.66%15.71%-16.91%97.23%55.76%-12.13%23.75%

Correlation

The correlation between 005850.KS and CMCL.L is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.07

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

0.05

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

0.02

Correlation (All Time)
Calculated using the full available price history since Jul 10, 2007

-0.00

The correlation between 005850.KS and CMCL.L shifts across timeframes, from -0.00 (all time) to 0.17 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

005850.KS vs. CMCL.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: 9090
Overall Rank
005850.KS Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
005850.KS Sortino Ratio Rank: 8888
Sortino Ratio Rank
005850.KS Omega Ratio Rank: 8787
Omega Ratio Rank
005850.KS Calmar Ratio Rank: 9494
Calmar Ratio Rank
005850.KS Martin Ratio Rank: 9393
Martin Ratio Rank

CMCL.L
CMCL.L Risk / Return Rank: 5454
Overall Rank
CMCL.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
CMCL.L Sortino Ratio Rank: 5252
Sortino Ratio Rank
CMCL.L Omega Ratio Rank: 5454
Omega Ratio Rank
CMCL.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
CMCL.L Martin Ratio Rank: 5252
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.

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

This table presents a comparison of risk-adjusted performance metrics for SL Corp (005850.KS) and Caledonia Mining Corporation plc (CMCL.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.KSCMCL.LDifference
Sharpe ratioReturn per unit of total volatility

+1.47

Sortino ratioReturn per unit of downside risk

+1.81

Omega ratioGain probability vs. loss probability

1.38

1.17

+0.22

Calmar ratioReturn relative to maximum drawdown

6.32

1.00

+5.33

Martin ratioReturn relative to average drawdown

16.28

1.72

+14.56

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

The current 005850.KS Sharpe Ratio is 2.18, which is higher than the CMCL.L Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of 005850.KS and CMCL.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.


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Sharpe Ratios by Period


005850.KSCMCL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.18

0.71

+1.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.45

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.58

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.22

+0.06

Drawdowns

005850.KS vs. CMCL.L - Drawdown Comparison

The maximum 005850.KS drawdown since its inception was -82.17%, which is greater than CMCL.L's maximum drawdown of -75.95%. Use the drawdown chart below to compare losses from any high point for 005850.KS and CMCL.L.


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Drawdown Indicators


005850.KSCMCL.LDifference

Max Drawdown

Largest peak-to-trough decline

-82.17%

-75.95%

-6.22%

Max Drawdown (1Y)

Largest decline over 1 year

-23.03%

-40.13%

+17.10%

Max Drawdown (3Y)

Largest decline over 3 years

-37.52%

-41.16%

+3.64%

Max Drawdown (5Y)

Largest decline over 5 years

-41.25%

-43.00%

+1.75%

Max Drawdown (10Y)

Largest decline over 10 years

-67.21%

-53.14%

-14.07%

Current Drawdown

Current decline from peak

-6.07%

-39.32%

+33.25%

Average Drawdown

Average peak-to-trough decline

-32.87%

-34.51%

+1.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.79%

23.36%

-14.57%

Volatility

005850.KS vs. CMCL.L - Volatility Comparison

SL Corp (005850.KS) has a higher volatility of 27.52% compared to Caledonia Mining Corporation plc (CMCL.L) at 9.45%. This indicates that 005850.KS's price experiences larger fluctuations and is considered to be riskier than CMCL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


005850.KSCMCL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.52%

9.45%

+18.07%

Volatility (6M)

Calculated over the trailing 6-month period

58.19%

42.23%

+15.96%

Volatility (1Y)

Calculated over the trailing 1-year period

66.90%

56.25%

+10.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.72%

39.97%

+9.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.28%

40.59%

+7.69%

Dividends

005850.KS vs. CMCL.L - Dividend Comparison

005850.KS's dividend yield for the trailing twelve months is around 3.89%, more than CMCL.L's 2.63% yield.


PositionTTM20252024202320222021202020192018201720162015
005850.KS
SL Corp
3.89%0.00%3.98%2.52%2.61%1.60%3.08%2.20%2.01%1.63%1.21%1.51%
CMCL.L
Caledonia Mining Corporation plc
2.63%2.12%5.45%4.26%3.99%4.18%2.07%3.37%4.67%4.02%4.49%8.45%

Financials

005850.KS vs. CMCL.L - Financials Comparison

This section allows you to compare key financial metrics between SL Corp and Caledonia Mining Corporation plc. 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. 005850.KS values in KRW, CMCL.L values in GBp

Frequently Asked Questions


005850.KS and CMCL.L have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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