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

Performance

005850.KS vs. G - Performance Comparison

The chart below illustrates the hypothetical performance of a ₩10,000 investment in SL Corp (005850.KS) and Genpact Limited (G). 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 G is traded in USD. To make them comparable, the G 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 G's -26.38% return. Over the past 10 years, 005850.KS has outperformed G with an annualized return of 19.04%, while G has yielded a comparatively lower 5.28% 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%

G

1D
-1.47%
1M
-1.99%
YTD
-26.38%
6M
-24.86%
1Y
-14.77%
3Y*
1.91%
5Y*
0.63%
10Y*
5.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

005850.KS vs. G - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
005850.KS
SL Corp
67.84%42.12%-12.22%59.61%-24.57%95.03%-7.63%-6.95%-16.87%15.57%
G
Genpact Limited
-26.38%8.02%43.40%-21.82%-6.74%41.89%-6.75%63.65%-10.41%16.22%

Correlation

The correlation between 005850.KS and G is -0.08, 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

-0.08

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

-0.03

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

-0.01

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

-0.01

Correlation (All Time)
Calculated using the full available price history since Aug 3, 2007

0.00

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Return for Risk

005850.KS vs. G — 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

G
G Risk / Return Rank: 1313
Overall Rank
G Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
G Sortino Ratio Rank: 1313
Sortino Ratio Rank
G Omega Ratio Rank: 1414
Omega Ratio Rank
G Calmar Ratio Rank: 2020
Calmar Ratio Rank
G Martin Ratio Rank: 66
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. G - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SL Corp (005850.KS) and Genpact Limited (G). 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.KSGDifference

Sharpe ratio

Return per unit of total volatility

2.16

-0.41

+2.57

Sortino ratio

Return per unit of downside risk

3.00

-0.40

+3.40

Omega ratio

Gain probability vs. loss probability

1.38

0.95

+0.43

Calmar ratio

Return relative to maximum drawdown

6.26

-0.37

+6.64

Martin ratio

Return relative to average drawdown

16.14

-0.94

+17.08

005850.KS vs. G - Sharpe Ratio Comparison

The current 005850.KS Sharpe Ratio is 2.16, which is higher than the G Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of 005850.KS and G, 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.KSGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.16

-0.41

+2.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.02

+0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.19

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.25

+0.03

Drawdowns

005850.KS vs. G - Drawdown Comparison

The maximum 005850.KS drawdown since its inception was -82.17%, which is greater than G's maximum drawdown of -46.31%. Use the drawdown chart below to compare losses from any high point for 005850.KS and G.


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Drawdown Indicators


005850.KSGDifference

Max Drawdown

Largest peak-to-trough decline

-82.17%

-46.31%

-35.86%

Max Drawdown (1Y)

Largest decline over 1 year

-23.03%

-39.53%

+16.50%

Max Drawdown (3Y)

Largest decline over 3 years

-37.52%

-44.82%

+7.30%

Max Drawdown (5Y)

Largest decline over 5 years

-41.25%

-44.82%

+3.57%

Max Drawdown (10Y)

Largest decline over 10 years

-67.21%

-46.31%

-20.90%

Current Drawdown

Current decline from peak

-8.97%

-36.92%

+27.95%

Average Drawdown

Average peak-to-trough decline

-32.87%

-14.12%

-18.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.79%

15.71%

-6.92%

Volatility

005850.KS vs. G - Volatility Comparison

SL Corp (005850.KS) has a higher volatility of 28.04% compared to Genpact Limited (G) at 14.90%. This indicates that 005850.KS's price experiences larger fluctuations and is considered to be riskier than G based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


005850.KSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

28.04%

14.90%

+13.14%

Volatility (6M)

Calculated over the trailing 6-month period

58.15%

27.90%

+30.25%

Volatility (1Y)

Calculated over the trailing 1-year period

67.00%

36.09%

+30.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.76%

28.51%

+21.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.28%

27.30%

+20.98%

Dividends

005850.KS vs. G - Dividend Comparison

005850.KS's dividend yield for the trailing twelve months is around 4.01%, more than G's 2.16% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
G
Genpact Limited
2.16%1.45%1.42%1.58%1.08%0.81%0.94%0.81%1.11%0.76%0.00%0.00%

Financials

005850.KS vs. G - Financials Comparison

This section allows you to compare key financial metrics between SL Corp and Genpact Limited. 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, G values in USD

Frequently Asked Questions


005850.KS and G have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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