005930.KS vs. 0981.HK

Last updated Apr 3, 2026

Compare and contrast key facts about Samsung Electronics Co Ltd (005930.KS) and Semiconductor Manufacturing International Corp (0981.HK).

Performance

005930.KS vs. 0981.HK - Performance Comparison

The chart below illustrates the hypothetical performance of a ₩10,000 investment in Samsung Electronics Co Ltd (005930.KS) and Semiconductor Manufacturing International Corp (0981.HK). The values are adjusted to include any dividend payments, if applicable.

005930.KS vs. 0981.HK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
005930.KS Samsung Electronics Co Ltd	48.79%	130.24%	-30.77%	44.92%	-27.63%	-1.57%	51.84%	48.46%	101.81%	4.37%
0981.HK Semiconductor Manufacturing International Corp	-22.30%	119.53%	82.91%	22.18%	-5.49%	-8.84%	76.66%	81.87%	-47.28%	-2.65%

Different Trading Currencies

005930.KS is traded in KRW, while 0981.HK is traded in HKD. To make them comparable, the 0981.HK values have been converted to KRW using the latest available exchange rates.

Returns By Period

In the year-to-date period, 005930.KS achieves a 48.79% return, which is significantly higher than 0981.HK's -22.30% return. Over the past 10 years, 005930.KS has outperformed 0981.HK with an annualized return of 28.17%, while 0981.HK has yielded a comparatively lower 25.95% annualized return.

005930.KS

• 1D: -5.91%
• 1M: -8.56%
• YTD: 48.79%
• 6M: 101.42%
• 1Y: 208.11%
• 3Y*: 44.14%
• 5Y*: 18.42%
• 10Y*: 28.17%

0981.HK

• 1D: 0.00%
• 1M: -13.49%
• YTD: -22.30%
• 6M: -36.65%
• 1Y: 22.27%
• 3Y*: 45.58%
• 5Y*: 22.25%
• 10Y*: 25.95%

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

Return for Risk

005930.KS vs. 0981.HK — Risk / Return Rank

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

005930.KS

005930.KS Risk / Return Rank: 98
005930.KS Sharpe Ratio Rank: 99
005930.KS Sortino Ratio Rank: 97
005930.KS Omega Ratio Rank: 97
005930.KS Calmar Ratio Rank: 98
005930.KS Martin Ratio Rank: 98

0981.HK

0981.HK Risk / Return Rank: 46
0981.HK Sharpe Ratio Rank: 49
0981.HK Sortino Ratio Rank: 47
0981.HK Omega Ratio Rank: 46
0981.HK Calmar Ratio Rank: 43
0981.HK Martin Ratio Rank: 43

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.

005930.KS vs. 0981.HK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Samsung Electronics Co Ltd (005930.KS) and Semiconductor Manufacturing International Corp (0981.HK). 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.

	005930.KS	0981.HK	Difference
Sharpe ratio Return per unit of total volatility	4.48	0.43	+4.05
Sortino ratio Return per unit of downside risk	4.30	0.97	+3.33
Omega ratio Gain probability vs. loss probability	1.60	1.12	+0.48
Calmar ratio Return relative to maximum drawdown	8.70	0.37	+8.33
Martin ratio Return relative to average drawdown	29.06	0.81	+28.25
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

005930.KS vs. 0981.HK - Sharpe Ratio Comparison

The current 005930.KS Sharpe Ratio is 4.48, which is higher than the 0981.HK Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of 005930.KS and 0981.HK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	005930.KS	0981.HK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	4.48	0.43	+4.05
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.61	0.45	+0.15
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.53	0.51	+0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	0.20	+0.18

Correlation

The correlation between 005930.KS and 0981.HK is 0.12, 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

005930.KS vs. 0981.HK - Dividend Comparison

005930.KS's dividend yield for the trailing twelve months is around 0.73%, while 0981.HK has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
005930.KS Samsung Electronics Co Ltd	0.73%	1.39%	2.72%	1.84%	2.61%	1.84%	3.70%	2.54%	3.66%	4.25%	2.85%	2.10%
0981.HK Semiconductor Manufacturing International Corp	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

005930.KS vs. 0981.HK - Drawdown Comparison

The maximum 005930.KS drawdown since its inception was -70.73%, smaller than the maximum 0981.HK drawdown of -84.52%. Use the drawdown chart below to compare losses from any high point for 005930.KS and 0981.HK.

Drawdown Indicators

	005930.KS	0981.HK	Difference
Max Drawdown Largest peak-to-trough decline	-70.73%	-95.27%	+24.54%
Max Drawdown (1Y) Largest decline over 1 year	-23.30%	-44.32%	+21.02%
Max Drawdown (5Y) Largest decline over 5 years	-42.85%	-50.20%	+7.35%
Max Drawdown (10Y) Largest decline over 10 years	-42.85%	-66.58%	+23.73%
Current Drawdown Current decline from peak	-18.17%	-43.99%	+25.82%
Average Drawdown Average peak-to-trough decline	-17.07%	-60.28%	+43.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.98%	18.83%	-11.85%

Volatility

005930.KS vs. 0981.HK - Volatility Comparison

Samsung Electronics Co Ltd (005930.KS) has a higher volatility of 25.88% compared to Semiconductor Manufacturing International Corp (0981.HK) at 14.58%. This indicates that 005930.KS's price experiences larger fluctuations and is considered to be riskier than 0981.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	005930.KS	0981.HK	Difference
Volatility (1M) Calculated over the trailing 1-month period	25.88%	14.58%	+11.30%
Volatility (6M) Calculated over the trailing 6-month period	43.30%	36.98%	+6.32%
Volatility (1Y) Calculated over the trailing 1-year period	49.40%	52.87%	-3.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.43%	50.53%	-19.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	54.87%	52.14%	+2.73%

Financials