005930.KS vs. 226490.KS
005930.KS (Samsung Electronics Co Ltd) is a stock, while 226490.KS (KODEX KOSPI ETF) is South Korea Equities fund tracking the KOSPI Index. Over the past 10 years, 005930.KS returned 72.31%/yr vs 16.54%/yr for 226490.KS. A 0.72 correlation means they provide meaningful diversification when combined.
Performance
005930.KS vs. 226490.KS - Performance Comparison
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Returns By Period
In the year-to-date period, 005930.KS achieves a 138.45% return, which is significantly higher than 226490.KS's 79.27% return. Over the past 10 years, 005930.KS has outperformed 226490.KS with an annualized return of 72.31%, while 226490.KS has yielded a comparatively lower 16.54% annualized return.
005930.KS
- 1D
- 2.70%
- 1M
- -3.45%
- 6M
- 102.77%
- YTD
- 138.45%
- 1Y
- 369.99%
- 3Y*
- 63.07%
- 5Y*
- 31.74%
- 10Y*
- 72.31%
226490.KS
- 1D
- 3.12%
- 1M
- 0.10%
- 6M
- 66.04%
- YTD
- 79.27%
- 1Y
- 144.88%
- 3Y*
- 46.77%
- 5Y*
- 21.04%
- 10Y*
- 16.54%
005930.KS vs. 226490.KS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
005930.KS Samsung Electronics Co Ltd | 138.45% | 130.24% | -30.77% | 44.92% | -27.63% | -1.57% | 51.84% | 48.46% | 22.22% | 315.67% |
226490.KS KODEX KOSPI ETF | 79.27% | 79.41% | -7.43% | 20.19% | -22.48% | 5.26% | 32.87% | 9.76% | -15.46% | 23.69% |
Correlation
The correlation between 005930.KS and 226490.KS is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Aug 21, 2015 | 0.72 |
The correlation between 005930.KS and 226490.KS shifts across timeframes, from 0.72 (all time) to 0.83 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
005930.KS vs. 226490.KS — Risk / Return Rank
005930.KS
226490.KS
005930.KS vs. 226490.KS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Samsung Electronics Co Ltd (005930.KS) and KODEX KOSPI ETF (226490.KS). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| 005930.KS | 226490.KS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.99 | ||
| Sortino ratioReturn per unit of downside risk | +1.29 | ||
| Omega ratioGain probability vs. loss probability | 1.65 | 1.54 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 17.24 | 7.49 | +9.75 |
| Martin ratioReturn relative to average drawdown | 55.49 | 25.56 | +29.93 |
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Drawdowns
005930.KS vs. 226490.KS - Drawdown Comparison
The maximum 005930.KS drawdown since its inception was -44.58%, which is greater than 226490.KS's maximum drawdown of -41.27%. Use the drawdown chart below to compare losses from any high point for 005930.KS and 226490.KS.
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Drawdown Indicators
| 005930.KS | 226490.KS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.58% | -41.27% | -3.31% |
Max Drawdown (1Y)Largest decline over 1 year | -23.37% | -20.04% | -3.33% |
Max Drawdown (3Y)Largest decline over 3 years | -42.85% | -20.04% | -22.81% |
Max Drawdown (5Y)Largest decline over 5 years | -42.85% | -32.55% | -10.30% |
Max Drawdown (10Y)Largest decline over 10 years | -42.85% | -41.27% | -1.58% |
Current DrawdownCurrent decline from peak | -21.29% | -17.54% | -3.75% |
Average DrawdownAverage peak-to-trough decline | -11.39% | -10.59% | -0.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.17% | 5.78% | +1.39% |
Volatility
005930.KS vs. 226490.KS - Volatility Comparison
Samsung Electronics Co Ltd (005930.KS) has a higher volatility of 28.14% compared to KODEX KOSPI ETF (226490.KS) at 19.94%. This indicates that 005930.KS's price experiences larger fluctuations and is considered to be riskier than 226490.KS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 005930.KS | 226490.KS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 28.14% | 19.94% | +8.20% |
Volatility (6M)Calculated over the trailing 6-month period | 56.08% | 41.08% | +15.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 62.99% | 44.06% | +18.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.74% | 25.20% | +11.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 113.31% | 21.46% | +91.85% |
Dividends
005930.KS vs. 226490.KS - Dividend Comparison
005930.KS's dividend yield for the trailing twelve months is around 0.59%, less than 226490.KS's 0.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
005930.KS Samsung Electronics Co Ltd | 0.59% | 1.39% | 2.72% | 1.84% | 2.61% | 1.84% | 3.70% | 2.54% | 48.48% | 83.40% | 79.08% | 83.33% |
226490.KS KODEX KOSPI ETF | 0.61% | 1.30% | 2.43% | 1.83% | 1.81% | 1.65% | 1.30% | 2.09% | 1.72% | 1.28% | 1.48% | 0.00% |
Frequently Asked Questions
005930.KS and 226490.KS have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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