005930.KS vs. INTC
005930.KS (Samsung Electronics Co Ltd) and INTC (Intel Corporation) are both stocks. Both are in the Technology sector — 005930.KS in Consumer Electronics, INTC in Semiconductors. Over the past 10 years, 005930.KS returned 37.20%/yr vs 17.97%/yr for INTC. At a 0.02 correlation, their price movements are largely independent.
Performance
005930.KS vs. INTC - Performance Comparison
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Different Trading Currencies
005930.KS is traded in KRW, while INTC is traded in USD. To make them comparable, the INTC values have been converted to KRW using the latest available exchange rates.
Returns By Period
The year-to-date returns for both stocks are quite close, with 005930.KS having a 193.77% return and INTC slightly lower at 190.83%. Over the past 10 years, 005930.KS has outperformed INTC with an annualized return of 37.20%, while INTC has yielded a comparatively lower 17.97% annualized return.
005930.KS
- 1D
- -2.50%
- 1M
- 32.14%
- YTD
- 193.77%
- 6M
- 226.51%
- 1Y
- 505.25%
- 3Y*
- 73.29%
- 5Y*
- 36.52%
- 10Y*
- 37.20%
INTC
- 1D
- -9.77%
- 1M
- -5.37%
- YTD
- 190.83%
- 6M
- 153.38%
- 1Y
- 470.93%
- 3Y*
- 57.77%
- 5Y*
- 21.53%
- 10Y*
- 17.97%
005930.KS vs. INTC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
005930.KS Samsung Electronics Co Ltd | 193.77% | 130.24% | -30.77% | 44.92% | -27.63% | -1.57% | 51.84% | 48.46% | 101.81% | 4.37% |
INTC Intel Corporation | 190.83% | 79.81% | -53.90% | 100.11% | -43.62% | 16.18% | -19.70% | 35.67% | 8.73% | 15.62% |
Correlation
The correlation between 005930.KS and INTC is 0.05, 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 | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Jul 6, 2007 | 0.02 |
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Return for Risk
005930.KS vs. INTC — Risk / Return Rank
005930.KS
INTC
005930.KS vs. INTC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Samsung Electronics Co Ltd (005930.KS) and Intel Corporation (INTC). 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 | INTC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.63 | ||
| Sortino ratioReturn per unit of downside risk | +1.28 | ||
| Omega ratioGain probability vs. loss probability | 1.93 | 1.67 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 24.29 | 20.87 | +3.42 |
| Martin ratioReturn relative to average drawdown | 92.55 | 48.80 | +43.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 005930.KS | INTC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 10.24 | 6.62 | +3.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.12 | 0.43 | +0.69 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.42 | +0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.36 | +0.07 |
Drawdowns
005930.KS vs. INTC - Drawdown Comparison
The maximum 005930.KS drawdown since its inception was -70.73%, which is greater than INTC's maximum drawdown of -64.42%. Use the drawdown chart below to compare losses from any high point for 005930.KS and INTC.
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Drawdown Indicators
| 005930.KS | INTC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.73% | -64.42% | -6.31% |
Max Drawdown (1Y)Largest decline over 1 year | -23.14% | -22.76% | -0.38% |
Max Drawdown (3Y)Largest decline over 3 years | -42.85% | -61.32% | +18.47% |
Max Drawdown (5Y)Largest decline over 5 years | -42.85% | -61.32% | +18.47% |
Max Drawdown (10Y)Largest decline over 10 years | -42.85% | -64.42% | +21.57% |
Current DrawdownCurrent decline from peak | -2.50% | -19.06% | +16.56% |
Average DrawdownAverage peak-to-trough decline | -16.99% | -17.50% | +0.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.97% | 9.71% | -3.74% |
Volatility
005930.KS vs. INTC - Volatility Comparison
Samsung Electronics Co Ltd (005930.KS) and Intel Corporation (INTC) have volatilities of 23.05% and 23.65%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 005930.KS | INTC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.05% | 23.65% | -0.60% |
Volatility (6M)Calculated over the trailing 6-month period | 47.08% | 56.29% | -9.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 54.88% | 71.80% | -16.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.84% | 50.63% | -16.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 55.62% | 42.73% | +12.89% |
Dividends
005930.KS vs. INTC - Dividend Comparison
005930.KS's dividend yield for the trailing twelve months is around 0.48%, while INTC has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
005930.KS Samsung Electronics Co Ltd | 0.48% | 1.39% | 2.72% | 1.84% | 2.61% | 1.84% | 3.70% | 2.54% | 3.66% | 4.25% | 2.85% | 2.10% |
INTC Intel Corporation | 0.00% | 0.00% | 1.87% | 1.47% | 5.52% | 2.70% | 2.65% | 2.11% | 2.56% | 2.33% | 2.87% | 2.79% |
Financials
005930.KS vs. INTC - Financials Comparison
This section allows you to compare key financial metrics between Samsung Electronics Co Ltd and Intel Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
005930.KS and INTC have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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