005935.KS vs. 000660.KS
Compare and contrast key facts about Samsung Electronics Co Pref (005935.KS) and SK Hynix Inc (000660.KS).
Performance
005935.KS vs. 000660.KS - Performance Comparison
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005935.KS vs. 000660.KS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
005935.KS Samsung Electronics Co Pref | 33.35% | 107.26% | -27.18% | 26.54% | -27.14% | -1.33% | 70.45% | 48.20% | 66.54% | 4.38% |
000660.KS SK Hynix Inc | 27.74% | 278.27% | 23.46% | 90.71% | -41.98% | 11.90% | 27.22% | 57.20% | -18.89% | 73.49% |
Returns By Period
In the year-to-date period, 005935.KS achieves a 33.35% return, which is significantly higher than 000660.KS's 27.74% return. Over the past 10 years, 005935.KS has underperformed 000660.KS with an annualized return of 23.53%, while 000660.KS has yielded a comparatively higher 42.17% annualized return.
005935.KS
- 1D
- -6.98%
- 1M
- -7.94%
- YTD
- 33.35%
- 6M
- 71.02%
- 1Y
- 153.98%
- 3Y*
- 33.40%
- 5Y*
- 12.47%
- 10Y*
- 23.53%
000660.KS
- 1D
- -7.05%
- 1M
- -11.61%
- YTD
- 27.74%
- 6M
- 110.41%
- 1Y
- 321.86%
- 3Y*
- 113.64%
- 5Y*
- 44.07%
- 10Y*
- 42.17%
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Return for Risk
005935.KS vs. 000660.KS — Risk / Return Rank
005935.KS
000660.KS
005935.KS vs. 000660.KS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Samsung Electronics Co Pref (005935.KS) and SK Hynix Inc (000660.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.
| 005935.KS | 000660.KS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.48 | 5.58 | -2.11 |
Sortino ratioReturn per unit of downside risk | 3.61 | 4.46 | -0.85 |
Omega ratioGain probability vs. loss probability | 1.52 | 1.59 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 6.19 | 12.65 | -6.46 |
Martin ratioReturn relative to average drawdown | 20.76 | 33.89 | -13.13 |
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
| 005935.KS | 000660.KS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.48 | 5.58 | -2.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 1.02 | -0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 1.06 | -0.47 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | -0.47 | +0.87 |
Correlation
The correlation between 005935.KS and 000660.KS is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
005935.KS vs. 000660.KS - Dividend Comparison
005935.KS's dividend yield for the trailing twelve months is around 1.41%, more than 000660.KS's 0.36% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
005935.KS Samsung Electronics Co Pref | 1.41% | 1.87% | 3.27% | 2.32% | 2.86% | 2.03% | 4.07% | 3.12% | 4.46% | 4.25% | 2.86% | 2.11% |
000660.KS SK Hynix Inc | 0.36% | 0.37% | 0.52% | 0.85% | 1.60% | 1.18% | 0.99% | 1.06% | 2.48% | 1.31% | 1.34% | 1.63% |
Drawdowns
005935.KS vs. 000660.KS - Drawdown Comparison
The maximum 005935.KS drawdown since its inception was -85.02%, smaller than the maximum 000660.KS drawdown of -123.94%. Use the drawdown chart below to compare losses from any high point for 005935.KS and 000660.KS.
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Drawdown Indicators
| 005935.KS | 000660.KS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.02% | -123.94% | +38.92% |
Max Drawdown (1Y)Largest decline over 1 year | -23.32% | -19.30% | -4.02% |
Max Drawdown (5Y)Largest decline over 5 years | -39.95% | -46.58% | +6.63% |
Max Drawdown (10Y)Largest decline over 10 years | -43.08% | -48.20% | +5.12% |
Current DrawdownCurrent decline from peak | -20.23% | -100.00% | +79.77% |
Average DrawdownAverage peak-to-trough decline | -20.18% | -93.77% | +73.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.95% | 8.78% | -1.83% |
Volatility
005935.KS vs. 000660.KS - Volatility Comparison
The current volatility for Samsung Electronics Co Pref (005935.KS) is 26.23%, while SK Hynix Inc (000660.KS) has a volatility of 28.66%. This indicates that 005935.KS experiences smaller price fluctuations and is considered to be less risky than 000660.KS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 005935.KS | 000660.KS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 26.23% | 28.66% | -2.43% |
Volatility (6M)Calculated over the trailing 6-month period | 41.97% | 50.37% | -8.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.85% | 61.78% | -14.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.79% | 44.89% | -15.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.71% | 41.04% | -0.33% |
Financials
005935.KS vs. 000660.KS - Financials Comparison
This section allows you to compare key financial metrics between Samsung Electronics Co Pref and SK Hynix Inc. 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