005935.KS vs. EWY
005935.KS (Samsung Electronics Co Pref) is a stock, while EWY (iShares MSCI South Korea ETF) is Asia Pacific Equities fund tracking the MSCI Korea Index. Over the past 10 years, 005935.KS returned 31.40%/yr vs 18.42%/yr for EWY. At a 0.29 correlation, their price movements are largely independent.
Performance
005935.KS vs. EWY - Performance Comparison
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Different Trading Currencies
005935.KS is traded in KRW, while EWY is traded in USD. To make them comparable, the EWY values have been converted to KRW using the latest available exchange rates.
Returns By Period
In the year-to-date period, 005935.KS achieves a 147.37% return, which is significantly higher than EWY's 95.00% return. Over the past 10 years, 005935.KS has outperformed EWY with an annualized return of 31.40%, while EWY has yielded a comparatively lower 18.42% annualized return.
005935.KS
- 1D
- -4.97%
- 1M
- 16.22%
- YTD
- 147.37%
- 6M
- 177.24%
- 1Y
- 363.87%
- 3Y*
- 58.24%
- 5Y*
- 27.40%
- 10Y*
- 31.40%
EWY
- 1D
- -12.65%
- 1M
- 3.81%
- YTD
- 95.00%
- 6M
- 100.97%
- 1Y
- 215.40%
- 3Y*
- 50.98%
- 5Y*
- 23.82%
- 10Y*
- 18.42%
005935.KS vs. EWY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
005935.KS Samsung Electronics Co Pref | 147.37% | 107.26% | -27.18% | 26.54% | -27.14% | -1.33% | 70.45% | 48.20% | 66.54% | 4.38% |
EWY iShares MSCI South Korea ETF | 95.00% | 90.84% | -9.34% | 22.45% | -22.44% | 1.25% | 31.25% | 12.06% | -16.93% | 28.09% |
Correlation
The correlation between 005935.KS and EWY is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Jul 6, 2007 | 0.29 |
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Return for Risk
005935.KS vs. EWY — Risk / Return Rank
005935.KS
EWY
005935.KS vs. EWY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Samsung Electronics Co Pref (005935.KS) and iShares MSCI South Korea ETF (EWY). 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 | EWY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.85 | ||
| Omega ratioGain probability vs. loss probability | 1.80 | 1.74 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 17.23 | 11.44 | +5.79 |
| Martin ratioReturn relative to average drawdown | 63.58 | 44.12 | +19.46 |
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 | EWY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 7.61 | 5.46 | +2.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.98 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.81 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.37 | +0.08 |
Drawdowns
005935.KS vs. EWY - Drawdown Comparison
The maximum 005935.KS drawdown since its inception was -85.02%, which is greater than EWY's maximum drawdown of -57.04%. Use the drawdown chart below to compare losses from any high point for 005935.KS and EWY.
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Drawdown Indicators
| 005935.KS | EWY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.02% | -57.04% | -27.98% |
Max Drawdown (1Y)Largest decline over 1 year | -23.32% | -18.95% | -4.37% |
Max Drawdown (3Y)Largest decline over 3 years | -39.21% | -21.76% | -17.45% |
Max Drawdown (5Y)Largest decline over 5 years | -39.28% | -34.25% | -5.03% |
Max Drawdown (10Y)Largest decline over 10 years | -43.08% | -39.73% | -3.35% |
Current DrawdownCurrent decline from peak | -4.97% | -16.65% | +11.68% |
Average DrawdownAverage peak-to-trough decline | -20.09% | -13.38% | -6.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.21% | 4.90% | +1.31% |
Volatility
005935.KS vs. EWY - Volatility Comparison
Samsung Electronics Co Pref (005935.KS) and iShares MSCI South Korea ETF (EWY) have volatilities of 23.28% and 23.70%, 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
| 005935.KS | EWY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.28% | 23.70% | -0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 45.78% | 36.40% | +9.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 52.80% | 39.73% | +13.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.25% | 24.46% | +7.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.66% | 22.71% | +18.95% |
Dividends
005935.KS vs. EWY - Dividend Comparison
005935.KS's dividend yield for the trailing twelve months is around 0.76%, less than EWY's 1.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
005935.KS Samsung Electronics Co Pref | 0.76% | 1.87% | 3.27% | 2.32% | 2.86% | 2.03% | 4.07% | 3.12% | 4.46% | 4.25% | 2.86% | 2.11% |
EWY iShares MSCI South Korea ETF | 1.16% | 2.10% | 2.55% | 2.52% | 1.23% | 2.16% | 0.73% | 2.10% | 1.34% | 2.90% | 1.21% | 2.42% |
Frequently Asked Questions
005935.KS and EWY have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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