005935.KS vs. PL
005935.KS (Samsung Electronics Co Pref) and PL (Planet Labs PBC) are both stocks. 005935.KS operates in Consumer Electronics (Technology), while PL operates in Aerospace & Defense (Industrials). Over the past 5 years, 005935.KS returned 27.40%/yr vs 35.50%/yr for PL. At a 0.06 correlation, their price movements are largely independent.
Performance
005935.KS vs. PL - Performance Comparison
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Different Trading Currencies
005935.KS is traded in KRW, while PL is traded in USD. To make them comparable, the PL 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 PL's 76.81% 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%
PL
- 1D
- -24.72%
- 1M
- -12.46%
- YTD
- 76.81%
- 6M
- 166.95%
- 1Y
- 522.15%
- 3Y*
- 99.72%
- 5Y*
- 35.50%
- 10Y*
- —
005935.KS vs. PL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
005935.KS Samsung Electronics Co Pref | 147.37% | 107.26% | -27.18% | 26.54% | -27.14% | -3.13% |
PL Planet Labs PBC | 76.81% | 376.90% | 86.48% | -41.60% | -25.27% | -33.39% |
Correlation
The correlation between 005935.KS and PL is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Apr 27, 2021 | 0.06 |
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Return for Risk
005935.KS vs. PL — Risk / Return Rank
005935.KS
PL
005935.KS vs. PL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Samsung Electronics Co Pref (005935.KS) and Planet Labs PBC (PL). 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 | PL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.38 | ||
| Sortino ratioReturn per unit of downside risk | +1.13 | ||
| Omega ratioGain probability vs. loss probability | 1.80 | 1.60 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 17.23 | 15.12 | +2.11 |
| Martin ratioReturn relative to average drawdown | 63.58 | 45.83 | +17.75 |
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 | PL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 7.61 | 5.23 | +2.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.45 | +0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.44 | +0.02 |
Drawdowns
005935.KS vs. PL - Drawdown Comparison
The maximum 005935.KS drawdown since its inception was -85.02%, roughly equal to the maximum PL drawdown of -83.41%. Use the drawdown chart below to compare losses from any high point for 005935.KS and PL.
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Drawdown Indicators
| 005935.KS | PL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.02% | -83.41% | -1.61% |
Max Drawdown (1Y)Largest decline over 1 year | -23.32% | -34.83% | +11.51% |
Max Drawdown (3Y)Largest decline over 3 years | -39.21% | -63.21% | +24.00% |
Max Drawdown (5Y)Largest decline over 5 years | -39.28% | -83.41% | +44.13% |
Max Drawdown (10Y)Largest decline over 10 years | -43.08% | — | — |
Current DrawdownCurrent decline from peak | -4.97% | -34.83% | +29.86% |
Average DrawdownAverage peak-to-trough decline | -20.09% | -46.97% | +26.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.21% | 11.52% | -5.31% |
Volatility
005935.KS vs. PL - Volatility Comparison
The current volatility for Samsung Electronics Co Pref (005935.KS) is 23.28%, while Planet Labs PBC (PL) has a volatility of 39.00%. This indicates that 005935.KS experiences smaller price fluctuations and is considered to be less risky than PL 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 | PL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.28% | 39.00% | -15.72% |
Volatility (6M)Calculated over the trailing 6-month period | 45.78% | 76.20% | -30.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 52.80% | 111.47% | -58.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.25% | 79.44% | -47.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.66% | 78.58% | -36.92% |
Dividends
005935.KS vs. PL - Dividend Comparison
005935.KS's dividend yield for the trailing twelve months is around 0.76%, while PL has not paid dividends to shareholders.
| 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% |
PL Planet Labs PBC | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
005935.KS vs. PL - Financials Comparison
This section allows you to compare key financial metrics between Samsung Electronics Co Pref and Planet Labs PBC. 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
005935.KS and PL have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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