006360.KS vs. ITB
006360.KS (GS Engineering & Construction) is a stock, while ITB (iShares U.S. Home Construction ETF) is Building & Construction fund tracking the Dow Jones U.S. Select Home Construction Index. Over the past 10 years, 006360.KS returned 2.24%/yr vs 16.96%/yr for ITB. At a 0.01 correlation, their price movements are largely independent.
Performance
006360.KS vs. ITB - Performance Comparison
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Different Trading Currencies
006360.KS is traded in KRW, while ITB is traded in USD. To make them comparable, the ITB values have been converted to KRW using the latest available exchange rates.
Returns By Period
In the year-to-date period, 006360.KS achieves a 47.24% return, which is significantly higher than ITB's 4.60% return. Over the past 10 years, 006360.KS has underperformed ITB with an annualized return of 2.24%, while ITB has yielded a comparatively higher 16.96% annualized return.
006360.KS
- 1D
- 0.71%
- 1M
- -19.89%
- YTD
- 47.24%
- 6M
- 42.53%
- 1Y
- 23.43%
- 3Y*
- 11.44%
- 5Y*
- -6.37%
- 10Y*
- 2.24%
ITB
- 1D
- 1.18%
- 1M
- 5.10%
- YTD
- 4.60%
- 6M
- -3.96%
- 1Y
- 17.94%
- 3Y*
- 13.29%
- 5Y*
- 14.00%
- 10Y*
- 16.96%
006360.KS vs. ITB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
006360.KS GS Engineering & Construction | 47.24% | 15.39% | 15.51% | -28.98% | -43.42% | 8.16% | 26.05% | -26.73% | 58.33% | 7.99% |
ITB iShares U.S. Home Construction ETF | 4.60% | -7.44% | 16.36% | 73.72% | -22.09% | 63.52% | 18.99% | 54.35% | -27.94% | 41.05% |
Correlation
The correlation between 006360.KS and ITB is 0.02, 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 | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Jul 6, 2007 | 0.01 |
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Return for Risk
006360.KS vs. ITB — Risk / Return Rank
006360.KS
ITB
006360.KS vs. ITB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GS Engineering & Construction (006360.KS) and iShares U.S. Home Construction ETF (ITB). 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.
| 006360.KS | ITB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.13 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.77 | 0.87 | -0.10 |
| Martin ratioReturn relative to average drawdown | 1.42 | 1.83 | -0.41 |
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
| 006360.KS | ITB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.40 | 0.65 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.15 | 0.51 | -0.65 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.05 | 0.60 | -0.55 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.28 | -0.16 |
Drawdowns
006360.KS vs. ITB - Drawdown Comparison
The maximum 006360.KS drawdown since its inception was -91.18%, which is greater than ITB's maximum drawdown of -65.53%. Use the drawdown chart below to compare losses from any high point for 006360.KS and ITB.
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Drawdown Indicators
| 006360.KS | ITB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.18% | -65.53% | -25.65% |
Max Drawdown (1Y)Largest decline over 1 year | -34.57% | -20.80% | -13.77% |
Max Drawdown (3Y)Largest decline over 3 years | -41.38% | -30.92% | -10.46% |
Max Drawdown (5Y)Largest decline over 5 years | -71.98% | -35.77% | -36.21% |
Max Drawdown (10Y)Largest decline over 10 years | -72.09% | -49.93% | -22.16% |
Current DrawdownCurrent decline from peak | -79.60% | -16.38% | -63.22% |
Average DrawdownAverage peak-to-trough decline | -54.59% | -20.33% | -34.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.37% | 9.80% | +8.57% |
Volatility
006360.KS vs. ITB - Volatility Comparison
GS Engineering & Construction (006360.KS) has a higher volatility of 23.10% compared to iShares U.S. Home Construction ETF (ITB) at 6.39%. This indicates that 006360.KS's price experiences larger fluctuations and is considered to be riskier than ITB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 006360.KS | ITB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.10% | 6.39% | +16.71% |
Volatility (6M)Calculated over the trailing 6-month period | 59.13% | 19.17% | +39.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.97% | 27.90% | +38.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.80% | 27.81% | +16.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.57% | 28.38% | +14.19% |
Dividends
006360.KS vs. ITB - Dividend Comparison
006360.KS's dividend yield for the trailing twelve months is around 1.76%, more than ITB's 1.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
006360.KS GS Engineering & Construction | 1.76% | 1.52% | 0.00% | 0.00% | 6.15% | 3.28% | 3.17% | 3.22% | 2.29% | 1.06% | 0.00% | 0.00% |
ITB iShares U.S. Home Construction ETF | 1.22% | 1.67% | 0.46% | 0.48% | 0.86% | 0.37% | 0.46% | 0.50% | 0.63% | 0.28% | 0.43% | 0.34% |
Frequently Asked Questions
006360.KS and ITB have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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