006400.KS vs. TTDKY
006400.KS (Samsung SDI) and TTDKY (TDK Corp ADR) are both stocks. 006400.KS operates in Electrical Equipment & Parts (Industrials), while TTDKY operates in Electronic Components (Technology). Over the past 10 years, 006400.KS returned 18.26%/yr vs 23.53%/yr for TTDKY. At a 0.11 correlation, their price movements are largely independent.
Performance
006400.KS vs. TTDKY - Performance Comparison
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Different Trading Currencies
006400.KS is traded in KRW, while TTDKY is traded in USD. To make them comparable, the TTDKY values have been converted to KRW using the latest available exchange rates.
Returns By Period
In the year-to-date period, 006400.KS achieves a 105.94% return, which is significantly higher than TTDKY's 84.72% return. Over the past 10 years, 006400.KS has underperformed TTDKY with an annualized return of 18.26%, while TTDKY has yielded a comparatively higher 23.53% annualized return.
006400.KS
- 1D
- 6.32%
- 1M
- -2.63%
- YTD
- 105.94%
- 6M
- 99.43%
- 1Y
- 231.39%
- 3Y*
- -6.49%
- 5Y*
- -3.09%
- 10Y*
- 18.26%
TTDKY
- 1D
- 3.32%
- 1M
- 30.92%
- YTD
- 84.72%
- 6M
- 78.19%
- 1Y
- 158.09%
- 3Y*
- 54.97%
- 5Y*
- 33.13%
- 10Y*
- 23.53%
006400.KS vs. TTDKY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
006400.KS Samsung SDI | 105.94% | 11.92% | -47.35% | -19.95% | -9.62% | 4.46% | 166.59% | 8.26% | 7.60% | 88.60% |
TTDKY TDK Corp ADR | 84.72% | 7.40% | 57.28% | 49.57% | -12.16% | -15.14% | 26.65% | 65.96% | -8.03% | 3.01% |
Correlation
The correlation between 006400.KS and TTDKY is 0.04, 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 | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Apr 27, 2009 | 0.11 |
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Return for Risk
006400.KS vs. TTDKY — Risk / Return Rank
006400.KS
TTDKY
006400.KS vs. TTDKY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Samsung SDI (006400.KS) and TDK Corp ADR (TTDKY). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| 006400.KS | TTDKY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.47 | ||
| Sortino ratioReturn per unit of downside risk | +0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.46 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 8.08 | 5.14 | +2.95 |
| Martin ratioReturn relative to average drawdown | 23.32 | 11.84 | +11.48 |
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Drawdowns
006400.KS vs. TTDKY - Drawdown Comparison
The maximum 006400.KS drawdown since its inception was -79.74%, which is greater than TTDKY's maximum drawdown of -53.34%. Use the drawdown chart below to compare losses from any high point for 006400.KS and TTDKY.
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Drawdown Indicators
| 006400.KS | TTDKY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.74% | -53.34% | -26.40% |
Max Drawdown (1Y)Largest decline over 1 year | -30.27% | -30.97% | +0.70% |
Max Drawdown (3Y)Largest decline over 3 years | -76.99% | -36.31% | -40.68% |
Max Drawdown (5Y)Largest decline over 5 years | -79.74% | -36.31% | -43.43% |
Max Drawdown (10Y)Largest decline over 10 years | -79.74% | -42.86% | -36.88% |
Current DrawdownCurrent decline from peak | -29.50% | -4.16% | -25.34% |
Average DrawdownAverage peak-to-trough decline | -25.59% | -21.28% | -4.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.33% | 13.41% | -3.08% |
Volatility
006400.KS vs. TTDKY - Volatility Comparison
Samsung SDI (006400.KS) has a higher volatility of 24.80% compared to TDK Corp ADR (TTDKY) at 21.48%. This indicates that 006400.KS's price experiences larger fluctuations and is considered to be riskier than TTDKY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 006400.KS | TTDKY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 24.80% | 21.48% | +3.32% |
Volatility (6M)Calculated over the trailing 6-month period | 54.27% | 39.21% | +15.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.73% | 48.88% | +16.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.28% | 37.40% | +9.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.06% | 34.59% | +9.47% |
Dividends
006400.KS vs. TTDKY - Dividend Comparison
006400.KS's dividend yield for the trailing twelve months is around 0.21%, while TTDKY has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
006400.KS Samsung SDI | 0.21% | 0.44% | 0.40% | 0.22% | 0.18% | 0.16% | 0.16% | 0.43% | 0.47% | 0.50% | 0.94% | 0.90% |
TTDKY TDK Corp ADR | 0.00% | 0.77% | 0.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.85% | 0.00% |
Financials
006400.KS vs. TTDKY - Financials Comparison
This section allows you to compare key financial metrics between Samsung SDI and TDK Corp ADR. 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
006400.KS and TTDKY have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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