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006800.KS vs. SCHW
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

006800.KS vs. SCHW - Performance Comparison

The chart below illustrates the hypothetical performance of a ₩10,000 investment in Mirae Asset Daewoo Securities Co Ltd (006800.KS) and The Charles Schwab Corporation (SCHW). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

006800.KS is traded in KRW, while SCHW is traded in USD. To make them comparable, the SCHW values have been converted to KRW using the latest available exchange rates.

Returns By Period

In the year-to-date period, 006800.KS achieves a 150.76% return, which is significantly higher than SCHW's -3.10% return. Over the past 10 years, 006800.KS has outperformed SCHW with an annualized return of 25.06%, while SCHW has yielded a comparatively lower 16.53% annualized return.


006800.KS

1D
0.87%
1M
-30.43%
YTD
150.76%
6M
167.98%
1Y
228.58%
3Y*
101.84%
5Y*
45.64%
10Y*
25.06%

SCHW

1D
2.67%
1M
4.33%
YTD
-3.10%
6M
0.88%
1Y
18.68%
3Y*
26.81%
5Y*
11.97%
10Y*
16.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

006800.KS vs. SCHW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
006800.KS
Mirae Asset Daewoo Securities Co Ltd
150.76%198.22%7.21%25.49%-27.52%-5.20%27.70%19.59%-26.53%30.12%
SCHW
The Charles Schwab Corporation
-3.10%33.51%24.46%-13.57%5.77%75.54%6.90%20.79%-14.91%15.88%

Correlation

The correlation between 006800.KS and SCHW is 0.09, 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

0.09

Correlation (3Y)
Calculated over the trailing 3-year period

0.05

Correlation (5Y)
Calculated over the trailing 5-year period

0.03

Correlation (10Y)
Calculated over the trailing 10-year period

0.05

Correlation (All Time)
Calculated using the full available price history since Jul 6, 2007

0.04

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Return for Risk

006800.KS vs. SCHW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

006800.KS
006800.KS Risk / Return Rank: 9494
Overall Rank
006800.KS Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
006800.KS Sortino Ratio Rank: 9494
Sortino Ratio Rank
006800.KS Omega Ratio Rank: 9090
Omega Ratio Rank
006800.KS Calmar Ratio Rank: 9696
Calmar Ratio Rank
006800.KS Martin Ratio Rank: 9595
Martin Ratio Rank

SCHW
SCHW Risk / Return Rank: 4343
Overall Rank
SCHW Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SCHW Sortino Ratio Rank: 3838
Sortino Ratio Rank
SCHW Omega Ratio Rank: 3939
Omega Ratio Rank
SCHW Calmar Ratio Rank: 4545
Calmar Ratio Rank
SCHW Martin Ratio Rank: 4646
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

006800.KS vs. SCHW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mirae Asset Daewoo Securities Co Ltd (006800.KS) and The Charles Schwab Corporation (SCHW). 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.


006800.KSSCHWDifference
Sharpe ratioReturn per unit of total volatility

+2.32

Sortino ratioReturn per unit of downside risk

+2.74

Omega ratioGain probability vs. loss probability

1.44

1.15

+0.29

Calmar ratioReturn relative to maximum drawdown

7.93

1.05

+6.88

Martin ratioReturn relative to average drawdown

18.29

2.59

+15.70

006800.KS vs. SCHW - Sharpe Ratio Comparison

The current 006800.KS Sharpe Ratio is 3.06, which is higher than the SCHW Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of 006800.KS and SCHW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


006800.KSSCHWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.06

0.74

+2.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.00

0.37

+0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.50

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.33

-0.22

Drawdowns

006800.KS vs. SCHW - Drawdown Comparison

The maximum 006800.KS drawdown since its inception was -90.95%, which is greater than SCHW's maximum drawdown of -59.58%. Use the drawdown chart below to compare losses from any high point for 006800.KS and SCHW.


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Drawdown Indicators


006800.KSSCHWDifference

Max Drawdown

Largest peak-to-trough decline

-90.95%

-59.58%

-31.37%

Max Drawdown (1Y)

Largest decline over 1 year

-31.03%

-17.85%

-13.18%

Max Drawdown (3Y)

Largest decline over 3 years

-31.03%

-23.35%

-7.68%

Max Drawdown (5Y)

Largest decline over 5 years

-38.13%

-44.74%

+6.61%

Max Drawdown (10Y)

Largest decline over 10 years

-66.27%

-45.23%

-21.04%

Current Drawdown

Current decline from peak

-30.43%

-10.76%

-19.67%

Average Drawdown

Average peak-to-trough decline

-59.44%

-19.26%

-40.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.22%

7.24%

+5.98%

Volatility

006800.KS vs. SCHW - Volatility Comparison

Mirae Asset Daewoo Securities Co Ltd (006800.KS) has a higher volatility of 26.31% compared to The Charles Schwab Corporation (SCHW) at 9.51%. This indicates that 006800.KS's price experiences larger fluctuations and is considered to be riskier than SCHW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


006800.KSSCHWDifference

Volatility (1M)

Calculated over the trailing 1-month period

26.31%

9.51%

+16.80%

Volatility (6M)

Calculated over the trailing 6-month period

64.48%

20.53%

+43.95%

Volatility (1Y)

Calculated over the trailing 1-year period

81.46%

25.41%

+56.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.34%

32.41%

+14.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.13%

32.87%

+9.26%

Dividends

006800.KS vs. SCHW - Dividend Comparison

006800.KS's dividend yield for the trailing twelve months is around 0.52%, less than SCHW's 1.33% yield.


PositionTTM20252024202320222021202020192018201720162015
006800.KS
Mirae Asset Daewoo Securities Co Ltd
0.52%1.06%1.85%0.00%3.27%3.44%2.10%3.42%3.34%2.38%0.69%3.46%
SCHW
The Charles Schwab Corporation
1.33%1.08%1.35%1.45%1.01%0.86%1.36%1.43%1.11%0.62%0.68%0.73%

Financials

006800.KS vs. SCHW - Financials Comparison

This section allows you to compare key financial metrics between Mirae Asset Daewoo Securities Co Ltd and The Charles Schwab Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. 006800.KS values in KRW, SCHW values in USD

Frequently Asked Questions


006800.KS and SCHW have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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