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007660.KS vs. SMNEY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

007660.KS vs. SMNEY - Performance Comparison

The chart below illustrates the hypothetical performance of a ₩10,000 investment in Isupetasys (007660.KS) and Siemens Energy AG (SMNEY). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

007660.KS is traded in KRW, while SMNEY is traded in USD. To make them comparable, the SMNEY values have been converted to KRW using the latest available exchange rates.

Returns By Period


007660.KS

1D
-0.65%
1M
-8.04%
YTD
2.90%
6M
-9.21%
1Y
181.97%
3Y*
92.73%
5Y*
108.86%
10Y*
41.84%

SMNEY

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

007660.KS vs. SMNEY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
007660.KS
Isupetasys
2.90%358.23%-7.13%425.01%-21.59%128.48%1.14%
SMNEY
Siemens Energy AG
24.55%161.81%353.97%-27.76%-23.56%-25.39%20.45%

Correlation

The correlation between 007660.KS and SMNEY is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.10

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

0.08

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

0.08

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2020

0.08

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Return for Risk

007660.KS vs. SMNEY — Risk / Return Rank

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

007660.KS
007660.KS Risk / Return Rank: 9090
Overall Rank
007660.KS Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
007660.KS Sortino Ratio Rank: 8989
Sortino Ratio Rank
007660.KS Omega Ratio Rank: 8686
Omega Ratio Rank
007660.KS Calmar Ratio Rank: 9393
Calmar Ratio Rank
007660.KS Martin Ratio Rank: 9191
Martin Ratio Rank

SMNEY

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

007660.KS vs. SMNEY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Isupetasys (007660.KS) and Siemens Energy AG (SMNEY). 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.


007660.KSSMNEYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

5.56

Martin ratioReturn relative to average drawdown

12.50

007660.KS vs. SMNEY - Sharpe Ratio Comparison


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Drawdowns

007660.KS vs. SMNEY - Drawdown Comparison


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Drawdown Indicators


007660.KSSMNEYDifference

Max Drawdown

Largest peak-to-trough decline

-75.42%

Max Drawdown (1Y)

Largest decline over 1 year

-34.51%

Max Drawdown (3Y)

Largest decline over 3 years

-64.05%

Max Drawdown (5Y)

Largest decline over 5 years

-64.05%

Max Drawdown (10Y)

Largest decline over 10 years

-74.35%

Current Drawdown

Current decline from peak

-24.16%

Average Drawdown

Average peak-to-trough decline

-29.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.10%

Volatility

007660.KS vs. SMNEY - Volatility Comparison


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Volatility by Period


007660.KSSMNEYDifference

Volatility (1M)

Calculated over the trailing 1-month period

28.83%

Volatility (6M)

Calculated over the trailing 6-month period

62.16%

Volatility (1Y)

Calculated over the trailing 1-year period

79.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

75.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

63.26%

Dividends

007660.KS vs. SMNEY - Dividend Comparison

007660.KS's dividend yield for the trailing twelve months is around 0.19%, while SMNEY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
007660.KS
Isupetasys
0.19%0.13%0.00%0.36%1.86%0.00%0.00%1.54%1.13%1.74%2.47%2.04%
SMNEY
Siemens Energy AG
0.00%0.00%0.00%0.00%0.61%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

007660.KS vs. SMNEY - Financials Comparison

This section allows you to compare key financial metrics between Isupetasys and Siemens Energy AG. 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. 007660.KS values in KRW, SMNEY values in EUR

Frequently Asked Questions


007660.KS and SMNEY have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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