PortfoliosLab logoPortfoliosLab logo
008930.KS vs. MCK
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

008930.KS vs. MCK - Performance Comparison

The chart below illustrates the hypothetical performance of a ₩10,000 investment in Hanmi Science (008930.KS) and McKesson Corporation (MCK). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

008930.KS is traded in KRW, while MCK is traded in USD. To make them comparable, the MCK values have been converted to KRW using the latest available exchange rates.

Returns By Period

In the year-to-date period, 008930.KS achieves a -10.61% return, which is significantly lower than MCK's 2.53% return. Over the past 10 years, 008930.KS has underperformed MCK with an annualized return of -12.46%, while MCK has yielded a comparatively higher 19.84% annualized return.


008930.KS

1D
-1.38%
1M
-12.52%
YTD
-10.61%
6M
-12.31%
1Y
-12.54%
3Y*
-3.84%
5Y*
-12.87%
10Y*
-12.46%

MCK

1D
4.21%
1M
12.60%
YTD
2.53%
6M
1.69%
1Y
25.96%
3Y*
34.43%
5Y*
41.82%
10Y*
19.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

008930.KS vs. MCK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
008930.KS
Hanmi Science
-10.61%23.09%-24.12%21.44%-38.58%-27.10%103.00%-50.23%-27.21%98.65%
MCK
McKesson Corporation
2.53%41.22%41.00%27.67%60.41%58.01%19.60%31.53%-25.31%-1.09%

Correlation

The correlation between 008930.KS and MCK is 0.00, 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

0.00

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

-0.01

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

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Hanmi Science

McKesson Corporation

Return for Risk

008930.KS vs. MCK — Risk / Return Rank

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

008930.KS
008930.KS Risk / Return Rank: 3535
Overall Rank
008930.KS Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
008930.KS Sortino Ratio Rank: 3434
Sortino Ratio Rank
008930.KS Omega Ratio Rank: 3434
Omega Ratio Rank
008930.KS Calmar Ratio Rank: 3434
Calmar Ratio Rank
008930.KS Martin Ratio Rank: 3535
Martin Ratio Rank

MCK
MCK Risk / Return Rank: 5050
Overall Rank
MCK Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
MCK Sortino Ratio Rank: 4848
Sortino Ratio Rank
MCK Omega Ratio Rank: 4848
Omega Ratio Rank
MCK Calmar Ratio Rank: 5050
Calmar Ratio Rank
MCK Martin Ratio Rank: 5252
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.

008930.KS vs. MCK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hanmi Science (008930.KS) and McKesson Corporation (MCK). 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.


008930.KSMCKDifference
Sharpe ratioReturn per unit of total volatility

-0.98

Sortino ratioReturn per unit of downside risk

-1.28

Omega ratioGain probability vs. loss probability

1.02

1.19

-0.17

Calmar ratioReturn relative to maximum drawdown

-0.22

0.95

-1.17

Martin ratioReturn relative to average drawdown

-0.36

2.69

-3.05

008930.KS vs. MCK - Sharpe Ratio Comparison

The current 008930.KS Sharpe Ratio is -0.15, which is lower than the MCK Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of 008930.KS and MCK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


008930.KSMCKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.15

0.83

-0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.25

1.63

-1.87

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.24

0.68

-0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.64

-0.36

Drawdowns

008930.KS vs. MCK - Drawdown Comparison

The maximum 008930.KS drawdown since its inception was -87.37%, which is greater than MCK's maximum drawdown of -54.02%. Use the drawdown chart below to compare losses from any high point for 008930.KS and MCK.


Loading charts...

Drawdown Indicators


008930.KSMCKDifference

Max Drawdown

Largest peak-to-trough decline

-87.37%

-54.02%

-33.35%

Max Drawdown (1Y)

Largest decline over 1 year

-39.51%

-27.39%

-12.12%

Max Drawdown (3Y)

Largest decline over 3 years

-55.07%

-27.39%

-27.68%

Max Drawdown (5Y)

Largest decline over 5 years

-71.06%

-27.39%

-43.67%

Max Drawdown (10Y)

Largest decline over 10 years

-85.80%

-45.13%

-40.67%

Current Drawdown

Current decline from peak

-77.16%

-17.86%

-59.30%

Average Drawdown

Average peak-to-trough decline

-43.27%

-14.86%

-28.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.95%

9.67%

+13.28%

Volatility

008930.KS vs. MCK - Volatility Comparison

Hanmi Science (008930.KS) has a higher volatility of 14.51% compared to McKesson Corporation (MCK) at 7.90%. This indicates that 008930.KS's price experiences larger fluctuations and is considered to be riskier than MCK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


008930.KSMCKDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.51%

7.90%

+6.61%

Volatility (6M)

Calculated over the trailing 6-month period

41.06%

24.52%

+16.54%

Volatility (1Y)

Calculated over the trailing 1-year period

54.99%

31.54%

+23.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.25%

25.83%

+27.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.25%

29.24%

+24.01%

Dividends

008930.KS vs. MCK - Dividend Comparison

008930.KS's dividend yield for the trailing twelve months is around 0.93%, more than MCK's 0.42% yield.


PositionTTM20252024202320222021202020192018201720162015
008930.KS
Hanmi Science
0.93%0.00%1.02%0.51%0.63%0.38%0.26%0.52%0.26%0.18%0.78%0.40%
MCK
McKesson Corporation
0.42%0.37%0.47%0.50%0.54%0.72%0.95%1.16%1.32%0.80%0.80%0.53%

Financials

008930.KS vs. MCK - Financials Comparison

This section allows you to compare key financial metrics between Hanmi Science and McKesson 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. 008930.KS values in KRW, MCK values in USD

Frequently Asked Questions


008930.KS and MCK have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for 008930.KS and MCK

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

Open Portfolio Optimizer