009540.KS vs. 071970.KS
009540.KS (Korea Shipbuilding & Offshore Engineering Co Ltd) and 071970.KS (Stx Heavy Indu) are both stocks. Both are in the Industrials sector — 009540.KS in Aerospace & Defense, 071970.KS in Specialty Industrial Machinery. Over the past 10 years, 009540.KS returned 18.83%/yr vs -20.72%/yr for 071970.KS. At a 0.32 correlation, their price movements are largely independent.
Performance
009540.KS vs. 071970.KS - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, 009540.KS achieves a -4.91% return, which is significantly higher than 071970.KS's -24.80% return. Over the past 10 years, 009540.KS has outperformed 071970.KS with an annualized return of 18.83%, while 071970.KS has yielded a comparatively lower -20.72% annualized return.
009540.KS
- 1D
- -1.04%
- 1M
- -19.17%
- YTD
- -4.91%
- 6M
- -7.63%
- 1Y
- 19.23%
- 3Y*
- 56.73%
- 5Y*
- 22.56%
- 10Y*
- 18.83%
071970.KS
- 1D
- 3.22%
- 1M
- -37.16%
- YTD
- -24.80%
- 6M
- -17.93%
- 1Y
- 50.90%
- 3Y*
- 119.89%
- 5Y*
- 56.15%
- 10Y*
- -20.72%
009540.KS vs. 071970.KS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
009540.KS Korea Shipbuilding & Offshore Engineering Co Ltd | -4.91% | 84.32% | 88.59% | 71.00% | -25.26% | -12.81% | -14.23% | -1.56% | 34.13% | 0.85% |
071970.KS Stx Heavy Indu | -24.80% | 266.05% | 108.97% | 65.25% | 49.37% | 22.80% | 26.35% | -46.12% | -84.61% | -80.32% |
Correlation
The correlation between 009540.KS and 071970.KS is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since May 18, 2009 | 0.32 |
Over the past year, 009540.KS and 071970.KS have become more correlated (0.68) than their long-term average of 0.32, meaning their price movements have been converging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
009540.KS vs. 071970.KS — Risk / Return Rank
009540.KS
071970.KS
009540.KS vs. 071970.KS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Korea Shipbuilding & Offshore Engineering Co Ltd (009540.KS) and Stx Heavy Indu (071970.KS). 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.
| 009540.KS | 071970.KS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.43 | ||
| Sortino ratioReturn per unit of downside risk | -0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.18 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.75 | 1.22 | -0.48 |
| Martin ratioReturn relative to average drawdown | 1.79 | 3.35 | -1.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| 009540.KS | 071970.KS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.40 | 0.82 | -0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.96 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | -0.28 | +0.69 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.00 | -0.21 | +0.21 |
Drawdowns
009540.KS vs. 071970.KS - Drawdown Comparison
The maximum 009540.KS drawdown since its inception was -84.14%, smaller than the maximum 071970.KS drawdown of -99.87%. Use the drawdown chart below to compare losses from any high point for 009540.KS and 071970.KS.
Loading charts...
Drawdown Indicators
| 009540.KS | 071970.KS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.14% | -99.87% | +15.73% |
Max Drawdown (1Y)Largest decline over 1 year | -26.83% | -43.55% | +16.72% |
Max Drawdown (3Y)Largest decline over 3 years | -30.22% | -43.55% | +13.33% |
Max Drawdown (5Y)Largest decline over 5 years | -52.04% | -64.85% | +12.81% |
Max Drawdown (10Y)Largest decline over 10 years | -62.71% | -99.86% | +37.15% |
Current DrawdownCurrent decline from peak | -20.77% | -93.27% | +72.50% |
Average DrawdownAverage peak-to-trough decline | -45.77% | -55.29% | +9.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.00% | 15.60% | -4.60% |
Volatility
009540.KS vs. 071970.KS - Volatility Comparison
Korea Shipbuilding & Offshore Engineering Co Ltd (009540.KS) and Stx Heavy Indu (071970.KS) have volatilities of 16.06% and 15.71%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| 009540.KS | 071970.KS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.06% | 15.71% | +0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 39.08% | 49.09% | -10.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.86% | 64.89% | -14.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.08% | 60.78% | -18.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.99% | 77.34% | -30.35% |
Dividends
009540.KS vs. 071970.KS - Dividend Comparison
009540.KS's dividend yield for the trailing twelve months is around 3.24%, while 071970.KS has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
009540.KS Korea Shipbuilding & Offshore Engineering Co Ltd | 3.24% | 2.04% |
071970.KS Stx Heavy Indu | 0.00% | 0.00% |
Financials
009540.KS vs. 071970.KS - Financials Comparison
This section allows you to compare key financial metrics between Korea Shipbuilding & Offshore Engineering Co Ltd and Stx Heavy Indu. 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
009540.KS and 071970.KS have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for 009540.KS and 071970.KS
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