009540.KS vs. 079550.KS
009540.KS (Korea Shipbuilding & Offshore Engineering Co Ltd) and 079550.KS (LIG Nex1 Co Ltd) are both stocks. Both operate in the Aerospace & Defense industry within the Industrials sector. Over the past 10 years, 009540.KS returned 18.83%/yr vs 23.89%/yr for 079550.KS. At a 0.25 correlation, their price movements are largely independent.
Performance
009540.KS vs. 079550.KS - Performance Comparison
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Returns By Period
In the year-to-date period, 009540.KS achieves a -4.91% return, which is significantly lower than 079550.KS's 74.81% return. Over the past 10 years, 009540.KS has underperformed 079550.KS with an annualized return of 18.83%, while 079550.KS has yielded a comparatively higher 23.89% 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%
079550.KS
- 1D
- 0.96%
- 1M
- -25.43%
- YTD
- 74.81%
- 6M
- 99.99%
- 1Y
- 62.82%
- 3Y*
- 111.48%
- 5Y*
- 78.73%
- 10Y*
- 23.89%
009540.KS vs. 079550.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% |
079550.KS LIG Nex1 Co Ltd | 74.81% | 90.93% | 70.91% | 43.69% | 36.60% | 129.12% | -0.55% | -12.81% | -37.27% | -25.06% |
Correlation
The correlation between 009540.KS and 079550.KS is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Oct 5, 2015 | 0.25 |
The correlation between 009540.KS and 079550.KS shifts across timeframes, from 0.25 (all time) to 0.42 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
009540.KS vs. 079550.KS — Risk / Return Rank
009540.KS
079550.KS
009540.KS vs. 079550.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 LIG Nex1 Co Ltd (079550.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 | 079550.KS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.41 | ||
| Sortino ratioReturn per unit of downside risk | -0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.22 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.75 | 1.56 | -0.81 |
| Martin ratioReturn relative to average drawdown | 1.79 | 3.07 | -1.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 009540.KS | 079550.KS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.40 | 0.81 | -0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 1.38 | -0.83 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.48 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.00 | 0.52 | -0.52 |
Drawdowns
009540.KS vs. 079550.KS - Drawdown Comparison
The maximum 009540.KS drawdown since its inception was -84.14%, roughly equal to the maximum 079550.KS drawdown of -86.66%. Use the drawdown chart below to compare losses from any high point for 009540.KS and 079550.KS.
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Drawdown Indicators
| 009540.KS | 079550.KS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.14% | -86.66% | +2.52% |
Max Drawdown (1Y)Largest decline over 1 year | -26.83% | -42.23% | +15.40% |
Max Drawdown (3Y)Largest decline over 3 years | -30.22% | -42.23% | +12.01% |
Max Drawdown (5Y)Largest decline over 5 years | -52.04% | -42.23% | -9.81% |
Max Drawdown (10Y)Largest decline over 10 years | -62.71% | -83.96% | +21.25% |
Current DrawdownCurrent decline from peak | -20.77% | -26.70% | +5.93% |
Average DrawdownAverage peak-to-trough decline | -45.77% | -40.55% | -5.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.00% | 21.06% | -10.06% |
Volatility
009540.KS vs. 079550.KS - Volatility Comparison
The current volatility for Korea Shipbuilding & Offshore Engineering Co Ltd (009540.KS) is 16.06%, while LIG Nex1 Co Ltd (079550.KS) has a volatility of 20.45%. This indicates that 009540.KS experiences smaller price fluctuations and is considered to be less risky than 079550.KS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 009540.KS | 079550.KS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.06% | 20.45% | -4.39% |
Volatility (6M)Calculated over the trailing 6-month period | 39.08% | 63.17% | -24.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.86% | 81.70% | -30.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.08% | 59.31% | -17.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.99% | 51.19% | -4.20% |
Dividends
009540.KS vs. 079550.KS - Dividend Comparison
009540.KS's dividend yield for the trailing twelve months is around 3.24%, more than 079550.KS's 0.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
009540.KS Korea Shipbuilding & Offshore Engineering Co Ltd | 3.24% | 2.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
079550.KS LIG Nex1 Co Ltd | 0.40% | 0.00% | 1.09% | 1.49% | 1.63% | 1.75% | 2.95% | 1.90% | 1.35% | 0.84% | 1.17% | 0.91% |
Financials
009540.KS vs. 079550.KS - Financials Comparison
This section allows you to compare key financial metrics between Korea Shipbuilding & Offshore Engineering Co Ltd and LIG Nex1 Co Ltd. 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 079550.KS have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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