009540.KS vs. BAJFINANCE.NS
009540.KS (Korea Shipbuilding & Offshore Engineering Co Ltd) and BAJFINANCE.NS (Bajaj Finance Limited) are both stocks. 009540.KS operates in Aerospace & Defense (Industrials), while BAJFINANCE.NS operates in Credit Services (Financial Services). Over the past 10 years, 009540.KS returned 18.83%/yr vs 26.42%/yr for BAJFINANCE.NS. At a 0.05 correlation, their price movements are largely independent.
Performance
009540.KS vs. BAJFINANCE.NS - Performance Comparison
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Different Trading Currencies
009540.KS is traded in KRW, while BAJFINANCE.NS is traded in INR. To make them comparable, the BAJFINANCE.NS values have been converted to KRW using the latest available exchange rates.
Returns By Period
In the year-to-date period, 009540.KS achieves a -4.91% return, which is significantly higher than BAJFINANCE.NS's -10.84% return. Over the past 10 years, 009540.KS has underperformed BAJFINANCE.NS with an annualized return of 18.83%, while BAJFINANCE.NS has yielded a comparatively higher 26.42% 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%
BAJFINANCE.NS
- 1D
- 1.05%
- 1M
- -5.14%
- YTD
- -10.84%
- 6M
- -16.36%
- 1Y
- -1.07%
- 3Y*
- 8.33%
- 5Y*
- 9.12%
- 10Y*
- 26.42%
009540.KS vs. BAJFINANCE.NS - 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% |
BAJFINANCE.NS Bajaj Finance Limited | -10.84% | 34.30% | 3.61% | 13.81% | -10.25% | 41.52% | 15.25% | 61.89% | 43.44% | 96.24% |
Correlation
The correlation between 009540.KS and BAJFINANCE.NS is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Jul 5, 2007 | 0.05 |
The correlation between 009540.KS and BAJFINANCE.NS shifts across timeframes, from 0.05 (all time) to 0.18 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
009540.KS vs. BAJFINANCE.NS — Risk / Return Rank
009540.KS
BAJFINANCE.NS
009540.KS vs. BAJFINANCE.NS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Korea Shipbuilding & Offshore Engineering Co Ltd (009540.KS) and Bajaj Finance Limited (BAJFINANCE.NS). 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 | BAJFINANCE.NS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.43 | ||
| Sortino ratioReturn per unit of downside risk | +0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.02 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.75 | -0.04 | +0.79 |
| Martin ratioReturn relative to average drawdown | 1.79 | -0.09 | +1.88 |
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 | BAJFINANCE.NS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.40 | -0.04 | +0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.32 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.74 | -0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.00 | 0.75 | -0.75 |
Drawdowns
009540.KS vs. BAJFINANCE.NS - Drawdown Comparison
The maximum 009540.KS drawdown since its inception was -84.14%, smaller than the maximum BAJFINANCE.NS drawdown of -88.67%. Use the drawdown chart below to compare losses from any high point for 009540.KS and BAJFINANCE.NS.
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Drawdown Indicators
| 009540.KS | BAJFINANCE.NS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.14% | -88.67% | +4.53% |
Max Drawdown (1Y)Largest decline over 1 year | -26.83% | -27.78% | +0.95% |
Max Drawdown (3Y)Largest decline over 3 years | -30.22% | -27.78% | -2.44% |
Max Drawdown (5Y)Largest decline over 5 years | -52.04% | -36.39% | -15.65% |
Max Drawdown (10Y)Largest decline over 10 years | -62.71% | -63.38% | +0.67% |
Current DrawdownCurrent decline from peak | -20.77% | -21.06% | +0.29% |
Average DrawdownAverage peak-to-trough decline | -45.77% | -17.29% | -28.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.00% | 12.10% | -1.10% |
Volatility
009540.KS vs. BAJFINANCE.NS - Volatility Comparison
Korea Shipbuilding & Offshore Engineering Co Ltd (009540.KS) has a higher volatility of 16.06% compared to Bajaj Finance Limited (BAJFINANCE.NS) at 7.25%. This indicates that 009540.KS's price experiences larger fluctuations and is considered to be riskier than BAJFINANCE.NS 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 | BAJFINANCE.NS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.06% | 7.25% | +8.81% |
Volatility (6M)Calculated over the trailing 6-month period | 39.08% | 23.06% | +16.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.86% | 30.41% | +20.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.08% | 29.05% | +13.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.99% | 36.24% | +10.75% |
Dividends
009540.KS vs. BAJFINANCE.NS - Dividend Comparison
009540.KS's dividend yield for the trailing twelve months is around 3.24%, while BAJFINANCE.NS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
BAJFINANCE.NS Bajaj Finance Limited | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
009540.KS vs. BAJFINANCE.NS - Financials Comparison
This section allows you to compare key financial metrics between Korea Shipbuilding & Offshore Engineering Co Ltd and Bajaj Finance Limited. 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 BAJFINANCE.NS have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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