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017670.KS vs. T
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

017670.KS vs. T - Performance Comparison

The chart below illustrates the hypothetical performance of a ₩10,000 investment in SK Telecom Co Ltd (017670.KS) and AT&T Inc. (T). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

017670.KS is traded in KRW, while T is traded in USD. To make them comparable, the T values have been converted to KRW using the latest available exchange rates.

Returns By Period

In the year-to-date period, 017670.KS achieves a 105.25% return, which is significantly higher than T's 1.32% return. Over the past 10 years, 017670.KS has outperformed T with an annualized return of 19.04%, while T has yielded a comparatively lower 6.24% annualized return.


017670.KS

1D
-13.02%
1M
14.98%
YTD
105.25%
6M
101.85%
1Y
111.94%
3Y*
37.19%
5Y*
21.51%
10Y*
19.04%

T

1D
1.61%
1M
-4.06%
YTD
1.32%
6M
-2.67%
1Y
-1.58%
3Y*
27.07%
5Y*
14.13%
10Y*
6.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

017670.KS vs. T - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
017670.KS
SK Telecom Co Ltd
105.25%1.84%15.36%13.63%-12.81%49.31%8.47%-4.31%8.70%27.96%
T
AT&T Inc.
1.32%11.35%64.27%0.03%11.74%0.69%-25.99%51.07%-18.90%-15.19%

Correlation

The correlation between 017670.KS and T is -0.02, 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

-0.02

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

-0.04

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

-0.01

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

0.00

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SK Telecom Co Ltd

AT&T Inc.

Return for Risk

017670.KS vs. T — Risk / Return Rank

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

017670.KS
017670.KS Risk / Return Rank: 9494
Overall Rank
017670.KS Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
017670.KS Sortino Ratio Rank: 9191
Sortino Ratio Rank
017670.KS Omega Ratio Rank: 9494
Omega Ratio Rank
017670.KS Calmar Ratio Rank: 9494
Calmar Ratio Rank
017670.KS Martin Ratio Rank: 9696
Martin Ratio Rank

T
T Risk / Return Rank: 1313
Overall Rank
T Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
T Sortino Ratio Rank: 1414
Sortino Ratio Rank
T Omega Ratio Rank: 1515
Omega Ratio Rank
T Calmar Ratio Rank: 1616
Calmar Ratio Rank
T Martin Ratio Rank: 88
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.

017670.KS vs. T - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SK Telecom Co Ltd (017670.KS) and AT&T Inc. (T). 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.


017670.KSTDifference
Sharpe ratioReturn per unit of total volatility

+2.72

Sortino ratioReturn per unit of downside risk

+3.29

Omega ratioGain probability vs. loss probability

1.55

1.01

+0.54

Calmar ratioReturn relative to maximum drawdown

6.32

-0.08

+6.40

Martin ratioReturn relative to average drawdown

21.26

-0.18

+21.44

017670.KS vs. T - Sharpe Ratio Comparison

The current 017670.KS Sharpe Ratio is 2.65, which is higher than the T Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of 017670.KS and T, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


017670.KSTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.65

-0.07

+2.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.57

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.26

+0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.29

-0.16

Drawdowns

017670.KS vs. T - Drawdown Comparison

The maximum 017670.KS drawdown since its inception was -62.33%, which is greater than T's maximum drawdown of -38.87%. Use the drawdown chart below to compare losses from any high point for 017670.KS and T.


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Drawdown Indicators


017670.KSTDifference

Max Drawdown

Largest peak-to-trough decline

-62.33%

-38.87%

-23.46%

Max Drawdown (1Y)

Largest decline over 1 year

-18.73%

-19.64%

+0.91%

Max Drawdown (3Y)

Largest decline over 3 years

-18.73%

-19.64%

+0.91%

Max Drawdown (5Y)

Largest decline over 5 years

-25.42%

-33.95%

+8.53%

Max Drawdown (10Y)

Largest decline over 10 years

-35.84%

-38.87%

+3.03%

Current Drawdown

Current decline from peak

-13.02%

-18.34%

+5.32%

Average Drawdown

Average peak-to-trough decline

-19.36%

-13.52%

-5.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.47%

8.69%

-3.22%

Volatility

017670.KS vs. T - Volatility Comparison

SK Telecom Co Ltd (017670.KS) has a higher volatility of 24.29% compared to AT&T Inc. (T) at 8.39%. This indicates that 017670.KS's price experiences larger fluctuations and is considered to be riskier than T based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


017670.KSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.29%

8.39%

+15.90%

Volatility (6M)

Calculated over the trailing 6-month period

42.10%

19.68%

+22.42%

Volatility (1Y)

Calculated over the trailing 1-year period

44.62%

24.13%

+20.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.34%

24.98%

+2.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.61%

23.94%

+1.67%

Dividends

017670.KS vs. T - Dividend Comparison

017670.KS's dividend yield for the trailing twelve months is around 1.52%, less than T's 4.88% yield.


PositionTTM20252024202320222021202020192018201720162015
017670.KS
SK Telecom Co Ltd
1.52%5.07%4.51%7.07%7.00%5.71%8.02%8.02%7.08%7.15%8.52%8.86%
T
AT&T Inc.
4.88%4.47%4.87%6.62%6.66%8.46%7.23%5.22%7.01%5.04%4.51%5.46%

Financials

017670.KS vs. T - Financials Comparison

This section allows you to compare key financial metrics between SK Telecom Co Ltd and AT&T Inc.. 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. 017670.KS values in KRW, T values in USD

Frequently Asked Questions


017670.KS and T have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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