PortfoliosLab logoPortfoliosLab logo
036570.KS vs. MLGO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

036570.KS vs. MLGO - Performance Comparison

The chart below illustrates the hypothetical performance of a ₩10,000 investment in NCsoft Corp (036570.KS) and MicroAlgo Inc. (MLGO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

036570.KS is traded in KRW, while MLGO is traded in USD. To make them comparable, the MLGO values have been converted to KRW using the latest available exchange rates.

Returns By Period

In the year-to-date period, 036570.KS achieves a 44.39% return, which is significantly higher than MLGO's 25.44% return.


036570.KS

1D
-14.35%
1M
8.22%
YTD
44.39%
6M
35.33%
1Y
74.75%
3Y*
-2.41%
5Y*
-18.41%
10Y*
3.46%

MLGO

1D
2.04%
1M
34.07%
YTD
25.44%
6M
-21.50%
1Y
-83.83%
3Y*
-92.33%
5Y*
-83.54%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

036570.KS vs. MLGO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
036570.KS
NCsoft Corp
44.39%11.05%-23.87%-45.61%-29.23%-29.02%
MLGO
MicroAlgo Inc.
25.44%-96.17%-97.65%-24.96%-86.90%10.09%

Correlation

The correlation between 036570.KS and MLGO is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

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

0.00

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

-0.01

Correlation (All Time)
Calculated using the full available price history since Apr 14, 2021

-0.01

The correlation between 036570.KS and MLGO shifts across timeframes, from -0.01 (all time) to 0.12 (1 year), reflecting how their relationship changes across market environments.

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

036570.KS vs. MLGO — Risk / Return Rank

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

036570.KS
036570.KS Risk / Return Rank: 8080
Overall Rank
036570.KS Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
036570.KS Sortino Ratio Rank: 7676
Sortino Ratio Rank
036570.KS Omega Ratio Rank: 7777
Omega Ratio Rank
036570.KS Calmar Ratio Rank: 8585
Calmar Ratio Rank
036570.KS Martin Ratio Rank: 8383
Martin Ratio Rank

MLGO
MLGO Risk / Return Rank: 99
Overall Rank
MLGO Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
MLGO Sortino Ratio Rank: 44
Sortino Ratio Rank
MLGO Omega Ratio Rank: 77
Omega Ratio Rank
MLGO Calmar Ratio Rank: 44
Calmar Ratio Rank
MLGO Martin Ratio Rank: 1919
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.

036570.KS vs. MLGO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NCsoft Corp (036570.KS) and MicroAlgo Inc. (MLGO). 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.


036570.KSMLGODifference
Sharpe ratioReturn per unit of total volatility

+2.19

Sortino ratioReturn per unit of downside risk

+3.62

Omega ratioGain probability vs. loss probability

1.28

0.83

+0.45

Calmar ratioReturn relative to maximum drawdown

3.45

-0.93

+4.38

Martin ratioReturn relative to average drawdown

7.99

-1.08

+9.07

036570.KS vs. MLGO - Sharpe Ratio Comparison

The current 036570.KS Sharpe Ratio is 1.44, which is higher than the MLGO Sharpe Ratio of -0.75. The chart below compares the historical Sharpe Ratios of 036570.KS and MLGO, 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


036570.KSMLGODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

-0.75

+2.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.40

-0.17

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

-0.17

+0.38

Drawdowns

036570.KS vs. MLGO - Drawdown Comparison

The maximum 036570.KS drawdown since its inception was -85.77%, smaller than the maximum MLGO drawdown of -99.99%. Use the drawdown chart below to compare losses from any high point for 036570.KS and MLGO.


Loading charts...

Drawdown Indicators


036570.KSMLGODifference

Max Drawdown

Largest peak-to-trough decline

-85.77%

-99.99%

+14.22%

Max Drawdown (1Y)

Largest decline over 1 year

-22.73%

-90.66%

+67.93%

Max Drawdown (3Y)

Largest decline over 3 years

-56.62%

-99.99%

+43.37%

Max Drawdown (5Y)

Largest decline over 5 years

-83.42%

-99.99%

+16.57%

Max Drawdown (10Y)

Largest decline over 10 years

-85.77%

Current Drawdown

Current decline from peak

-69.52%

-99.99%

+30.47%

Average Drawdown

Average peak-to-trough decline

-35.78%

-63.45%

+27.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.64%

77.80%

-68.16%

Volatility

036570.KS vs. MLGO - Volatility Comparison

The current volatility for NCsoft Corp (036570.KS) is 24.81%, while MicroAlgo Inc. (MLGO) has a volatility of 46.42%. This indicates that 036570.KS experiences smaller price fluctuations and is considered to be less risky than MLGO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


036570.KSMLGODifference

Volatility (1M)

Calculated over the trailing 1-month period

24.81%

46.42%

-21.61%

Volatility (6M)

Calculated over the trailing 6-month period

42.83%

74.49%

-31.66%

Volatility (1Y)

Calculated over the trailing 1-year period

54.58%

112.21%

-57.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.37%

482.02%

-434.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.59%

475.07%

-432.48%

Dividends

036570.KS vs. MLGO - Dividend Comparison

036570.KS's dividend yield for the trailing twelve months is around 0.40%, while MLGO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
036570.KS
NCsoft Corp
0.40%0.72%0.00%1.30%1.49%0.91%0.92%0.96%1.30%1.63%1.54%1.29%
MLGO
MicroAlgo Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

036570.KS vs. MLGO - Financials Comparison

This section allows you to compare key financial metrics between NCsoft Corp and MicroAlgo 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. 036570.KS values in KRW, MLGO values in USD

Frequently Asked Questions


036570.KS and MLGO have a correlation of 0.12, 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 036570.KS and MLGO

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