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051915.KS vs. 006400.KS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

051915.KS vs. 006400.KS - Performance Comparison

The chart below illustrates the hypothetical performance of a ₩10,000 investment in LG Chem Ltd (051915.KS) and Samsung SDI (006400.KS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 051915.KS achieves a -2.39% return, which is significantly lower than 006400.KS's 105.94% return. Over the past 10 years, 051915.KS has underperformed 006400.KS with an annualized return of 0.86%, while 006400.KS has yielded a comparatively higher 18.26% annualized return.


051915.KS

1D
3.90%
1M
0.88%
YTD
-2.39%
6M
-5.91%
1Y
56.79%
3Y*
-24.35%
5Y*
-13.92%
10Y*
0.86%

006400.KS

1D
6.32%
1M
-2.63%
YTD
105.94%
6M
99.43%
1Y
231.39%
3Y*
-6.49%
5Y*
-3.09%
10Y*
18.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

051915.KS vs. 006400.KS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
051915.KS
LG Chem Ltd
-2.39%5.49%-48.94%13.35%0.08%-21.67%126.58%-10.45%-19.03%42.22%
006400.KS
Samsung SDI
105.94%11.92%-47.35%-19.95%-9.62%4.46%166.59%8.26%7.60%88.60%

Correlation

The correlation between 051915.KS and 006400.KS is 0.72, 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

0.72

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

0.71

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

0.63

Correlation (10Y)
Calculated over the trailing 10-year period

0.55

Correlation (All Time)
Calculated using the full available price history since May 26, 2006

0.44

Over the past year, 051915.KS and 006400.KS have become more correlated (0.72) than their long-term average of 0.44, meaning their price movements have been converging.

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Return for Risk

051915.KS vs. 006400.KS — Risk / Return Rank

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

051915.KS
051915.KS Risk / Return Rank: 7272
Overall Rank
051915.KS Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
051915.KS Sortino Ratio Rank: 7070
Sortino Ratio Rank
051915.KS Omega Ratio Rank: 6969
Omega Ratio Rank
051915.KS Calmar Ratio Rank: 7575
Calmar Ratio Rank
051915.KS Martin Ratio Rank: 7171
Martin Ratio Rank

006400.KS
006400.KS Risk / Return Rank: 9696
Overall Rank
006400.KS Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
006400.KS Sortino Ratio Rank: 9494
Sortino Ratio Rank
006400.KS Omega Ratio Rank: 9494
Omega Ratio Rank
006400.KS Calmar Ratio Rank: 9696
Calmar Ratio Rank
006400.KS Martin Ratio Rank: 9797
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.

051915.KS vs. 006400.KS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LG Chem Ltd (051915.KS) and Samsung SDI (006400.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


051915.KS006400.KSDifference
Sharpe ratioReturn per unit of total volatility

-2.66

Sortino ratioReturn per unit of downside risk

-2.16

Omega ratioGain probability vs. loss probability

1.21

1.49

-0.28

Calmar ratioReturn relative to maximum drawdown

1.95

8.08

-6.13

Martin ratioReturn relative to average drawdown

3.73

23.32

-19.59

051915.KS vs. 006400.KS - Sharpe Ratio Comparison

The current 051915.KS Sharpe Ratio is 1.06, which is lower than the 006400.KS Sharpe Ratio of 3.72. The chart below compares the historical Sharpe Ratios of 051915.KS and 006400.KS, 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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Drawdowns

051915.KS vs. 006400.KS - Drawdown Comparison

The maximum 051915.KS drawdown since its inception was -79.84%, roughly equal to the maximum 006400.KS drawdown of -79.74%. Use the drawdown chart below to compare losses from any high point for 051915.KS and 006400.KS.


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Drawdown Indicators


051915.KS006400.KSDifference

Max Drawdown

Largest peak-to-trough decline

-79.84%

-79.74%

-0.10%

Max Drawdown (1Y)

Largest decline over 1 year

-30.29%

-30.27%

-0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-79.07%

-76.99%

-2.08%

Max Drawdown (5Y)

Largest decline over 5 years

-79.07%

-79.74%

+0.67%

Max Drawdown (10Y)

Largest decline over 10 years

-79.84%

-79.74%

-0.10%

Current Drawdown

Current decline from peak

-64.28%

-29.50%

-34.78%

Average Drawdown

Average peak-to-trough decline

-26.94%

-25.59%

-1.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.62%

10.33%

+5.29%

Volatility

051915.KS vs. 006400.KS - Volatility Comparison

The current volatility for LG Chem Ltd (051915.KS) is 17.80%, while Samsung SDI (006400.KS) has a volatility of 24.80%. This indicates that 051915.KS experiences smaller price fluctuations and is considered to be less risky than 006400.KS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


051915.KS006400.KSDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.80%

24.80%

-7.00%

Volatility (6M)

Calculated over the trailing 6-month period

45.02%

54.27%

-9.25%

Volatility (1Y)

Calculated over the trailing 1-year period

55.80%

65.73%

-9.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.19%

47.28%

-4.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.31%

44.06%

-2.75%

Dividends

051915.KS vs. 006400.KS - Dividend Comparison

051915.KS's dividend yield for the trailing twelve months is around 1.28%, more than 006400.KS's 0.21% yield.


PositionTTM20252024202320222021202020192018201720162015
006400.KS
Samsung SDI
0.21%0.44%0.40%0.22%0.18%0.16%0.16%0.43%0.47%0.50%0.94%0.90%
051915.KS
LG Chem Ltd
1.28%0.63%0.00%1.14%3.62%4.20%2.63%1.18%3.09%2.43%2.81%1.84%

Financials

051915.KS vs. 006400.KS - Financials Comparison

This section allows you to compare key financial metrics between LG Chem Ltd and Samsung SDI. 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


Values in KRW except per share items

Frequently Asked Questions


051915.KS and 006400.KS have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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