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064350.KS vs. RTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

064350.KS vs. RTX - Performance Comparison

The chart below illustrates the hypothetical performance of a ₩10,000 investment in Hyundai Rotem Co (064350.KS) and Raytheon Technologies Corporation (RTX). The values are adjusted to include any dividend payments, if applicable.

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064350.KS vs. RTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
064350.KS
Hyundai Rotem Co
7.59%278.80%86.84%-5.97%36.54%20.93%10.26%-43.99%48.53%3.31%
RTX
Raytheon Technologies Corporation
12.54%57.73%60.49%-12.00%26.80%35.05%-13.12%49.28%-10.97%5.26%
Different Trading Currencies

064350.KS is traded in KRW, while RTX is traded in USD. To make them comparable, the RTX values have been converted to KRW using the latest available exchange rates.

Returns By Period

In the year-to-date period, 064350.KS achieves a 7.59% return, which is significantly lower than RTX's 12.54% return. Over the past 10 years, 064350.KS has outperformed RTX with an annualized return of 28.32%, while RTX has yielded a comparatively lower 19.79% annualized return.


064350.KS

1D
6.73%
1M
-18.81%
YTD
7.59%
6M
-10.55%
1Y
104.20%
3Y*
97.61%
5Y*
58.94%
10Y*
28.32%

RTX

1D
0.00%
1M
-3.05%
YTD
12.54%
6M
27.38%
1Y
54.87%
3Y*
34.07%
5Y*
30.61%
10Y*
19.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

064350.KS vs. RTX — Risk / Return Rank

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

064350.KS
064350.KS Risk / Return Rank: 8181
Overall Rank
064350.KS Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
064350.KS Sortino Ratio Rank: 8181
Sortino Ratio Rank
064350.KS Omega Ratio Rank: 7878
Omega Ratio Rank
064350.KS Calmar Ratio Rank: 8181
Calmar Ratio Rank
064350.KS Martin Ratio Rank: 7878
Martin Ratio Rank

RTX
RTX Risk / Return Rank: 8787
Overall Rank
RTX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
RTX Sortino Ratio Rank: 8282
Sortino Ratio Rank
RTX Omega Ratio Rank: 8686
Omega Ratio Rank
RTX Calmar Ratio Rank: 8686
Calmar Ratio Rank
RTX Martin Ratio Rank: 9393
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.

064350.KS vs. RTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hyundai Rotem Co (064350.KS) and Raytheon Technologies Corporation (RTX). 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.


064350.KSRTXDifference

Sharpe ratio

Return per unit of total volatility

1.72

1.90

-0.19

Sortino ratio

Return per unit of downside risk

2.20

2.47

-0.27

Omega ratio

Gain probability vs. loss probability

1.28

1.36

-0.08

Calmar ratio

Return relative to maximum drawdown

2.69

3.27

-0.58

Martin ratio

Return relative to average drawdown

6.01

13.78

-7.77

064350.KS vs. RTX - Sharpe Ratio Comparison

The current 064350.KS Sharpe Ratio is 1.72, which is comparable to the RTX Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of 064350.KS and RTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


064350.KSRTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.72

1.90

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.20

1.27

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.74

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.56

-0.27

Correlation

The correlation between 064350.KS and RTX is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

064350.KS vs. RTX - Dividend Comparison

064350.KS's dividend yield for the trailing twelve months is around 0.30%, less than RTX's 1.39% yield.


TTM20252024202320222021202020192018201720162015
064350.KS
Hyundai Rotem Co
0.30%0.11%0.00%0.38%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RTX
Raytheon Technologies Corporation
1.39%1.46%2.14%2.76%2.14%2.33%21.21%1.96%2.66%2.13%2.39%2.66%

Drawdowns

064350.KS vs. RTX - Drawdown Comparison

The maximum 064350.KS drawdown since its inception was -78.18%, which is greater than RTX's maximum drawdown of -49.33%. Use the drawdown chart below to compare losses from any high point for 064350.KS and RTX.


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Drawdown Indicators


064350.KSRTXDifference

Max Drawdown

Largest peak-to-trough decline

-78.18%

-55.14%

-23.04%

Max Drawdown (1Y)

Largest decline over 1 year

-32.17%

-12.65%

-19.52%

Max Drawdown (5Y)

Largest decline over 5 years

-40.91%

-32.84%

-8.07%

Max Drawdown (10Y)

Largest decline over 10 years

-78.18%

-51.98%

-26.20%

Current Drawdown

Current decline from peak

-18.81%

-7.52%

-11.29%

Average Drawdown

Average peak-to-trough decline

-39.23%

-13.02%

-26.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.43%

3.53%

+10.90%

Volatility

064350.KS vs. RTX - Volatility Comparison

Hyundai Rotem Co (064350.KS) has a higher volatility of 24.79% compared to Raytheon Technologies Corporation (RTX) at 7.58%. This indicates that 064350.KS's price experiences larger fluctuations and is considered to be riskier than RTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


064350.KSRTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.79%

7.58%

+17.21%

Volatility (6M)

Calculated over the trailing 6-month period

48.47%

18.99%

+29.48%

Volatility (1Y)

Calculated over the trailing 1-year period

64.21%

28.96%

+35.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.09%

24.28%

+26.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.40%

26.99%

+26.41%

Financials

064350.KS vs. RTX - Financials Comparison

This section allows you to compare key financial metrics between Hyundai Rotem Co and Raytheon Technologies Corporation. 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. 064350.KS values in KRW, RTX values in USD