PortfoliosLab logoPortfoliosLab logo
071970.KS vs. ABB.NS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

071970.KS vs. ABB.NS - Performance Comparison

The chart below illustrates the hypothetical performance of a ₩10,000 investment in Stx Heavy Indu (071970.KS) and ABB India Limited (ABB.NS). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

071970.KS is traded in KRW, while ABB.NS is traded in INR. To make them comparable, the ABB.NS values have been converted to KRW using the latest available exchange rates.

Returns By Period

In the year-to-date period, 071970.KS achieves a -24.80% return, which is significantly lower than ABB.NS's 39.87% return. Over the past 10 years, 071970.KS has underperformed ABB.NS with an annualized return of -20.72%, while ABB.NS has yielded a comparatively higher 20.31% annualized return.


071970.KS

1D
3.22%
1M
-37.16%
YTD
-24.80%
6M
-17.93%
1Y
50.90%
3Y*
119.89%
5Y*
56.15%
10Y*
-20.72%

ABB.NS

1D
0.77%
1M
1.54%
YTD
39.87%
6M
36.64%
1Y
21.39%
3Y*
22.70%
5Y*
36.31%
10Y*
20.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

071970.KS vs. ABB.NS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
071970.KS
Stx Heavy Indu
-24.80%266.05%108.97%65.25%49.37%22.80%26.35%-46.12%-84.61%-80.32%
ABB.NS
ABB India Limited
39.87%-29.91%64.96%79.05%13.97%99.27%-13.02%9.72%-9.05%26.70%

Correlation

The correlation between 071970.KS and ABB.NS is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.08

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

0.05

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

0.06

Correlation (All Time)
Calculated using the full available price history since May 18, 2009

0.03

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

071970.KS vs. ABB.NS — Risk / Return Rank

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

071970.KS
071970.KS Risk / Return Rank: 6666
Overall Rank
071970.KS Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
071970.KS Sortino Ratio Rank: 6767
Sortino Ratio Rank
071970.KS Omega Ratio Rank: 6262
Omega Ratio Rank
071970.KS Calmar Ratio Rank: 6565
Calmar Ratio Rank
071970.KS Martin Ratio Rank: 6868
Martin Ratio Rank

ABB.NS
ABB.NS Risk / Return Rank: 5959
Overall Rank
ABB.NS Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
ABB.NS Sortino Ratio Rank: 5858
Sortino Ratio Rank
ABB.NS Omega Ratio Rank: 5858
Omega Ratio Rank
ABB.NS Calmar Ratio Rank: 5959
Calmar Ratio Rank
ABB.NS Martin Ratio Rank: 5757
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.

071970.KS vs. ABB.NS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Stx Heavy Indu (071970.KS) and ABB India Limited (ABB.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.


071970.KSABB.NSDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.38

Omega ratioGain probability vs. loss probability

1.18

1.15

+0.02

Calmar ratioReturn relative to maximum drawdown

1.22

0.90

+0.33

Martin ratioReturn relative to average drawdown

3.35

1.80

+1.55

071970.KS vs. ABB.NS - Sharpe Ratio Comparison

The current 071970.KS Sharpe Ratio is 0.82, which is comparable to the ABB.NS Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of 071970.KS and ABB.NS, 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


071970.KSABB.NSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

0.73

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

1.07

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.28

0.63

-0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.21

0.25

-0.46

Drawdowns

071970.KS vs. ABB.NS - Drawdown Comparison

The maximum 071970.KS drawdown since its inception was -99.87%, which is greater than ABB.NS's maximum drawdown of -80.46%. Use the drawdown chart below to compare losses from any high point for 071970.KS and ABB.NS.


Loading charts...

Drawdown Indicators


071970.KSABB.NSDifference

Max Drawdown

Largest peak-to-trough decline

-99.87%

-80.46%

-19.41%

Max Drawdown (1Y)

Largest decline over 1 year

-43.55%

-24.39%

-19.16%

Max Drawdown (3Y)

Largest decline over 3 years

-43.55%

-49.88%

+6.33%

Max Drawdown (5Y)

Largest decline over 5 years

-64.85%

-49.88%

-14.97%

Max Drawdown (10Y)

Largest decline over 10 years

-99.86%

-53.20%

-46.66%

Current Drawdown

Current decline from peak

-93.27%

-21.61%

-71.66%

Average Drawdown

Average peak-to-trough decline

-55.29%

-38.88%

-16.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.60%

12.05%

+3.55%

Volatility

071970.KS vs. ABB.NS - Volatility Comparison

Stx Heavy Indu (071970.KS) has a higher volatility of 15.71% compared to ABB India Limited (ABB.NS) at 14.16%. This indicates that 071970.KS's price experiences larger fluctuations and is considered to be riskier than ABB.NS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


071970.KSABB.NSDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.71%

14.16%

+1.55%

Volatility (6M)

Calculated over the trailing 6-month period

49.09%

26.05%

+23.04%

Volatility (1Y)

Calculated over the trailing 1-year period

64.89%

30.16%

+34.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.78%

34.67%

+26.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

77.34%

32.84%

+44.50%

Dividends

071970.KS vs. ABB.NS - Dividend Comparison

071970.KS has not paid dividends to shareholders, while ABB.NS's dividend yield for the trailing twelve months is around 0.55%.


PositionTTM20252024202320222021202020192018201720162015
071970.KS
Stx Heavy Indu
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ABB.NS
ABB India Limited
0.55%0.84%0.50%0.24%0.19%0.22%0.40%0.37%0.37%0.32%0.39%0.37%

Financials

071970.KS vs. ABB.NS - Financials Comparison

This section allows you to compare key financial metrics between Stx Heavy Indu and ABB India 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. 071970.KS values in KRW, ABB.NS values in INR

Frequently Asked Questions


071970.KS and ABB.NS have a correlation of 0.13, 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 071970.KS and ABB.NS

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