079550.KS vs. 009540.KS
079550.KS (LIG Nex1 Co Ltd) and 009540.KS (Korea Shipbuilding & Offshore Engineering Co Ltd) are both stocks. Both operate in the Aerospace & Defense industry within the Industrials sector. Over the past 10 years, 079550.KS returned 23.89%/yr vs 18.83%/yr for 009540.KS. At a 0.25 correlation, their price movements are largely independent.
Performance
079550.KS vs. 009540.KS - Performance Comparison
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Returns By Period
In the year-to-date period, 079550.KS achieves a 74.81% return, which is significantly higher than 009540.KS's -4.91% return. Over the past 10 years, 079550.KS has outperformed 009540.KS with an annualized return of 23.89%, while 009540.KS has yielded a comparatively lower 18.83% annualized return.
079550.KS
- 1D
- 0.96%
- 1M
- -25.43%
- YTD
- 74.81%
- 6M
- 99.99%
- 1Y
- 62.82%
- 3Y*
- 111.48%
- 5Y*
- 78.73%
- 10Y*
- 23.89%
009540.KS
- 1D
- -1.04%
- 1M
- -19.17%
- YTD
- -4.91%
- 6M
- -7.63%
- 1Y
- 19.23%
- 3Y*
- 56.73%
- 5Y*
- 22.56%
- 10Y*
- 18.83%
079550.KS vs. 009540.KS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
079550.KS LIG Nex1 Co Ltd | 74.81% | 90.93% | 70.91% | 43.69% | 36.60% | 129.12% | -0.55% | -12.81% | -37.27% | -25.06% |
009540.KS Korea Shipbuilding & Offshore Engineering Co Ltd | -4.91% | 84.32% | 88.59% | 71.00% | -25.26% | -12.81% | -14.23% | -1.56% | 34.13% | 0.85% |
Correlation
The correlation between 079550.KS and 009540.KS is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Oct 5, 2015 | 0.25 |
The correlation between 079550.KS and 009540.KS shifts across timeframes, from 0.25 (all time) to 0.42 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
079550.KS vs. 009540.KS — Risk / Return Rank
079550.KS
009540.KS
079550.KS vs. 009540.KS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LIG Nex1 Co Ltd (079550.KS) and Korea Shipbuilding & Offshore Engineering Co Ltd (009540.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.
| 079550.KS | 009540.KS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | +0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.11 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.56 | 0.75 | +0.81 |
| Martin ratioReturn relative to average drawdown | 3.07 | 1.79 | +1.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 079550.KS | 009540.KS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 0.40 | +0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.38 | 0.56 | +0.83 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.41 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.00 | +0.52 |
Drawdowns
079550.KS vs. 009540.KS - Drawdown Comparison
The maximum 079550.KS drawdown since its inception was -86.66%, roughly equal to the maximum 009540.KS drawdown of -84.14%. Use the drawdown chart below to compare losses from any high point for 079550.KS and 009540.KS.
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Drawdown Indicators
| 079550.KS | 009540.KS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.66% | -84.14% | -2.52% |
Max Drawdown (1Y)Largest decline over 1 year | -42.23% | -26.83% | -15.40% |
Max Drawdown (3Y)Largest decline over 3 years | -42.23% | -30.22% | -12.01% |
Max Drawdown (5Y)Largest decline over 5 years | -42.23% | -52.04% | +9.81% |
Max Drawdown (10Y)Largest decline over 10 years | -83.96% | -62.71% | -21.25% |
Current DrawdownCurrent decline from peak | -26.70% | -20.77% | -5.93% |
Average DrawdownAverage peak-to-trough decline | -40.55% | -45.77% | +5.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.06% | 11.00% | +10.06% |
Volatility
079550.KS vs. 009540.KS - Volatility Comparison
LIG Nex1 Co Ltd (079550.KS) has a higher volatility of 20.45% compared to Korea Shipbuilding & Offshore Engineering Co Ltd (009540.KS) at 16.06%. This indicates that 079550.KS's price experiences larger fluctuations and is considered to be riskier than 009540.KS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 079550.KS | 009540.KS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.45% | 16.06% | +4.39% |
Volatility (6M)Calculated over the trailing 6-month period | 63.17% | 39.08% | +24.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 81.70% | 50.86% | +30.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.31% | 42.08% | +17.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.19% | 46.99% | +4.20% |
Dividends
079550.KS vs. 009540.KS - Dividend Comparison
079550.KS's dividend yield for the trailing twelve months is around 0.40%, less than 009540.KS's 3.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
009540.KS Korea Shipbuilding & Offshore Engineering Co Ltd | 3.24% | 2.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
079550.KS LIG Nex1 Co Ltd | 0.40% | 0.00% | 1.09% | 1.49% | 1.63% | 1.75% | 2.95% | 1.90% | 1.35% | 0.84% | 1.17% | 0.91% |
Financials
079550.KS vs. 009540.KS - Financials Comparison
This section allows you to compare key financial metrics between LIG Nex1 Co Ltd and Korea Shipbuilding & Offshore Engineering Co Ltd. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
079550.KS and 009540.KS have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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