PortfoliosLab logoPortfoliosLab logo
079550.KS vs. 071970.KS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

079550.KS vs. 071970.KS - Performance Comparison

The chart below illustrates the hypothetical performance of a ₩10,000 investment in LIG Nex1 Co Ltd (079550.KS) and Stx Heavy Indu (071970.KS). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, 079550.KS achieves a 84.11% return, which is significantly higher than 071970.KS's -26.26% return. Over the past 10 years, 079550.KS has outperformed 071970.KS with an annualized return of 24.10%, while 071970.KS has yielded a comparatively lower -19.46% annualized return.


079550.KS

1D
1.05%
1M
-11.57%
YTD
84.11%
6M
102.38%
1Y
68.50%
3Y*
113.84%
5Y*
80.22%
10Y*
24.10%

071970.KS

1D
5.94%
1M
-24.05%
YTD
-26.26%
6M
-25.59%
1Y
49.83%
3Y*
119.74%
5Y*
56.46%
10Y*
-19.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

079550.KS vs. 071970.KS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
079550.KS
LIG Nex1 Co Ltd
84.11%90.93%70.91%43.69%36.60%129.12%-0.55%-12.81%-37.27%-25.06%
071970.KS
Stx Heavy Indu
-26.26%266.05%108.97%65.25%49.37%22.80%26.35%-46.12%-84.61%-80.32%

Correlation

The correlation between 079550.KS and 071970.KS is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.45

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

0.35

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

0.30

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

0.21

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2015

0.20

Over the past year, 079550.KS and 071970.KS have become more correlated (0.45) than their long-term average of 0.20, meaning their price movements have been converging.

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

079550.KS vs. 071970.KS — Risk / Return Rank

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

079550.KS
079550.KS Risk / Return Rank: 7171
Overall Rank
079550.KS Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
079550.KS Sortino Ratio Rank: 7474
Sortino Ratio Rank
079550.KS Omega Ratio Rank: 7272
Omega Ratio Rank
079550.KS Calmar Ratio Rank: 7373
Calmar Ratio Rank
079550.KS Martin Ratio Rank: 6969
Martin Ratio Rank

071970.KS
071970.KS Risk / Return Rank: 6666
Overall Rank
071970.KS Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
071970.KS Sortino Ratio Rank: 6868
Sortino Ratio Rank
071970.KS Omega Ratio Rank: 6363
Omega Ratio Rank
071970.KS Calmar Ratio Rank: 6464
Calmar Ratio Rank
071970.KS Martin Ratio Rank: 6868
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.

079550.KS vs. 071970.KS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LIG Nex1 Co Ltd (079550.KS) and Stx Heavy Indu (071970.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.


079550.KS071970.KSDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.31

Omega ratioGain probability vs. loss probability

1.23

1.17

+0.05

Calmar ratioReturn relative to maximum drawdown

1.69

1.07

+0.62

Martin ratioReturn relative to average drawdown

3.26

2.99

+0.27

079550.KS vs. 071970.KS - Sharpe Ratio Comparison

The current 079550.KS Sharpe Ratio is 0.87, which is comparable to the 071970.KS Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of 079550.KS and 071970.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.


Loading charts...

Drawdowns

079550.KS vs. 071970.KS - Drawdown Comparison

The maximum 079550.KS drawdown since its inception was -86.66%, smaller than the maximum 071970.KS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for 079550.KS and 071970.KS.


Loading charts...

Drawdown Indicators


079550.KS071970.KSDifference

Max Drawdown

Largest peak-to-trough decline

-86.66%

-100.00%

+13.34%

Max Drawdown (1Y)

Largest decline over 1 year

-42.23%

-48.23%

+6.00%

Max Drawdown (3Y)

Largest decline over 3 years

-42.23%

-48.23%

+6.00%

Max Drawdown (5Y)

Largest decline over 5 years

-42.23%

-64.85%

+22.62%

Max Drawdown (10Y)

Largest decline over 10 years

-83.96%

-99.86%

+15.90%

Current Drawdown

Current decline from peak

-24.31%

-99.83%

+75.52%

Average Drawdown

Average peak-to-trough decline

-40.52%

-91.07%

+50.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.58%

17.09%

+4.49%

Volatility

079550.KS vs. 071970.KS - Volatility Comparison

LIG Nex1 Co Ltd (079550.KS) and Stx Heavy Indu (071970.KS) have volatilities of 19.05% and 19.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


079550.KS071970.KSDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.05%

19.10%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

64.28%

50.12%

+14.16%

Volatility (1Y)

Calculated over the trailing 1-year period

82.56%

65.43%

+17.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.59%

61.26%

-1.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.36%

77.39%

-26.03%

Dividends

079550.KS vs. 071970.KS - Dividend Comparison

079550.KS's dividend yield for the trailing twelve months is around 0.38%, while 071970.KS has not paid dividends to shareholders.


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%
079550.KS
LIG Nex1 Co Ltd
0.38%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. 071970.KS - Financials Comparison

This section allows you to compare key financial metrics between LIG Nex1 Co Ltd and Stx Heavy Indu. 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


079550.KS and 071970.KS have a correlation of 0.45, 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 079550.KS and 071970.KS

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