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207940.KS vs. ARGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

207940.KS vs. ARGX - Performance Comparison

The chart below illustrates the hypothetical performance of a ₩10,000 investment in Samsung Biologics Co Ltd (207940.KS) and argenx SE (ARGX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

207940.KS is traded in KRW, while ARGX is traded in USD. To make them comparable, the ARGX values have been converted to KRW using the latest available exchange rates.

Returns By Period


207940.KS

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*

ARGX

1D
7.62%
1M
19.02%
YTD
14.70%
6M
4.65%
1Y
76.68%
3Y*
38.82%
5Y*
35.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

207940.KS vs. ARGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
207940.KS
Samsung Biologics Co Ltd
0.00%0.00%0.00%0.00%0.00%0.00%51.80%12.03%4.18%94.24%
ARGX
argenx SE
14.70%33.60%84.31%3.28%14.30%30.46%72.45%73.43%58.72%159.44%

Correlation

The correlation between 207940.KS and ARGX is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.05

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

0.03

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

0.02

Correlation (All Time)
Calculated using the full available price history since May 19, 2017

-0.03

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Return for Risk

207940.KS vs. ARGX — Risk / Return Rank

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

207940.KS
207940.KS Risk / Return Rank: 5252
Overall Rank
207940.KS Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
207940.KS Sortino Ratio Rank: 4343
Sortino Ratio Rank
207940.KS Omega Ratio Rank: 9494
Omega Ratio Rank
207940.KS Calmar Ratio Rank: 4141
Calmar Ratio Rank
207940.KS Martin Ratio Rank: 4141
Martin Ratio Rank

ARGX
ARGX Risk / Return Rank: 8080
Overall Rank
ARGX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
ARGX Sortino Ratio Rank: 8484
Sortino Ratio Rank
ARGX Omega Ratio Rank: 8181
Omega Ratio Rank
ARGX Calmar Ratio Rank: 7474
Calmar Ratio Rank
ARGX Martin Ratio Rank: 7575
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.

207940.KS vs. ARGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Samsung Biologics Co Ltd (207940.KS) and argenx SE (ARGX). 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.


207940.KSARGXDifference
Sharpe ratioReturn per unit of total volatility

-2.53

Sortino ratioReturn per unit of downside risk

-2.92

Omega ratioGain probability vs. loss probability

1.54

1.43

+0.11

Calmar ratioReturn relative to maximum drawdown

0.00

2.91

-2.91

Martin ratioReturn relative to average drawdown

0.00

7.53

-7.53

207940.KS vs. ARGX - Sharpe Ratio Comparison

The current 207940.KS Sharpe Ratio is 0.00, which is lower than the ARGX Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of 207940.KS and ARGX, 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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Sharpe Ratios by Period


207940.KSARGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.00

2.53

-2.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

0.93

-0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

1.11

-0.65

Drawdowns

207940.KS vs. ARGX - Drawdown Comparison

The maximum 207940.KS drawdown since its inception was -57.28%, which is greater than ARGX's maximum drawdown of -37.35%. Use the drawdown chart below to compare losses from any high point for 207940.KS and ARGX.


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Drawdown Indicators


207940.KSARGXDifference

Max Drawdown

Largest peak-to-trough decline

-57.28%

-37.35%

-19.93%

Max Drawdown (1Y)

Largest decline over 1 year

-34.96%

-26.50%

-8.46%

Max Drawdown (3Y)

Largest decline over 3 years

-34.96%

-37.35%

+2.39%

Max Drawdown (5Y)

Largest decline over 5 years

-34.96%

-37.35%

+2.39%

Current Drawdown

Current decline from peak

-34.96%

0.00%

-34.96%

Average Drawdown

Average peak-to-trough decline

-10.10%

-10.18%

+0.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.52%

10.21%

+16.31%

Volatility

207940.KS vs. ARGX - Volatility Comparison

The current volatility for Samsung Biologics Co Ltd (207940.KS) is 0.00%, while argenx SE (ARGX) has a volatility of 12.74%. This indicates that 207940.KS experiences smaller price fluctuations and is considered to be less risky than ARGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


207940.KSARGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

12.74%

-12.74%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

21.94%

-21.94%

Volatility (1Y)

Calculated over the trailing 1-year period

65.29%

30.45%

+34.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.15%

38.81%

-9.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.04%

50.14%

-14.10%

Dividends

207940.KS vs. ARGX - Dividend Comparison

Neither 207940.KS nor ARGX has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

207940.KS vs. ARGX - Financials Comparison

This section allows you to compare key financial metrics between Samsung Biologics Co Ltd and argenx SE. 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. 207940.KS values in KRW, ARGX values in USD

Frequently Asked Questions


207940.KS and ARGX have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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