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226490.KS vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

226490.KS vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a ₩10,000 investment in KODEX KOSPI ETF (226490.KS) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

226490.KS is traded in KRW, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to KRW using the latest available exchange rates.

Returns By Period

In the year-to-date period, 226490.KS achieves a 63.17% return, which is significantly higher than ^GSPC's 12.55% return. Over the past 10 years, 226490.KS has underperformed ^GSPC with an annualized return of 15.28%, while ^GSPC has yielded a comparatively higher 16.22% annualized return.


226490.KS

1D
-6.54%
1M
-22.81%
6M
42.13%
YTD
63.17%
1Y
116.88%
3Y*
40.55%
5Y*
18.43%
10Y*
15.28%

^GSPC

1D
-0.29%
1M
-2.03%
6M
8.55%
YTD
12.55%
1Y
26.56%
3Y*
24.51%
5Y*
17.55%
10Y*
16.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

226490.KS vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
226490.KS
KODEX KOSPI ETF
63.17%79.41%-7.43%20.19%-22.48%5.26%32.87%9.76%-15.46%23.69%
^GSPC
S&P 500 Index
12.55%13.71%40.59%27.77%-14.88%39.02%9.43%33.77%-2.19%5.51%

Correlation

The correlation between 226490.KS and ^GSPC is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.12

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

0.08

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

0.06

Correlation (All Time)
Calculated using the full available price history since Aug 21, 2015

0.06

The correlation between 226490.KS and ^GSPC shifts across timeframes, from 0.06 (all time) to 0.16 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

226490.KS vs. ^GSPC — Risk / Return Rank

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

226490.KS
226490.KS Risk / Return Rank: 9090
Overall Rank
226490.KS Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
226490.KS Sortino Ratio Rank: 8181
Sortino Ratio Rank
226490.KS Omega Ratio Rank: 9090
Omega Ratio Rank
226490.KS Calmar Ratio Rank: 9393
Calmar Ratio Rank
226490.KS Martin Ratio Rank: 9393
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 5858
Overall Rank
^GSPC Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 5454
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 5656
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 5252
Calmar Ratio Rank
^GSPC 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.

226490.KS vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KODEX KOSPI ETF (226490.KS) and S&P 500 Index (^GSPC). 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.


226490.KS^GSPCDifference
Sharpe ratioReturn per unit of total volatility

+0.50

Sortino ratioReturn per unit of downside risk

-0.08

Omega ratioGain probability vs. loss probability

1.44

1.37

+0.07

Calmar ratioReturn relative to maximum drawdown

4.89

4.09

+0.79

Martin ratioReturn relative to average drawdown

18.28

13.24

+5.04

226490.KS vs. ^GSPC - Sharpe Ratio Comparison

The current 226490.KS Sharpe Ratio is 2.68, which is comparable to the ^GSPC Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of 226490.KS and ^GSPC, 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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Drawdowns

226490.KS vs. ^GSPC - Drawdown Comparison

The maximum 226490.KS drawdown since its inception was -41.27%, which is greater than ^GSPC's maximum drawdown of -30.67%. Use the drawdown chart below to compare losses from any high point for 226490.KS and ^GSPC.


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Drawdown Indicators


226490.KS^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-41.27%

-30.67%

-10.60%

Max Drawdown (1Y)

Largest decline over 1 year

-25.15%

-6.52%

-18.63%

Max Drawdown (3Y)

Largest decline over 3 years

-25.15%

-17.39%

-7.76%

Max Drawdown (5Y)

Largest decline over 5 years

-32.45%

-17.96%

-14.49%

Max Drawdown (10Y)

Largest decline over 10 years

-41.27%

-30.67%

-10.60%

Current Drawdown

Current decline from peak

-24.95%

-4.51%

-20.44%

Average Drawdown

Average peak-to-trough decline

-10.61%

-5.25%

-5.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.62%

2.01%

+4.61%

Volatility

226490.KS vs. ^GSPC - Volatility Comparison

KODEX KOSPI ETF (226490.KS) has a higher volatility of 21.93% compared to S&P 500 Index (^GSPC) at 4.31%. This indicates that 226490.KS's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


226490.KS^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.93%

4.31%

+17.62%

Volatility (6M)

Calculated over the trailing 6-month period

43.00%

9.19%

+33.81%

Volatility (1Y)

Calculated over the trailing 1-year period

45.89%

12.30%

+33.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.82%

16.23%

+9.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.83%

16.75%

+5.08%

Frequently Asked Questions


226490.KS and ^GSPC have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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