226490.KS vs. 005930.KS
226490.KS (KODEX KOSPI ETF) is South Korea Equities fund tracking the KOSPI Index, while 005930.KS (Samsung Electronics Co Ltd) is a stock. Over the past 10 years, 226490.KS returned 16.54%/yr vs 72.31%/yr for 005930.KS. A 0.72 correlation means they provide meaningful diversification when combined.
Performance
226490.KS vs. 005930.KS - Performance Comparison
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Returns By Period
In the year-to-date period, 226490.KS achieves a 79.27% return, which is significantly lower than 005930.KS's 138.45% return. Over the past 10 years, 226490.KS has underperformed 005930.KS with an annualized return of 16.54%, while 005930.KS has yielded a comparatively higher 72.31% annualized return.
226490.KS
- 1D
- 3.12%
- 1M
- 0.10%
- 6M
- 66.04%
- YTD
- 79.27%
- 1Y
- 144.88%
- 3Y*
- 46.77%
- 5Y*
- 21.04%
- 10Y*
- 16.54%
005930.KS
- 1D
- 2.70%
- 1M
- -3.45%
- 6M
- 102.77%
- YTD
- 138.45%
- 1Y
- 369.99%
- 3Y*
- 63.07%
- 5Y*
- 31.74%
- 10Y*
- 72.31%
226490.KS vs. 005930.KS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
226490.KS KODEX KOSPI ETF | 79.27% | 79.41% | -7.43% | 20.19% | -22.48% | 5.26% | 32.87% | 9.76% | -15.46% | 23.69% |
005930.KS Samsung Electronics Co Ltd | 138.45% | 130.24% | -30.77% | 44.92% | -27.63% | -1.57% | 51.84% | 48.46% | 22.22% | 315.67% |
Correlation
The correlation between 226490.KS and 005930.KS is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Aug 21, 2015 | 0.72 |
The correlation between 226490.KS and 005930.KS shifts across timeframes, from 0.72 (all time) to 0.83 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
226490.KS vs. 005930.KS — Risk / Return Rank
226490.KS
005930.KS
226490.KS vs. 005930.KS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for KODEX KOSPI ETF (226490.KS) and Samsung Electronics Co Ltd (005930.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.
| 226490.KS | 005930.KS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.99 | ||
| Sortino ratioReturn per unit of downside risk | -1.29 | ||
| Omega ratioGain probability vs. loss probability | 1.54 | 1.65 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 7.49 | 17.24 | -9.75 |
| Martin ratioReturn relative to average drawdown | 25.56 | 55.49 | -29.93 |
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Drawdowns
226490.KS vs. 005930.KS - Drawdown Comparison
The maximum 226490.KS drawdown since its inception was -41.27%, smaller than the maximum 005930.KS drawdown of -44.58%. Use the drawdown chart below to compare losses from any high point for 226490.KS and 005930.KS.
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Drawdown Indicators
| 226490.KS | 005930.KS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.27% | -44.58% | +3.31% |
Max Drawdown (1Y)Largest decline over 1 year | -20.04% | -23.37% | +3.33% |
Max Drawdown (3Y)Largest decline over 3 years | -20.04% | -42.85% | +22.81% |
Max Drawdown (5Y)Largest decline over 5 years | -32.55% | -42.85% | +10.30% |
Max Drawdown (10Y)Largest decline over 10 years | -41.27% | -42.85% | +1.58% |
Current DrawdownCurrent decline from peak | -17.54% | -21.29% | +3.75% |
Average DrawdownAverage peak-to-trough decline | -10.59% | -11.39% | +0.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.78% | 7.17% | -1.39% |
Volatility
226490.KS vs. 005930.KS - Volatility Comparison
The current volatility for KODEX KOSPI ETF (226490.KS) is 19.94%, while Samsung Electronics Co Ltd (005930.KS) has a volatility of 28.14%. This indicates that 226490.KS experiences smaller price fluctuations and is considered to be less risky than 005930.KS 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 | 005930.KS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.94% | 28.14% | -8.20% |
Volatility (6M)Calculated over the trailing 6-month period | 41.08% | 56.08% | -15.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.06% | 62.99% | -18.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.20% | 36.74% | -11.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.46% | 113.31% | -91.85% |
Dividends
226490.KS vs. 005930.KS - Dividend Comparison
226490.KS's dividend yield for the trailing twelve months is around 0.61%, more than 005930.KS's 0.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
005930.KS Samsung Electronics Co Ltd | 0.59% | 1.39% | 2.72% | 1.84% | 2.61% | 1.84% | 3.70% | 2.54% | 48.48% | 83.40% | 79.08% | 83.33% |
226490.KS KODEX KOSPI ETF | 0.61% | 1.30% | 2.43% | 1.83% | 1.81% | 1.65% | 1.30% | 2.09% | 1.72% | 1.28% | 1.48% | 0.00% |
Frequently Asked Questions
226490.KS and 005930.KS have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for 226490.KS and 005930.KS
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