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ABB.NS vs. 071970.KS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ABB.NS vs. 071970.KS - Performance Comparison

The chart below illustrates the hypothetical performance of a ₹10,000 investment in ABB India Limited (ABB.NS) and Stx Heavy Indu (071970.KS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ABB.NS is traded in INR, while 071970.KS is traded in KRW. To make them comparable, the 071970.KS values have been converted to INR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ABB.NS achieves a 39.05% return, which is significantly higher than 071970.KS's -24.82% return. Over the past 10 years, ABB.NS has outperformed 071970.KS with an annualized return of 21.21%, while 071970.KS has yielded a comparatively lower -20.06% annualized return.


ABB.NS

1D
-0.54%
1M
-2.48%
YTD
39.05%
6M
39.09%
1Y
19.29%
3Y*
21.74%
5Y*
34.77%
10Y*
21.21%

071970.KS

1D
2.41%
1M
-39.20%
YTD
-24.82%
6M
-15.92%
1Y
49.30%
3Y*
118.60%
5Y*
54.48%
10Y*
-20.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ABB.NS vs. 071970.KS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ABB.NS
ABB India Limited
39.05%-24.67%48.77%74.99%19.86%85.56%-5.55%8.43%-4.85%34.70%
071970.KS
Stx Heavy Indu
-24.82%291.92%88.90%61.92%56.51%13.93%38.25%-46.87%-83.91%-79.08%

Correlation

The correlation between ABB.NS and 071970.KS is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.08

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

0.06

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

0.07

Correlation (All Time)
Calculated using the full available price history since May 18, 2009

0.03

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Return for Risk

ABB.NS vs. 071970.KS — Risk / Return Rank

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

ABB.NS
ABB.NS Risk / Return Rank: 5959
Overall Rank
ABB.NS Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
ABB.NS Sortino Ratio Rank: 5858
Sortino Ratio Rank
ABB.NS Omega Ratio Rank: 5858
Omega Ratio Rank
ABB.NS Calmar Ratio Rank: 5959
Calmar Ratio Rank
ABB.NS Martin Ratio Rank: 5757
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: 6767
Sortino Ratio Rank
071970.KS Omega Ratio Rank: 6262
Omega Ratio Rank
071970.KS Calmar Ratio Rank: 6565
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.

ABB.NS vs. 071970.KS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ABB India Limited (ABB.NS) 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.


ABB.NS071970.KSDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

-0.39

Omega ratioGain probability vs. loss probability

1.15

1.17

-0.02

Calmar ratioReturn relative to maximum drawdown

0.81

1.16

-0.35

Martin ratioReturn relative to average drawdown

1.49

3.28

-1.79

ABB.NS vs. 071970.KS - Sharpe Ratio Comparison

The current ABB.NS Sharpe Ratio is 0.69, which is comparable to the 071970.KS Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of ABB.NS 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.


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Sharpe Ratios by Period


ABB.NS071970.KSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

0.80

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.06

0.92

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

-0.26

+0.94

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

-0.16

+0.57

Drawdowns

ABB.NS vs. 071970.KS - Drawdown Comparison

The maximum ABB.NS drawdown since its inception was -78.59%, smaller than the maximum 071970.KS drawdown of -99.88%. Use the drawdown chart below to compare losses from any high point for ABB.NS and 071970.KS.


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Drawdown Indicators


ABB.NS071970.KSDifference

Max Drawdown

Largest peak-to-trough decline

-78.59%

-99.88%

+21.29%

Max Drawdown (1Y)

Largest decline over 1 year

-24.45%

-44.42%

+19.97%

Max Drawdown (3Y)

Largest decline over 3 years

-47.54%

-44.42%

-3.12%

Max Drawdown (5Y)

Largest decline over 5 years

-47.54%

-69.40%

+21.86%

Max Drawdown (10Y)

Largest decline over 10 years

-52.08%

-99.86%

+47.78%

Current Drawdown

Current decline from peak

-19.69%

-93.33%

+73.64%

Average Drawdown

Average peak-to-trough decline

-30.09%

-57.35%

+27.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.12%

15.42%

-2.30%

Volatility

ABB.NS vs. 071970.KS - Volatility Comparison

ABB India Limited (ABB.NS) and Stx Heavy Indu (071970.KS) have volatilities of 13.97% and 14.28%, 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.


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Volatility by Period


ABB.NS071970.KSDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.97%

14.28%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

24.82%

48.09%

-23.27%

Volatility (1Y)

Calculated over the trailing 1-year period

28.65%

64.68%

-36.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.35%

61.48%

-28.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.78%

78.08%

-46.30%

Dividends

ABB.NS vs. 071970.KS - Dividend Comparison

ABB.NS's dividend yield for the trailing twelve months is around 0.55%, 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%
ABB.NS
ABB India Limited
0.55%0.84%0.50%0.24%0.19%0.22%0.40%0.37%0.37%0.32%0.39%0.37%

Financials

ABB.NS vs. 071970.KS - Financials Comparison

This section allows you to compare key financial metrics between ABB India Limited 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


Please note, different currencies. ABB.NS values in INR, 071970.KS values in KRW

Frequently Asked Questions


ABB.NS and 071970.KS have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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