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BAG.L vs. 005850.KS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BAG.L vs. 005850.KS - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in A.G.Barr plc (BAG.L) and SL Corp (005850.KS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BAG.L is traded in GBp, while 005850.KS is traded in KRW. To make them comparable, the 005850.KS values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, BAG.L achieves a 0.66% return, which is significantly lower than 005850.KS's 59.45% return. Over the past 10 years, BAG.L has underperformed 005850.KS with an annualized return of 3.71%, while 005850.KS has yielded a comparatively higher 16.86% annualized return.


BAG.L

1D
0.99%
1M
-1.55%
YTD
0.66%
6M
-1.55%
1Y
-9.15%
3Y*
9.44%
5Y*
5.95%
10Y*
3.71%

005850.KS

1D
-7.21%
1M
6.00%
YTD
59.45%
6M
57.44%
1Y
116.27%
3Y*
19.22%
5Y*
14.05%
10Y*
16.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BAG.L vs. 005850.KS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BAG.L
A.G.Barr plc
0.66%5.05%21.87%-1.23%5.31%2.11%-10.52%-24.80%21.06%35.93%
005850.KS
SL Corp
59.45%35.38%-21.92%47.68%-20.27%79.41%-5.21%-13.12%-15.59%18.84%

Correlation

The correlation between BAG.L and 005850.KS is 0.04, 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

0.04

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

-0.01

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

-0.05

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

-0.03

Correlation (All Time)
Calculated using the full available price history since Jul 2, 2007

-0.01

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Return for Risk

BAG.L vs. 005850.KS — Risk / Return Rank

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

BAG.L
BAG.L Risk / Return Rank: 1717
Overall Rank
BAG.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
BAG.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
BAG.L Omega Ratio Rank: 1818
Omega Ratio Rank
BAG.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
BAG.L Martin Ratio Rank: 1313
Martin Ratio Rank

005850.KS
005850.KS Risk / Return Rank: 9090
Overall Rank
005850.KS Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
005850.KS Sortino Ratio Rank: 8888
Sortino Ratio Rank
005850.KS Omega Ratio Rank: 8787
Omega Ratio Rank
005850.KS Calmar Ratio Rank: 9494
Calmar Ratio Rank
005850.KS Martin Ratio Rank: 9393
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.

BAG.L vs. 005850.KS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for A.G.Barr plc (BAG.L) and SL Corp (005850.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.


BAG.L005850.KSDifference
Sharpe ratioReturn per unit of total volatility

-2.32

Sortino ratioReturn per unit of downside risk

-3.35

Omega ratioGain probability vs. loss probability

0.93

1.34

-0.41

Calmar ratioReturn relative to maximum drawdown

-0.68

4.96

-5.64

Martin ratioReturn relative to average drawdown

-1.24

12.36

-13.60

BAG.L vs. 005850.KS - Sharpe Ratio Comparison

The current BAG.L Sharpe Ratio is -0.49, which is lower than the 005850.KS Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of BAG.L and 005850.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


BAG.L005850.KSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.49

1.82

-2.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.29

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.14

0.36

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.28

+0.18

Drawdowns

BAG.L vs. 005850.KS - Drawdown Comparison

The maximum BAG.L drawdown since its inception was -61.52%, smaller than the maximum 005850.KS drawdown of -85.32%. Use the drawdown chart below to compare losses from any high point for BAG.L and 005850.KS.


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Drawdown Indicators


BAG.L005850.KSDifference

Max Drawdown

Largest peak-to-trough decline

-61.52%

-85.32%

+23.80%

Max Drawdown (1Y)

Largest decline over 1 year

-13.45%

-24.70%

+11.25%

Max Drawdown (3Y)

Largest decline over 3 years

-16.05%

-39.90%

+23.85%

Max Drawdown (5Y)

Largest decline over 5 years

-24.81%

-41.30%

+16.49%

Max Drawdown (10Y)

Largest decline over 10 years

-61.52%

-66.17%

+4.65%

Current Drawdown

Current decline from peak

-26.63%

-10.26%

-16.37%

Average Drawdown

Average peak-to-trough decline

-15.31%

-31.65%

+16.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.37%

9.76%

-2.39%

Volatility

BAG.L vs. 005850.KS - Volatility Comparison

The current volatility for A.G.Barr plc (BAG.L) is 4.80%, while SL Corp (005850.KS) has a volatility of 27.58%. This indicates that BAG.L experiences smaller price fluctuations and is considered to be less risky than 005850.KS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BAG.L005850.KSDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.80%

27.58%

-22.78%

Volatility (6M)

Calculated over the trailing 6-month period

14.96%

58.31%

-43.35%

Volatility (1Y)

Calculated over the trailing 1-year period

18.46%

67.48%

-49.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.60%

50.49%

-27.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.07%

49.11%

-22.04%

Dividends

BAG.L vs. 005850.KS - Dividend Comparison

BAG.L's dividend yield for the trailing twelve months is around 3.05%, less than 005850.KS's 4.01% yield.


PositionTTM20252024202320222021202020192018201720162015
005850.KS
SL Corp
4.01%0.00%3.98%2.52%2.61%1.60%3.08%2.20%2.01%1.63%1.21%1.51%
BAG.L
A.G.Barr plc
3.05%2.76%2.55%2.58%2.35%2.32%0.00%2.89%1.99%2.19%2.69%2.32%

Financials

BAG.L vs. 005850.KS - Financials Comparison

This section allows you to compare key financial metrics between A.G.Barr plc and SL Corp. 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. BAG.L values in GBp, 005850.KS values in KRW

Frequently Asked Questions


BAG.L and 005850.KS have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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