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CSKR.L vs. 000660.KS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CSKR.L vs. 000660.KS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Korea UCITS ETF (Acc) (CSKR.L) and SK Hynix Inc (000660.KS). The values are adjusted to include any dividend payments, if applicable.

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CSKR.L vs. 000660.KS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSKR.L
iShares MSCI Korea UCITS ETF (Acc)
31.22%99.44%-22.66%19.75%-28.52%-8.24%44.24%10.58%-19.38%44.22%
000660.KS
SK Hynix Inc
30.69%286.66%8.25%86.36%-45.25%2.02%35.65%51.56%-22.20%95.57%
Different Trading Currencies

CSKR.L is traded in USD, while 000660.KS is traded in KRW. To make them comparable, the 000660.KS values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CSKR.L achieves a 31.22% return, which is significantly higher than 000660.KS's 19.18% return. Over the past 10 years, CSKR.L has underperformed 000660.KS with an annualized return of 12.52%, while 000660.KS has yielded a comparatively higher 37.89% annualized return.


CSKR.L

1D
10.13%
1M
-11.58%
YTD
31.22%
6M
62.22%
1Y
143.28%
3Y*
31.02%
5Y*
8.77%
10Y*
12.52%

000660.KS

1D
0.00%
1M
-22.45%
YTD
19.18%
6M
110.19%
1Y
304.17%
3Y*
100.91%
5Y*
35.35%
10Y*
37.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CSKR.L vs. 000660.KS — Risk / Return Rank

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

CSKR.L
CSKR.L Risk / Return Rank: 9898
Overall Rank
CSKR.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
CSKR.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
CSKR.L Omega Ratio Rank: 9898
Omega Ratio Rank
CSKR.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
CSKR.L Martin Ratio Rank: 9898
Martin Ratio Rank

000660.KS
000660.KS Risk / Return Rank: 9999
Overall Rank
000660.KS Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
000660.KS Sortino Ratio Rank: 9898
Sortino Ratio Rank
000660.KS Omega Ratio Rank: 9797
Omega Ratio Rank
000660.KS Calmar Ratio Rank: 9999
Calmar Ratio Rank
000660.KS Martin Ratio Rank: 9999
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.

CSKR.L vs. 000660.KS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Korea UCITS ETF (Acc) (CSKR.L) and SK Hynix Inc (000660.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.


CSKR.L000660.KSDifference

Sharpe ratio

Return per unit of total volatility

4.28

5.33

-1.05

Sortino ratio

Return per unit of downside risk

4.55

4.35

+0.20

Omega ratio

Gain probability vs. loss probability

1.65

1.57

+0.08

Calmar ratio

Return relative to maximum drawdown

6.24

11.82

-5.58

Martin ratio

Return relative to average drawdown

25.15

30.92

-5.77

CSKR.L vs. 000660.KS - Sharpe Ratio Comparison

The current CSKR.L Sharpe Ratio is 4.28, which is comparable to the 000660.KS Sharpe Ratio of 5.33. The chart below compares the historical Sharpe Ratios of CSKR.L and 000660.KS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CSKR.L000660.KSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.28

5.33

-1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.79

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.91

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.36

+0.02

Correlation

The correlation between CSKR.L and 000660.KS is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CSKR.L vs. 000660.KS - Dividend Comparison

CSKR.L has not paid dividends to shareholders, while 000660.KS's dividend yield for the trailing twelve months is around 0.34%.


TTM20252024202320222021202020192018201720162015
CSKR.L
iShares MSCI Korea UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
000660.KS
SK Hynix Inc
0.34%0.37%0.52%0.85%1.60%1.18%0.99%1.06%2.48%1.31%1.34%1.63%

Drawdowns

CSKR.L vs. 000660.KS - Drawdown Comparison

The maximum CSKR.L drawdown since its inception was -50.88%, smaller than the maximum 000660.KS drawdown of -90.66%. Use the drawdown chart below to compare losses from any high point for CSKR.L and 000660.KS.


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Drawdown Indicators


CSKR.L000660.KSDifference

Max Drawdown

Largest peak-to-trough decline

-50.88%

-123.94%

+73.06%

Max Drawdown (1Y)

Largest decline over 1 year

-23.16%

-19.30%

-3.86%

Max Drawdown (5Y)

Largest decline over 5 years

-49.26%

-46.58%

-2.68%

Max Drawdown (10Y)

Largest decline over 10 years

-50.88%

-48.20%

-2.68%

Current Drawdown

Current decline from peak

-15.38%

-100.00%

+84.62%

Average Drawdown

Average peak-to-trough decline

-21.80%

-93.77%

+71.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.75%

8.71%

-2.96%

Volatility

CSKR.L vs. 000660.KS - Volatility Comparison

The current volatility for iShares MSCI Korea UCITS ETF (Acc) (CSKR.L) is 17.75%, while SK Hynix Inc (000660.KS) has a volatility of 25.58%. This indicates that CSKR.L experiences smaller price fluctuations and is considered to be less risky than 000660.KS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSKR.L000660.KSDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.75%

25.58%

-7.83%

Volatility (6M)

Calculated over the trailing 6-month period

28.78%

48.68%

-19.90%

Volatility (1Y)

Calculated over the trailing 1-year period

33.34%

61.18%

-27.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.96%

46.44%

-19.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.38%

43.02%

-14.64%