GDWN.L vs. 180640.KS

Last updated Jun 4, 2026

GDWN.L (Goodwin plc) and 180640.KS (Hanjinkal) are both stocks. GDWN.L operates in Specialty Industrial Machinery (Industrials), while 180640.KS operates in Lodging (Consumer Cyclical). Over the past 10 years, GDWN.L returned 25.47%/yr vs 19.20%/yr for 180640.KS. At a 0.02 correlation, their price movements are largely independent.

Performance

GDWN.L vs. 180640.KS - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Goodwin plc (GDWN.L) and Hanjinkal (180640.KS). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

GDWN.L is traded in GBp, while 180640.KS is traded in KRW. To make them comparable, the 180640.KS values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, GDWN.L achieves a -32.11% return, which is significantly lower than 180640.KS's -12.16% return. Over the past 10 years, GDWN.L has outperformed 180640.KS with an annualized return of 25.47%, while 180640.KS has yielded a comparatively lower 19.20% annualized return.

GDWN.L

• 1D: -3.36%
• 1M: 19.44%
• YTD: -32.11%
• 6M: -31.14%
• 1Y: 104.92%
• 3Y*: 51.60%
• 5Y*: 40.30%
• 10Y*: 25.47%

180640.KS

• 1D: 2.57%
• 1M: -0.40%
• YTD: -12.16%
• 6M: 1.06%
• 1Y: -25.83%
• 3Y*: 24.89%
• 5Y*: 5.01%
• 10Y*: 19.20%

*Multi-year figures are annualized to reflect compound growth (CAGR)

GDWN.L vs. 180640.KS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GDWN.L Goodwin plc	-32.11%	183.87%	39.33%	77.26%	5.33%	9.16%	5.16%	21.66%	28.51%	18.73%
180640.KS Hanjinkal	-12.16%	56.65%	-7.43%	80.65%	-35.25%	-10.49%	62.57%	26.16%	66.95%	23.46%

Correlation

The correlation between GDWN.L and 180640.KS is 0.09, 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	0.09
Correlation (3Y) Calculated over the trailing 3-year period	0.02
Correlation (5Y) Calculated over the trailing 5-year period	0.04
Correlation (10Y) Calculated over the trailing 10-year period	0.03
Correlation (All Time) Calculated using the full available price history since Sep 17, 2013	0.02

Return for Risk

GDWN.L vs. 180640.KS — Risk / Return Rank

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

GDWN.L

GDWN.L Risk / Return Rank: 76
GDWN.L Sharpe Ratio Rank: 78
GDWN.L Sortino Ratio Rank: 73
GDWN.L Omega Ratio Rank: 85
GDWN.L Calmar Ratio Rank: 72
GDWN.L Martin Ratio Rank: 72

180640.KS

180640.KS Risk / Return Rank: 28
180640.KS Sharpe Ratio Rank: 29
180640.KS Sortino Ratio Rank: 30
180640.KS Omega Ratio Rank: 30
180640.KS Calmar Ratio Rank: 24
180640.KS Martin Ratio Rank: 29

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.

GDWN.L vs. 180640.KS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goodwin plc (GDWN.L) and Hanjinkal (180640.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.

	GDWN.L	180640.KS	Difference
Sharpe ratio: Return per unit of total volatility	1.28	-0.41	+1.68
Sortino ratio: Return per unit of downside risk	1.89	-0.21	+2.10
Omega ratio: Gain probability vs. loss probability	1.36	0.97	+0.38
Calmar ratio: Return relative to maximum drawdown	1.75	-0.64	+2.39
Martin ratio: Return relative to average drawdown	4.29	-0.88	+5.16
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GDWN.L vs. 180640.KS - Sharpe Ratio Comparison

The current GDWN.L Sharpe Ratio is 1.28, which is higher than the 180640.KS Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of GDWN.L and 180640.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.

Sharpe Ratios by Period

	GDWN.L	180640.KS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.28	-0.41	+1.68
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.80	0.09	+0.71
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.56	0.33	+0.23
Sharpe Ratio (All Time) Calculated using the full available price history	0.65	0.33	+0.32

Drawdowns

GDWN.L vs. 180640.KS - Drawdown Comparison

The maximum GDWN.L drawdown since its inception was -65.24%, smaller than the maximum 180640.KS drawdown of -69.80%. Use the drawdown chart below to compare losses from any high point for GDWN.L and 180640.KS.

Drawdown Indicators

	GDWN.L	180640.KS	Difference
Max Drawdown Largest peak-to-trough decline	-65.24%	-69.80%	+4.56%
Max Drawdown (1Y) Largest decline over 1 year	-59.56%	-41.53%	-18.03%
Max Drawdown (3Y) Largest decline over 3 years	-59.56%	-41.53%	-18.03%
Max Drawdown (5Y) Largest decline over 5 years	-59.56%	-57.25%	-2.31%
Max Drawdown (10Y) Largest decline over 10 years	-59.56%	-69.80%	+10.24%
Current Drawdown Current decline from peak	-47.61%	-37.16%	-10.45%
Average Drawdown Average peak-to-trough decline	-18.99%	-35.44%	+16.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	24.38%	29.90%	-5.52%

Volatility

GDWN.L vs. 180640.KS - Volatility Comparison

Goodwin plc (GDWN.L) has a higher volatility of 18.92% compared to Hanjinkal (180640.KS) at 16.69%. This indicates that GDWN.L's price experiences larger fluctuations and is considered to be riskier than 180640.KS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GDWN.L	180640.KS	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.92%	16.69%	+2.23%
Volatility (6M) Calculated over the trailing 6-month period	77.66%	54.47%	+23.19%
Volatility (1Y) Calculated over the trailing 1-year period	81.64%	65.68%	+15.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	50.10%	56.65%	-6.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	45.54%	60.06%	-14.52%

Dividends

GDWN.L vs. 180640.KS - Dividend Comparison

GDWN.L's dividend yield for the trailing twelve months is around 5.65%, more than 180640.KS's 0.31% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
180640.KS Hanjinkal	0.31%	0.00%	0.48%	0.41%	0.45%	0.00%	0.40%	0.64%	1.01%	0.68%	0.00%	0.39%
GDWN.L Goodwin plc	5.65%	3.47%	1.58%	1.93%	1.62%	3.17%	2.68%	3.23%	3.31%	2.09%	2.42%	2.30%

Financials

Frequently Asked Questions

Can I hold both GDWN.L and 180640.KS in my portfolio?

GDWN.L and 180640.KS have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.