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GRVY vs. WF
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GRVY vs. WF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gravity Co., Ltd. (GRVY) and Woori Financial Group Inc. (WF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GRVY achieves a 15.14% return, which is significantly higher than WF's 2.30% return. Over the past 10 years, GRVY has outperformed WF with an annualized return of 40.14%, while WF has yielded a comparatively lower 12.84% annualized return.


GRVY

1D
1.69%
1M
6.64%
YTD
15.14%
6M
17.62%
1Y
6.86%
3Y*
-0.68%
5Y*
-9.72%
10Y*
40.14%

WF

1D
-3.85%
1M
-4.16%
YTD
2.30%
6M
3.37%
1Y
31.61%
3Y*
39.76%
5Y*
22.01%
10Y*
12.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GRVY vs. WF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GRVY
Gravity Co., Ltd.
15.14%-8.30%-9.27%72.52%-40.81%-62.31%383.26%-10.85%-11.22%795.74%
WF
Woori Financial Group Inc.
2.30%99.65%16.76%13.14%-7.19%18.91%-9.52%-28.16%-5.75%40.44%

Correlation

The correlation between GRVY and WF is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.21

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

0.24

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

0.16

Correlation (All Time)
Calculated using the full available price history since Feb 8, 2005

0.10

The correlation between GRVY and WF shifts across timeframes, from 0.10 (all time) to 0.24 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

GRVY:

$463.01M

WF:

$15.57B

EPS

GRVY:

₩11.03K

WF:

₩12.69K

PE Ratio

GRVY:

9.26

WF:

7.26

PEG Ratio

GRVY:

1.25

WF:

1.03

PS Ratio

GRVY:

1.19

WF:

1.63

PB Ratio

GRVY:

1.07

WF:

0.71

Total Revenue (TTM)

GRVY:

₩597.40B

WF:

₩14.13T

Gross Profit (TTM)

GRVY:

₩202.13B

WF:

₩7.05T

EBITDA (TTM)

GRVY:

₩75.32B

WF:

₩4.72T

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Return for Risk

GRVY vs. WF — Risk / Return Rank

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

GRVY
GRVY Risk / Return Rank: 4848
Overall Rank
GRVY Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
GRVY Sortino Ratio Rank: 4747
Sortino Ratio Rank
GRVY Omega Ratio Rank: 4545
Omega Ratio Rank
GRVY Calmar Ratio Rank: 5050
Calmar Ratio Rank
GRVY Martin Ratio Rank: 4949
Martin Ratio Rank

WF
WF Risk / Return Rank: 6565
Overall Rank
WF Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
WF Sortino Ratio Rank: 6565
Sortino Ratio Rank
WF Omega Ratio Rank: 6363
Omega Ratio Rank
WF Calmar Ratio Rank: 6363
Calmar Ratio Rank
WF Martin Ratio Rank: 6565
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.

GRVY vs. WF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gravity Co., Ltd. (GRVY) and Woori Financial Group Inc. (WF). 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.


GRVYWFDifference
Sharpe ratioReturn per unit of total volatility

-0.69

Sortino ratioReturn per unit of downside risk

-0.81

Omega ratioGain probability vs. loss probability

1.07

1.17

-0.10

Calmar ratioReturn relative to maximum drawdown

0.31

1.02

-0.72

Martin ratioReturn relative to average drawdown

0.56

2.45

-1.89

GRVY vs. WF - Sharpe Ratio Comparison

The current GRVY Sharpe Ratio is 0.22, which is lower than the WF Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of GRVY and WF, 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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Drawdowns

GRVY vs. WF - Drawdown Comparison

The maximum GRVY drawdown since its inception was -97.27%, which is greater than WF's maximum drawdown of -89.46%. Use the drawdown chart below to compare losses from any high point for GRVY and WF.


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Drawdown Indicators


GRVYWFDifference

Max Drawdown

Largest peak-to-trough decline

-97.27%

-89.46%

-7.81%

Max Drawdown (1Y)

Largest decline over 1 year

-22.51%

-30.99%

+8.48%

Max Drawdown (3Y)

Largest decline over 3 years

-38.93%

-30.99%

-7.94%

Max Drawdown (5Y)

Largest decline over 5 years

-67.67%

-43.52%

-24.15%

Max Drawdown (10Y)

Largest decline over 10 years

-83.17%

-70.84%

-12.33%

Current Drawdown

Current decline from peak

-69.57%

-28.80%

-40.77%

Average Drawdown

Average peak-to-trough decline

-71.35%

-42.87%

-28.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.26%

12.95%

-0.69%

Volatility

GRVY vs. WF - Volatility Comparison

Gravity Co., Ltd. (GRVY) has a higher volatility of 16.91% compared to Woori Financial Group Inc. (WF) at 11.36%. This indicates that GRVY's price experiences larger fluctuations and is considered to be riskier than WF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GRVYWFDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.91%

11.36%

+5.55%

Volatility (6M)

Calculated over the trailing 6-month period

26.56%

27.13%

-0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

31.23%

34.78%

-3.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.11%

31.16%

+11.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

75.92%

33.56%

+42.36%

Dividends

GRVY vs. WF - Dividend Comparison

GRVY has not paid dividends to shareholders, while WF's dividend yield for the trailing twelve months is around 0.72%.


PositionTTM20252024202320222021202020192018201720162015
GRVY
Gravity Co., Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WF
Woori Financial Group Inc.
0.72%3.84%12.93%2.71%8.20%1.19%0.00%0.00%0.00%0.58%3.29%7.86%

Financials

GRVY vs. WF - Financials Comparison

This section allows you to compare key financial metrics between Gravity Co., Ltd. and Woori Financial Group Inc.. 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


0.001.00T2.00T3.00T4.00T5.00T6.00T7.00T20222023202420252026
166.72B
847.95B
(GRVY) Total Revenue
(WF) Total Revenue
Values in KRW except per share items

GRVY vs. WF - Profitability Comparison

The chart below illustrates the profitability comparison between Gravity Co., Ltd. and Woori Financial Group Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%20222023202420252026
31.9%
100.0%
Portfolio components
GRVY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Gravity Co., Ltd. reported a gross profit of 53.20B and revenue of 166.72B. Therefore, the gross margin over that period was 31.9%.

WF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Woori Financial Group Inc. reported a gross profit of 847.95B and revenue of 847.95B. Therefore, the gross margin over that period was 100.0%.

GRVY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Gravity Co., Ltd. reported an operating income of 31.84B and revenue of 166.72B, resulting in an operating margin of 19.1%.

WF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Woori Financial Group Inc. reported an operating income of 847.95B and revenue of 847.95B, resulting in an operating margin of 100.0%.

GRVY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Gravity Co., Ltd. reported a net income of 30.27B and revenue of 166.72B, resulting in a net margin of 18.2%.

WF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Woori Financial Group Inc. reported a net income of 638.92B and revenue of 847.95B, resulting in a net margin of 75.4%.


Frequently Asked Questions


GRVY and WF have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GRVY has higher volatility (16.91%) compared to WF (11.36%). In terms of maximum drawdown, GRVY dropped -97.27% vs WF's -89.46%.

WF currently has the higher Sharpe Ratio (0.91 vs 0.22), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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