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KB vs. MX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

KB vs. MX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KB Financial Group Inc. (KB) and Magnachip Semiconductor Corporation (MX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, KB achieves a 24.24% return, which is significantly lower than MX's 125.88% return. Over the past 10 years, KB has outperformed MX with an annualized return of 17.76%, while MX has yielded a comparatively lower 0.09% annualized return.


KB

1D
-0.81%
1M
0.98%
YTD
24.24%
6M
25.23%
1Y
38.19%
3Y*
49.57%
5Y*
22.43%
10Y*
17.76%

MX

1D
-2.70%
1M
4.35%
YTD
125.88%
6M
109.45%
1Y
51.98%
3Y*
-19.88%
5Y*
-24.84%
10Y*
0.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KB vs. MX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KB
KB Financial Group Inc.
24.24%56.57%45.22%10.35%-11.26%22.62%-0.46%-1.45%-28.25%65.80%
MX
Magnachip Semiconductor Corporation
125.88%-36.57%-46.40%-20.13%-55.22%55.10%16.45%86.96%-37.59%60.48%

Correlation

The correlation between KB and MX is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

0.22

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

0.25

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

0.25

Correlation (All Time)
Calculated using the full available price history since Mar 11, 2011

0.24

Fundamentals

Market Cap

KB:

$39.99B

MX:

$209.71M

EPS

KB:

₩16.37K

MX:

-$0.70

PS Ratio

KB:

1.38

MX:

1.16

PB Ratio

KB:

1.12

MX:

0.90

Total Revenue (TTM)

KB:

₩43.88T

MX:

$180.35M

Gross Profit (TTM)

KB:

₩22.91T

MX:

$29.23M

EBITDA (TTM)

KB:

₩9.39T

MX:

-$21.00M

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Return for Risk

KB vs. MX — Risk / Return Rank

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

KB
KB Risk / Return Rank: 7373
Overall Rank
KB Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
KB Sortino Ratio Rank: 6969
Sortino Ratio Rank
KB Omega Ratio Rank: 6969
Omega Ratio Rank
KB Calmar Ratio Rank: 7878
Calmar Ratio Rank
KB Martin Ratio Rank: 7575
Martin Ratio Rank

MX
MX Risk / Return Rank: 6464
Overall Rank
MX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
MX Sortino Ratio Rank: 6565
Sortino Ratio Rank
MX Omega Ratio Rank: 6969
Omega Ratio Rank
MX Calmar Ratio Rank: 6464
Calmar Ratio Rank
MX Martin Ratio Rank: 5959
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.

KB vs. MX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KB Financial Group Inc. (KB) and Magnachip Semiconductor Corporation (MX). 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.


KBMXDifference
Sharpe ratioReturn per unit of total volatility

+0.49

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

1.21

1.21

0.00

Calmar ratioReturn relative to maximum drawdown

2.29

1.08

+1.21

Martin ratioReturn relative to average drawdown

4.54

1.68

+2.86

KB vs. MX - Sharpe Ratio Comparison

The current KB Sharpe Ratio is 1.05, which is higher than the MX Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of KB and MX, 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

KB vs. MX - Drawdown Comparison

The maximum KB drawdown since its inception was -84.27%, smaller than the maximum MX drawdown of -91.58%. Use the drawdown chart below to compare losses from any high point for KB and MX.


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Drawdown Indicators


KBMXDifference

Max Drawdown

Largest peak-to-trough decline

-84.27%

-91.58%

+7.31%

Max Drawdown (1Y)

Largest decline over 1 year

-16.74%

-48.41%

+31.67%

Max Drawdown (3Y)

Largest decline over 3 years

-34.41%

-79.75%

+45.34%

Max Drawdown (5Y)

Largest decline over 5 years

-42.89%

-90.58%

+47.69%

Max Drawdown (10Y)

Largest decline over 10 years

-66.92%

-91.58%

+24.66%

Current Drawdown

Current decline from peak

-9.57%

-78.64%

+69.07%

Average Drawdown

Average peak-to-trough decline

-40.11%

-52.90%

+12.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.44%

31.07%

-22.63%

Volatility

KB vs. MX - Volatility Comparison

The current volatility for KB Financial Group Inc. (KB) is 14.09%, while Magnachip Semiconductor Corporation (MX) has a volatility of 49.25%. This indicates that KB experiences smaller price fluctuations and is considered to be less risky than MX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KBMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.09%

49.25%

-35.16%

Volatility (6M)

Calculated over the trailing 6-month period

27.00%

81.44%

-54.44%

Volatility (1Y)

Calculated over the trailing 1-year period

36.61%

93.39%

-56.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.69%

57.40%

-23.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.90%

55.72%

-22.82%

Dividends

KB vs. MX - Dividend Comparison

KB's dividend yield for the trailing twelve months is around 2.25%, while MX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
KB
KB Financial Group Inc.
2.25%2.92%4.98%2.81%5.78%5.27%3.97%0.00%0.00%0.00%3.10%3.05%
MX
Magnachip Semiconductor Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

KB vs. MX - Financials Comparison

This section allows you to compare key financial metrics between KB Financial Group Inc. and Magnachip Semiconductor Corporation. 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


0.005.00T10.00T15.00T20.00T20222023202420252026
2.71T
46.21M
(KB) Total Revenue
(MX) Total Revenue
Please note, different currencies. KB values in KRW, MX values in USD

KB vs. MX - Profitability Comparison

The chart below illustrates the profitability comparison between KB Financial Group Inc. and Magnachip Semiconductor Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
100.0%
15.6%
Portfolio components
KB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, KB Financial Group Inc. reported a gross profit of 2.71T and revenue of 2.71T. Therefore, the gross margin over that period was 100.0%.

MX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Magnachip Semiconductor Corporation reported a gross profit of 7.19M and revenue of 46.21M. Therefore, the gross margin over that period was 15.6%.

KB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, KB Financial Group Inc. reported an operating income of 2.71T and revenue of 2.71T, resulting in an operating margin of 100.0%.

MX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Magnachip Semiconductor Corporation reported an operating income of -4.70M and revenue of 46.21M, resulting in an operating margin of -10.2%.

KB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, KB Financial Group Inc. reported a net income of 1.97T and revenue of 2.71T, resulting in a net margin of 72.8%.

MX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Magnachip Semiconductor Corporation reported a net income of -4.65M and revenue of 46.21M, resulting in a net margin of -10.1%.


Frequently Asked Questions


KB and MX have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MX has higher volatility (49.25%) compared to KB (14.09%). In terms of maximum drawdown, KB dropped -84.27% vs MX's -91.58%.

KB currently has the higher Sharpe Ratio (1.05 vs 0.56), 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.

Portfolio Optimizer

Find the right allocation for KB and MX

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