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KB vs. MX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between KB and MX is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

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.

-30.00%-20.00%-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
-6.46%
-7.65%
KB
MX

Key characteristics

Sharpe Ratio

KB:

0.56

MX:

-0.73

Sortino Ratio

KB:

1.08

MX:

-0.93

Omega Ratio

KB:

1.13

MX:

0.88

Calmar Ratio

KB:

1.00

MX:

-0.36

Martin Ratio

KB:

2.25

MX:

-1.03

Ulcer Index

KB:

9.60%

MX:

30.55%

Daily Std Dev

KB:

38.48%

MX:

43.04%

Max Drawdown

KB:

-84.24%

MX:

-86.50%

Current Drawdown

KB:

-19.38%

MX:

-82.94%

Fundamentals

Market Cap

KB:

$23.41B

MX:

$171.13M

EPS

KB:

$8.23

MX:

-$1.16

PEG Ratio

KB:

0.71

MX:

1.08

Total Revenue (TTM)

KB:

$21.25T

MX:

$169.23M

Gross Profit (TTM)

KB:

$43.51T

MX:

$36.56M

EBITDA (TTM)

KB:

$49.75B

MX:

-$21.99M

Returns By Period

In the year-to-date period, KB achieves a 2.27% return, which is significantly lower than MX's 14.43% return. Over the past 10 years, KB has outperformed MX with an annualized return of 9.78%, while MX has yielded a comparatively lower -4.81% annualized return.


KB

YTD

2.27%

1M

-1.44%

6M

-6.46%

1Y

18.88%

5Y*

15.13%

10Y*

9.78%

MX

YTD

14.43%

1M

15.58%

6M

-7.63%

1Y

-32.35%

5Y*

-20.94%

10Y*

-4.81%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

KB vs. MX — Risk-Adjusted Performance Rank

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

KB
The Risk-Adjusted Performance Rank of KB is 6666
Overall Rank
The Sharpe Ratio Rank of KB is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of KB is 6060
Sortino Ratio Rank
The Omega Ratio Rank of KB is 5858
Omega Ratio Rank
The Calmar Ratio Rank of KB is 7979
Calmar Ratio Rank
The Martin Ratio Rank of KB is 6868
Martin Ratio Rank

MX
The Risk-Adjusted Performance Rank of MX is 1616
Overall Rank
The Sharpe Ratio Rank of MX is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of MX is 1212
Sortino Ratio Rank
The Omega Ratio Rank of MX is 1212
Omega Ratio Rank
The Calmar Ratio Rank of MX is 2424
Calmar Ratio Rank
The Martin Ratio Rank of MX is 2121
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

KB vs. MX - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for KB, currently valued at 0.56, compared to the broader market-2.000.002.004.000.56-0.73
The chart of Sortino ratio for KB, currently valued at 1.08, compared to the broader market-6.00-4.00-2.000.002.004.001.08-0.93
The chart of Omega ratio for KB, currently valued at 1.13, compared to the broader market0.501.001.502.001.130.88
The chart of Calmar ratio for KB, currently valued at 1.02, compared to the broader market0.002.004.006.001.02-0.36
The chart of Martin ratio for KB, currently valued at 2.25, compared to the broader market0.0010.0020.0030.002.25-1.03
KB
MX

The current KB Sharpe Ratio is 0.56, which is higher than the MX Sharpe Ratio of -0.73. The chart below compares the historical Sharpe Ratios of KB and MX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.00SeptemberOctoberNovemberDecember2025February
0.56
-0.73
KB
MX

Dividends

KB vs. MX - Dividend Comparison

KB's dividend yield for the trailing twelve months is around 4.89%, while MX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
KB
KB Financial Group Inc.
4.89%5.01%2.81%5.78%5.27%3.97%4.32%4.00%3.06%3.10%3.05%2.17%
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%

Drawdowns

KB vs. MX - Drawdown Comparison

The maximum KB drawdown since its inception was -84.24%, roughly equal to the maximum MX drawdown of -86.50%. Use the drawdown chart below to compare losses from any high point for KB and MX. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-19.38%
-82.94%
KB
MX

Volatility

KB vs. MX - Volatility Comparison

The current volatility for KB Financial Group Inc. (KB) is 8.03%, while Magnachip Semiconductor Corporation (MX) has a volatility of 14.23%. 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.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
8.03%
14.23%
KB
MX

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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