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KB vs. SMH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between KB and SMH is 0.40, 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.


-0.50.00.51.00.4

Performance

KB vs. SMH - Performance Comparison

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

500.00%1,000.00%1,500.00%2,000.00%2,500.00%JulyAugustSeptemberOctoberNovemberDecember
269.46%
2,163.11%
KB
SMH

Key characteristics

Sharpe Ratio

KB:

1.33

SMH:

1.25

Sortino Ratio

KB:

2.05

SMH:

1.76

Omega Ratio

KB:

1.25

SMH:

1.22

Calmar Ratio

KB:

1.43

SMH:

1.75

Martin Ratio

KB:

7.00

SMH:

4.38

Ulcer Index

KB:

7.74%

SMH:

9.95%

Daily Std Dev

KB:

40.69%

SMH:

34.83%

Max Drawdown

KB:

-84.24%

SMH:

-95.73%

Current Drawdown

KB:

-18.15%

SMH:

-13.71%

Returns By Period

In the year-to-date period, KB achieves a 49.48% return, which is significantly higher than SMH's 38.79% return. Over the past 10 years, KB has underperformed SMH with an annualized return of 10.16%, while SMH has yielded a comparatively higher 27.34% annualized return.


KB

YTD

49.48%

1M

-13.02%

6M

7.20%

1Y

53.83%

5Y*

13.00%

10Y*

10.16%

SMH

YTD

38.79%

1M

-1.38%

6M

-8.37%

1Y

40.07%

5Y*

29.31%

10Y*

27.34%

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


Risk-Adjusted Performance

KB vs. SMH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for KB Financial Group Inc. (KB) and VanEck Vectors Semiconductor ETF (SMH). 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 1.33, compared to the broader market-4.00-2.000.002.001.331.25
The chart of Sortino ratio for KB, currently valued at 2.05, compared to the broader market-4.00-2.000.002.004.002.051.76
The chart of Omega ratio for KB, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.22
The chart of Calmar ratio for KB, currently valued at 1.43, compared to the broader market0.002.004.006.001.431.75
The chart of Martin ratio for KB, currently valued at 7.00, compared to the broader market-5.000.005.0010.0015.0020.0025.007.004.38
KB
SMH

The current KB Sharpe Ratio is 1.33, which is comparable to the SMH Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of KB and SMH, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.33
1.25
KB
SMH

Dividends

KB vs. SMH - Dividend Comparison

KB's dividend yield for the trailing twelve months is around 3.86%, while SMH has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
KB
KB Financial Group Inc.
3.86%2.81%5.78%5.27%3.97%4.32%4.00%3.06%3.10%3.05%2.17%1.19%
SMH
VanEck Vectors Semiconductor ETF
0.00%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%

Drawdowns

KB vs. SMH - Drawdown Comparison

The maximum KB drawdown since its inception was -84.24%, smaller than the maximum SMH drawdown of -95.73%. Use the drawdown chart below to compare losses from any high point for KB and SMH. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-18.15%
-13.71%
KB
SMH

Volatility

KB vs. SMH - Volatility Comparison

KB Financial Group Inc. (KB) has a higher volatility of 12.88% compared to VanEck Vectors Semiconductor ETF (SMH) at 7.83%. This indicates that KB's price experiences larger fluctuations and is considered to be riskier than SMH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
12.88%
7.83%
KB
SMH
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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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