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KB vs. SMH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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 Semiconductor ETF (SMH). 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 38.21% return, which is significantly lower than SMH's 50.09% return. Over the past 10 years, KB has underperformed SMH with an annualized return of 17.67%, while SMH has yielded a comparatively higher 34.16% annualized return.


KB

1D
-2.70%
1M
7.75%
6M
26.55%
YTD
38.21%
1Y
55.39%
3Y*
47.75%
5Y*
27.20%
10Y*
17.67%
ALL TIME*
7.90%

SMH

1D
0.30%
1M
-8.74%
6M
33.97%
YTD
50.09%
1Y
90.95%
3Y*
50.56%
5Y*
33.46%
10Y*
34.16%
ALL TIME*
11.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$35.97M$37.12M$31.41M
$8.28B$7.64B$7.07B

KB vs. SMH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KB
KB Financial Group Inc.
38.21%56.57%45.22%10.35%-11.26%22.62%-0.46%-1.45%-28.25%65.80%
SMH
VanEck Semiconductor ETF
50.09%49.17%39.10%73.38%-33.53%42.13%55.53%64.45%-9.05%38.48%

Correlation

The correlation between KB and SMH is 0.43, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.43

Correlation (3Y)
Balances recent behavior with more history.

0.36

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.40

Correlation (10Y)
Provides a long-term view across more market conditions.

0.40

Correlation (All Time)
Calculated using the full available price history since Nov 12, 2001

0.39

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Return for Risk

KB vs. SMH — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

KB
KB Risk / Return Rank: 8484
Overall Rank
KB Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
KB Sortino Ratio Rank: 8282
Sortino Ratio Rank
KB Omega Ratio Rank: 8080
Omega Ratio Rank
KB Calmar Ratio Rank: 8888
Calmar Ratio Rank
KB Martin Ratio Rank: 8585
Martin Ratio Rank

SMH
SMH Risk / Return Rank: 8787
Overall Rank
SMH Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
SMH Sortino Ratio Rank: 8383
Sortino Ratio Rank
SMH Omega Ratio Rank: 8484
Omega Ratio Rank
SMH Calmar Ratio Rank: 8888
Calmar Ratio Rank
SMH Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

KB vs. SMH - Risk-Adjusted Trends Comparison

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

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.


KBSMHDifference
Sharpe ratioReturn per unit of total volatility

-0.86

Sortino ratioReturn per unit of downside risk

-0.54

Omega ratioGain probability vs. loss probability

1.26

1.36

-0.10

Calmar ratioReturn relative to maximum drawdown

3.15

3.58

-0.43

Martin ratioReturn relative to average drawdown

7.11

14.64

-7.53

KB vs. SMH - Sharpe Ratio Comparison

The current KB Sharpe Ratio is 1.43, which is lower than the SMH Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of KB and SMH, 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. SMH - Drawdown Comparison

The maximum KB drawdown since its inception was -84.27%, roughly equal to the maximum SMH drawdown of -84.96%. Use the drawdown chart below to compare losses from any high point for KB and SMH.


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Drawdown Indicators


KBSMHDifference

Max Drawdown

Largest peak-to-trough decline

-84.27%

-84.96%

+0.69%

Max Drawdown (1Y)

Largest decline over 1 year

-16.74%

-24.62%

+7.88%

Max Drawdown (3Y)

Largest decline over 3 years

-34.41%

-35.74%

+1.33%

Max Drawdown (5Y)

Largest decline over 5 years

-42.89%

-45.30%

+2.41%

Max Drawdown (10Y)

Largest decline over 10 years

-66.92%

-45.30%

-21.62%

Current Drawdown

Current decline from peak

-4.41%

-19.19%

+14.78%

Average Drawdown

Average peak-to-trough decline

-39.95%

-40.89%

+0.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.41%

6.01%

+1.40%

Volatility

KB vs. SMH - Volatility Comparison

KB Financial Group Inc. (KB) and VanEck Semiconductor ETF (SMH) have volatilities of 15.21% and 14.70%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KBSMHDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.21%

14.70%

+0.51%

Volatility (6M)

Calculated over the trailing 6-month period

29.80%

33.13%

-3.33%

Volatility (1Y)

Calculated over the trailing 1-year period

36.82%

38.57%

-1.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.30%

36.50%

-2.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.11%

33.32%

-0.21%

Dividends

KB vs. SMH - Dividend Comparison

KB's dividend yield for the trailing twelve months is around 2.02%, more than SMH's 0.20% yield.


PositionTTM20252024202320222021202020192018201720162015
KB
KB Financial Group Inc.
2.02%2.92%4.98%2.81%5.78%5.27%3.97%0.00%0.00%0.00%3.10%3.05%
SMH
VanEck Semiconductor ETF
0.20%0.31%0.44%0.60%1.18%0.51%0.69%1.50%1.88%1.43%0.80%2.14%

Frequently Asked Questions


KB and SMH have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KB has higher volatility (15.21%) compared to SMH (14.70%). In terms of maximum drawdown, KB dropped -84.27% vs SMH's -84.96%.

SMH currently has the higher Sharpe Ratio (2.29 vs 1.43), 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

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