PortfoliosLab logoPortfoliosLab logo
KB vs. WF
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

KB vs. WF - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, KB achieves a 26.45% return, which is significantly higher than WF's 5.94% return. Over the past 10 years, KB has outperformed WF with an annualized return of 17.76%, while WF has yielded a comparatively lower 13.01% annualized return.


KB

1D
4.33%
1M
1.90%
YTD
26.45%
6M
27.85%
1Y
40.89%
3Y*
46.81%
5Y*
21.60%
10Y*
17.76%

WF

1D
2.30%
1M
-2.95%
YTD
5.94%
6M
10.62%
1Y
39.84%
3Y*
39.21%
5Y*
22.39%
10Y*
13.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KB vs. WF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KB
KB Financial Group Inc.
26.45%56.57%45.22%10.35%-11.26%22.62%-0.46%-1.45%-28.25%65.80%
WF
Woori Financial Group Inc.
5.94%99.65%16.76%13.14%-7.19%18.91%-9.52%-28.16%-5.75%40.44%

Correlation

The correlation between KB and WF is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.76

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

0.71

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

0.71

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

0.66

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2003

0.64

The correlation between KB and WF shifts across timeframes, from 0.64 (all time) to 0.76 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

KB:

$40.70B

WF:

$16.13B

EPS

KB:

₩16.37K

WF:

₩12.69K

PE Ratio

KB:

10.01

WF:

7.46

PEG Ratio

KB:

1.11

WF:

1.06

PS Ratio

KB:

1.40

WF:

1.68

PB Ratio

KB:

1.13

WF:

0.72

Total Revenue (TTM)

KB:

₩43.88T

WF:

₩14.13T

Gross Profit (TTM)

KB:

₩22.91T

WF:

₩7.05T

EBITDA (TTM)

KB:

₩9.39T

WF:

₩4.72T

Compare stocks, funds, or ETFs

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


Return for Risk

KB vs. WF — Risk / Return Rank

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

KB
KB Risk / Return Rank: 7474
Overall Rank
KB Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
KB Sortino Ratio Rank: 7171
Sortino Ratio Rank
KB Omega Ratio Rank: 7070
Omega Ratio Rank
KB Calmar Ratio Rank: 7979
Calmar Ratio Rank
KB Martin Ratio Rank: 7676
Martin Ratio Rank

WF
WF Risk / Return Rank: 7171
Overall Rank
WF Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
WF Sortino Ratio Rank: 7272
Sortino Ratio Rank
WF Omega Ratio Rank: 6969
Omega Ratio Rank
WF Calmar Ratio Rank: 6767
Calmar Ratio Rank
WF Martin Ratio Rank: 6969
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. WF - Risk-Adjusted Trends Comparison

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


KBWFDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.21

1.21

+0.01

Calmar ratioReturn relative to maximum drawdown

2.32

1.25

+1.07

Martin ratioReturn relative to average drawdown

4.63

3.12

+1.52

KB vs. WF - Sharpe Ratio Comparison

The current KB Sharpe Ratio is 1.09, which is comparable to the WF Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of KB 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.


Loading charts...

Drawdowns

KB vs. WF - Drawdown Comparison

The maximum KB drawdown since its inception was -84.27%, smaller than the maximum WF drawdown of -89.46%. Use the drawdown chart below to compare losses from any high point for KB and WF.


Loading charts...

Drawdown Indicators


KBWFDifference

Max Drawdown

Largest peak-to-trough decline

-84.27%

-89.46%

+5.19%

Max Drawdown (1Y)

Largest decline over 1 year

-16.74%

-30.99%

+14.25%

Max Drawdown (3Y)

Largest decline over 3 years

-34.41%

-30.99%

-3.42%

Max Drawdown (5Y)

Largest decline over 5 years

-42.89%

-43.52%

+0.63%

Max Drawdown (10Y)

Largest decline over 10 years

-66.92%

-70.84%

+3.92%

Current Drawdown

Current decline from peak

-7.96%

-26.27%

+18.31%

Average Drawdown

Average peak-to-trough decline

-40.13%

-42.89%

+2.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.38%

12.45%

-4.07%

Volatility

KB vs. WF - Volatility Comparison

KB Financial Group Inc. (KB) has a higher volatility of 11.13% compared to Woori Financial Group Inc. (WF) at 9.16%. This indicates that KB'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.


Loading charts...

Volatility by Period


KBWFDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.13%

9.16%

+1.97%

Volatility (6M)

Calculated over the trailing 6-month period

25.60%

26.06%

-0.46%

Volatility (1Y)

Calculated over the trailing 1-year period

35.70%

34.04%

+1.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.46%

31.02%

+2.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.79%

33.47%

-0.68%

Dividends

KB vs. WF - Dividend Comparison

KB's dividend yield for the trailing twelve months is around 2.21%, more than WF's 0.69% yield.


PositionTTM20252024202320222021202020192018201720162015
KB
KB Financial Group Inc.
2.21%2.92%4.98%2.81%5.78%5.27%3.97%0.00%0.00%0.00%3.10%3.05%
WF
Woori Financial Group Inc.
0.69%3.84%12.93%2.71%8.20%1.19%0.00%0.00%0.00%0.58%3.29%7.86%

Financials

KB vs. WF - Financials Comparison

This section allows you to compare key financial metrics between KB Financial Group Inc. 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


0.005.00T10.00T15.00T20.00T20222023202420252026
2.71T
847.95B
(KB) Total Revenue
(WF) Total Revenue
Values in KRW except per share items

KB vs. WF - Profitability Comparison

The chart below illustrates the profitability comparison between KB Financial Group Inc. 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

30.0%40.0%50.0%60.0%70.0%80.0%90.0%100.0%20222023202420252026
100.0%
100.0%
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%.

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%.

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%.

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%.

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%.

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


KB and WF have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KB has higher volatility (11.13%) compared to WF (9.16%). In terms of maximum drawdown, KB dropped -84.27% vs WF's -89.46%.

WF currently has the higher Sharpe Ratio (1.14 vs 1.09), 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 WF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer