PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
KT vs. KB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between KT and KB is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

KT vs. KB - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
21.20%
-9.50%
KT
KB

Key characteristics

Sharpe Ratio

KT:

1.02

KB:

0.55

Sortino Ratio

KT:

1.52

KB:

1.07

Omega Ratio

KT:

1.20

KB:

1.13

Calmar Ratio

KT:

0.41

KB:

0.93

Martin Ratio

KT:

3.17

KB:

2.10

Ulcer Index

KT:

7.91%

KB:

10.07%

Daily Std Dev

KT:

24.52%

KB:

38.49%

Max Drawdown

KT:

-82.91%

KB:

-84.24%

Current Drawdown

KT:

-41.40%

KB:

-19.65%

Fundamentals

Market Cap

KT:

$8.51B

KB:

$23.41B

EPS

KT:

$0.71

KB:

$8.23

PE Ratio

KT:

24.38

KB:

7.61

PEG Ratio

KT:

1.21

KB:

0.71

Total Revenue (TTM)

KT:

$19.86T

KB:

$21.25T

Gross Profit (TTM)

KT:

$14.15T

KB:

$43.51T

EBITDA (TTM)

KT:

$4.63T

KB:

$49.75B

Returns By Period

In the year-to-date period, KT achieves a 13.08% return, which is significantly higher than KB's 1.93% return. Over the past 10 years, KT has underperformed KB with an annualized return of 6.77%, while KB has yielded a comparatively higher 9.69% annualized return.


KT

YTD

13.08%

1M

3.48%

6M

21.20%

1Y

25.02%

5Y*

17.20%

10Y*

6.77%

KB

YTD

1.93%

1M

-7.75%

6M

-9.50%

1Y

24.95%

5Y*

16.64%

10Y*

9.69%

*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

KT vs. KB — Risk-Adjusted Performance Rank

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

KT
The Risk-Adjusted Performance Rank of KT is 7171
Overall Rank
The Sharpe Ratio Rank of KT is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of KT is 7171
Sortino Ratio Rank
The Omega Ratio Rank of KT is 7070
Omega Ratio Rank
The Calmar Ratio Rank of KT is 6565
Calmar Ratio Rank
The Martin Ratio Rank of KT is 7373
Martin Ratio Rank

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 7878
Calmar Ratio Rank
The Martin Ratio Rank of KB is 6767
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.

KT vs. KB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for KT Corporation (KT) and KB Financial Group Inc. (KB). 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 KT, currently valued at 1.02, compared to the broader market-2.000.002.001.020.55
The chart of Sortino ratio for KT, currently valued at 1.52, compared to the broader market-4.00-2.000.002.004.006.001.521.07
The chart of Omega ratio for KT, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.13
The chart of Calmar ratio for KT, currently valued at 1.39, compared to the broader market0.002.004.006.001.390.93
The chart of Martin ratio for KT, currently valued at 3.17, compared to the broader market-10.000.0010.0020.0030.003.172.10
KT
KB

The current KT Sharpe Ratio is 1.02, which is higher than the KB Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of KT and KB, 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 Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2025February
1.02
0.55
KT
KB

Dividends

KT vs. KB - Dividend Comparison

KT's dividend yield for the trailing twelve months is around 3.10%, less than KB's 4.91% yield.


TTM20242023202220212020201920182017201620152014
KT
KT Corporation
3.10%3.50%5.29%5.40%6.00%5.51%3.83%3.34%2.99%2.49%1.84%0.00%
KB
KB Financial Group Inc.
4.91%5.01%2.81%5.78%5.27%3.97%4.32%4.00%3.06%3.10%3.05%2.17%

Drawdowns

KT vs. KB - Drawdown Comparison

The maximum KT drawdown since its inception was -82.91%, roughly equal to the maximum KB drawdown of -84.24%. Use the drawdown chart below to compare losses from any high point for KT and KB. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-4.05%
-19.65%
KT
KB

Volatility

KT vs. KB - Volatility Comparison

The current volatility for KT Corporation (KT) is 5.85%, while KB Financial Group Inc. (KB) has a volatility of 7.19%. This indicates that KT experiences smaller price fluctuations and is considered to be less risky than KB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
5.85%
7.19%
KT
KB

Financials

KT vs. KB - Financials Comparison

This section allows you to compare key financial metrics between KT Corporation and KB 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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab