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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.

0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
24.28%
4.05%
KT
KB

Key characteristics

Sharpe Ratio

KT:

1.10

KB:

1.34

Sortino Ratio

KT:

1.65

KB:

2.05

Omega Ratio

KT:

1.22

KB:

1.25

Calmar Ratio

KT:

0.47

KB:

1.43

Martin Ratio

KT:

3.98

KB:

7.10

Ulcer Index

KT:

7.10%

KB:

7.66%

Daily Std Dev

KT:

25.57%

KB:

40.68%

Max Drawdown

KT:

-82.91%

KB:

-84.24%

Current Drawdown

KT:

-46.17%

KB:

-17.96%

Fundamentals

Market Cap

KT:

$8.03B

KB:

$21.94B

EPS

KT:

$1.65

KB:

$8.05

PE Ratio

KT:

9.90

KB:

7.24

PEG Ratio

KT:

1.14

KB:

0.71

Total Revenue (TTM)

KT:

$26.55T

KB:

$33.66T

Gross Profit (TTM)

KT:

$17.91T

KB:

$66.86T

EBITDA (TTM)

KT:

$6.30T

KB:

-$912.30B

Returns By Period

In the year-to-date period, KT achieves a 24.57% return, which is significantly lower than KB's 49.84% return. Over the past 10 years, KT has underperformed KB with an annualized return of 5.31%, while KB has yielded a comparatively higher 10.11% annualized return.


KT

YTD

24.57%

1M

5.02%

6M

24.28%

1Y

28.43%

5Y*

13.32%

10Y*

5.31%

KB

YTD

49.84%

1M

-10.07%

6M

4.06%

1Y

54.58%

5Y*

13.06%

10Y*

10.11%

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Risk-Adjusted Performance

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 1.10, compared to the broader market-4.00-2.000.002.001.101.34
The chart of Sortino ratio for KT, currently valued at 1.65, compared to the broader market-4.00-2.000.002.004.001.652.05
The chart of Omega ratio for KT, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.25
The chart of Calmar ratio for KT, currently valued at 1.56, compared to the broader market0.002.004.006.001.561.43
The chart of Martin ratio for KT, currently valued at 3.98, compared to the broader market0.0010.0020.003.987.10
KT
KB

The current KT Sharpe Ratio is 1.10, which is comparable to the KB Sharpe Ratio of 1.34. 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 Ratio1.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.10
1.34
KT
KB

Dividends

KT vs. KB - Dividend Comparison

KT's dividend yield for the trailing twelve months is around 7.78%, more than KB's 3.85% yield.


TTM20232022202120202019201820172016201520142013
KT
KT Corporation
7.78%5.29%5.40%6.00%5.51%3.83%3.34%2.99%2.49%1.84%0.00%2.59%
KB
KB Financial Group Inc.
3.85%2.81%5.78%5.27%3.97%4.32%4.00%3.06%3.10%3.05%2.17%1.19%

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%JulyAugustSeptemberOctoberNovemberDecember
-11.86%
-17.96%
KT
KB

Volatility

KT vs. KB - Volatility Comparison

The current volatility for KT Corporation (KT) is 10.81%, while KB Financial Group Inc. (KB) has a volatility of 13.41%. 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%JulyAugustSeptemberOctoberNovemberDecember
10.81%
13.41%
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
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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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