PortfoliosLab logoPortfoliosLab logo
KT vs. TM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

KT vs. TM - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, KT achieves a -5.10% return, which is significantly higher than TM's -20.71% return. Over the past 10 years, KT has underperformed TM with an annualized return of 5.49%, while TM has yielded a comparatively higher 7.86% annualized return.


KT

1D
-2.57%
1M
-2.57%
YTD
-5.10%
6M
-3.32%
1Y
-7.08%
3Y*
21.22%
5Y*
10.09%
10Y*
5.49%

TM

1D
-2.42%
1M
-10.23%
YTD
-20.71%
6M
-22.68%
1Y
-0.09%
3Y*
5.91%
5Y*
1.60%
10Y*
7.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KT vs. TM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KT
KT Corporation
-5.10%27.73%19.93%5.01%13.34%21.00%-5.09%-18.42%-8.90%10.79%
TM
Toyota Motor Corporation
-20.71%13.82%8.88%38.23%-24.43%23.21%13.62%22.69%-5.81%12.10%

Correlation

The correlation between KT and TM is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.19

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

0.27

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

0.25

Correlation (All Time)
Calculated using the full available price history since Sep 29, 1999

0.27

Fundamentals

Market Cap

KT:

$9.92B

TM:

$221.22B

EPS

KT:

₩3.14K

TM:

¥2.98K

PE Ratio

KT:

8.72

TM:

9.19

PEG Ratio

KT:

0.19

TM:

0.48

PS Ratio

KT:

0.48

TM:

0.70

PB Ratio

KT:

0.85

TM:

0.89

Total Revenue (TTM)

KT:

₩28.39T

TM:

¥51.16T

Gross Profit (TTM)

KT:

₩15.90T

TM:

¥8.54T

EBITDA (TTM)

KT:

₩5.41T

TM:

¥7.11T

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

KT vs. TM — Risk / Return Rank

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

KT
KT Risk / Return Rank: 2828
Overall Rank
KT Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
KT Sortino Ratio Rank: 2424
Sortino Ratio Rank
KT Omega Ratio Rank: 2525
Omega Ratio Rank
KT Calmar Ratio Rank: 3333
Calmar Ratio Rank
KT Martin Ratio Rank: 3131
Martin Ratio Rank

TM
TM Risk / Return Rank: 3939
Overall Rank
TM Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
TM Sortino Ratio Rank: 3737
Sortino Ratio Rank
TM Omega Ratio Rank: 3636
Omega Ratio Rank
TM Calmar Ratio Rank: 4242
Calmar Ratio Rank
TM Martin Ratio Rank: 4141
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.

KT vs. TM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KT Corporation (KT) and Toyota Motor Corporation (TM). 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.


KTTMDifference
Sharpe ratioReturn per unit of total volatility

-0.32

Sortino ratioReturn per unit of downside risk

-0.53

Omega ratioGain probability vs. loss probability

0.97

1.03

-0.06

Calmar ratioReturn relative to maximum drawdown

-0.26

-0.00

-0.26

Martin ratioReturn relative to average drawdown

-0.63

-0.01

-0.62

KT vs. TM - Sharpe Ratio Comparison

The current KT Sharpe Ratio is -0.32, which is lower than the TM Sharpe Ratio of -0.00. The chart below compares the historical Sharpe Ratios of KT and TM, 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

KT vs. TM - Drawdown Comparison

The maximum KT drawdown since its inception was -85.64%, which is greater than TM's maximum drawdown of -60.15%. Use the drawdown chart below to compare losses from any high point for KT and TM.


Loading charts...

Drawdown Indicators


KTTMDifference

Max Drawdown

Largest peak-to-trough decline

-85.64%

-60.15%

-25.49%

Max Drawdown (1Y)

Largest decline over 1 year

-27.30%

-31.64%

+4.34%

Max Drawdown (3Y)

Largest decline over 3 years

-27.30%

-34.92%

+7.62%

Max Drawdown (5Y)

Largest decline over 5 years

-27.30%

-36.80%

+9.50%

Max Drawdown (10Y)

Largest decline over 10 years

-64.03%

-36.80%

-27.23%

Current Drawdown

Current decline from peak

-50.54%

-31.64%

-18.90%

Average Drawdown

Average peak-to-trough decline

-65.87%

-22.17%

-43.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.27%

12.07%

-0.80%

Volatility

KT vs. TM - Volatility Comparison

KT Corporation (KT) and Toyota Motor Corporation (TM) have volatilities of 7.41% and 7.28%, 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.


Loading charts...

Volatility by Period


KTTMDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.41%

7.28%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

17.18%

20.52%

-3.34%

Volatility (1Y)

Calculated over the trailing 1-year period

22.30%

29.49%

-7.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.63%

26.95%

-4.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.36%

23.66%

-0.30%

Dividends

KT vs. TM - Dividend Comparison

KT's dividend yield for the trailing twelve months is around 3.49%, more than TM's 1.69% yield.


PositionTTM20252024202320222021202020192018201720162015
KT
KT Corporation
3.49%4.24%3.50%5.29%5.40%6.00%0.00%0.00%0.00%0.00%2.49%1.84%
TM
Toyota Motor Corporation
1.69%2.95%2.81%2.45%2.90%2.45%2.74%1.30%3.40%2.96%3.23%5.59%

Financials

KT vs. TM - Financials Comparison

This section allows you to compare key financial metrics between KT Corporation and Toyota Motor Corporation. 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


6.00T8.00T10.00T12.00T14.00T20222023202420252026
6.98T
12.83T
(KT) Total Revenue
(TM) Total Revenue
Please note, different currencies. KT values in KRW, TM values in JPY

KT vs. TM - Profitability Comparison

The chart below illustrates the profitability comparison between KT Corporation and Toyota Motor Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%20222023202420252026
32.7%
15.1%
Portfolio components
KT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, KT Corporation reported a gross profit of 2.28T and revenue of 6.98T. Therefore, the gross margin over that period was 32.7%.

TM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Toyota Motor Corporation reported a gross profit of 1.94T and revenue of 12.83T. Therefore, the gross margin over that period was 15.1%.

KT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, KT Corporation reported an operating income of 492.09B and revenue of 6.98T, resulting in an operating margin of 7.1%.

TM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Toyota Motor Corporation reported an operating income of 579.96B and revenue of 12.83T, resulting in an operating margin of 4.5%.

KT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, KT Corporation reported a net income of 399.91B and revenue of 6.98T, resulting in a net margin of 5.7%.

TM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Toyota Motor Corporation reported a net income of 832.22B and revenue of 12.83T, resulting in a net margin of 6.5%.


Frequently Asked Questions


KT and TM have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KT has higher volatility (7.41%) compared to TM (7.28%). In terms of maximum drawdown, KT dropped -85.64% vs TM's -60.15%.

TM currently has the higher Sharpe Ratio (-0.00 vs -0.32), 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 KT and TM

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