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KT vs. XLI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between KT and XLI is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

KT vs. XLI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KT Corporation (KT) and Industrial Select Sector SPDR Fund (XLI). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
32.68%
648.56%
KT
XLI

Key characteristics

Sharpe Ratio

KT:

1.10

XLI:

1.56

Sortino Ratio

KT:

1.64

XLI:

2.28

Omega Ratio

KT:

1.22

XLI:

1.28

Calmar Ratio

KT:

0.46

XLI:

2.61

Martin Ratio

KT:

3.93

XLI:

9.53

Ulcer Index

KT:

7.14%

XLI:

2.23%

Daily Std Dev

KT:

25.57%

XLI:

13.64%

Max Drawdown

KT:

-82.91%

XLI:

-62.26%

Current Drawdown

KT:

-46.34%

XLI:

-7.06%

Returns By Period

In the year-to-date period, KT achieves a 24.18% return, which is significantly higher than XLI's 18.55% return. Over the past 10 years, KT has underperformed XLI with an annualized return of 4.98%, while XLI has yielded a comparatively higher 10.83% annualized return.


KT

YTD

24.18%

1M

0.44%

6M

22.69%

1Y

27.38%

5Y*

13.24%

10Y*

4.98%

XLI

YTD

18.55%

1M

-4.88%

6M

9.55%

1Y

19.45%

5Y*

12.03%

10Y*

10.83%

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Risk-Adjusted Performance

KT vs. XLI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for KT Corporation (KT) and Industrial Select Sector SPDR Fund (XLI). 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-4.00-2.000.002.001.101.56
The chart of Sortino ratio for KT, currently valued at 1.64, compared to the broader market-4.00-2.000.002.004.001.642.28
The chart of Omega ratio for KT, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.28
The chart of Calmar ratio for KT, currently valued at 0.46, compared to the broader market0.002.004.006.000.462.61
The chart of Martin ratio for KT, currently valued at 3.93, compared to the broader market-5.000.005.0010.0015.0020.0025.003.939.53
KT
XLI

The current KT Sharpe Ratio is 1.10, which is comparable to the XLI Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of KT and XLI, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.10
1.56
KT
XLI

Dividends

KT vs. XLI - Dividend Comparison

KT's dividend yield for the trailing twelve months is around 7.81%, more than XLI's 0.92% yield.


TTM20232022202120202019201820172016201520142013
KT
KT Corporation
7.81%5.29%5.40%6.00%5.51%3.83%3.34%2.99%2.49%1.84%0.00%2.59%
XLI
Industrial Select Sector SPDR Fund
0.92%1.63%1.64%1.25%1.55%1.94%2.15%1.77%2.07%2.15%1.85%1.68%

Drawdowns

KT vs. XLI - Drawdown Comparison

The maximum KT drawdown since its inception was -82.91%, which is greater than XLI's maximum drawdown of -62.26%. Use the drawdown chart below to compare losses from any high point for KT and XLI. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-46.34%
-7.06%
KT
XLI

Volatility

KT vs. XLI - Volatility Comparison

KT Corporation (KT) has a higher volatility of 10.00% compared to Industrial Select Sector SPDR Fund (XLI) at 4.36%. This indicates that KT's price experiences larger fluctuations and is considered to be riskier than XLI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
10.00%
4.36%
KT
XLI
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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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