MKOR vs. TER
MKOR (Matthews Korea Active ETF) is Asia Pacific Equities fund actively managed by Matthews, while TER (Teradyne, Inc.) is a stock. Over the past year, MKOR returned 180.86% vs 421.81% for TER. At a 0.50 correlation, their price movements are largely independent.
Performance
MKOR vs. TER - Performance Comparison
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Returns By Period
In the year-to-date period, MKOR achieves a 105.30% return, which is significantly lower than TER's 123.58% return.
MKOR
- 1D
- 5.43%
- 1M
- 18.33%
- YTD
- 105.30%
- 6M
- 118.25%
- 1Y
- 180.86%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TER
- 1D
- 7.24%
- 1M
- 28.03%
- YTD
- 123.58%
- 6M
- 122.27%
- 1Y
- 421.81%
- 3Y*
- 57.92%
- 5Y*
- 28.01%
- 10Y*
- 37.39%
MKOR vs. TER - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
MKOR Matthews Korea Active ETF | 105.30% | 70.33% | -15.76% | -2.52% |
TER Teradyne, Inc. | 123.58% | 54.39% | 16.51% | -3.83% |
Correlation
The correlation between MKOR and TER is 0.56, 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 | 0.56 |
Correlation (All Time) Calculated using the full available price history since Jul 17, 2023 | 0.50 |
The correlation between MKOR and TER has been stable across timeframes, ranging from 0.50 to 0.56 - a consistent structural relationship.
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Return for Risk
MKOR vs. TER — Risk / Return Rank
MKOR
TER
MKOR vs. TER - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Matthews Korea Active ETF (MKOR) and Teradyne, Inc. (TER). 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.
| MKOR | TER | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.80 | ||
| Sortino ratioReturn per unit of downside risk | -0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.64 | 1.69 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 8.83 | 15.91 | -7.08 |
| Martin ratioReturn relative to average drawdown | 32.45 | 56.72 | -24.27 |
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Drawdowns
MKOR vs. TER - Drawdown Comparison
The maximum MKOR drawdown since its inception was -22.09%, smaller than the maximum TER drawdown of -97.30%. Use the drawdown chart below to compare losses from any high point for MKOR and TER.
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Drawdown Indicators
| MKOR | TER | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.09% | -97.30% | +75.21% |
Max Drawdown (1Y)Largest decline over 1 year | -20.62% | -26.73% | +6.11% |
Max Drawdown (3Y)Largest decline over 3 years | — | -58.18% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -59.12% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -59.12% | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -6.29% | -58.66% | +52.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.60% | 7.48% | -1.88% |
Volatility
MKOR vs. TER - Volatility Comparison
The current volatility for Matthews Korea Active ETF (MKOR) is 21.03%, while Teradyne, Inc. (TER) has a volatility of 25.68%. This indicates that MKOR experiences smaller price fluctuations and is considered to be less risky than TER based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MKOR | TER | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.03% | 25.68% | -4.65% |
Volatility (6M)Calculated over the trailing 6-month period | 37.01% | 53.49% | -16.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.39% | 67.51% | -27.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.54% | 50.31% | -21.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.54% | 45.38% | -16.84% |
Dividends
MKOR vs. TER - Dividend Comparison
MKOR's dividend yield for the trailing twelve months is around 1.28%, more than TER's 0.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MKOR Matthews Korea Active ETF | 1.28% | 2.62% | 5.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TER Teradyne, Inc. | 0.12% | 0.25% | 0.38% | 0.41% | 0.50% | 0.24% | 0.33% | 0.53% | 1.15% | 0.67% | 0.94% | 1.16% |
Frequently Asked Questions
MKOR and TER have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TER has higher volatility (25.68%) compared to MKOR (21.03%). In terms of maximum drawdown, MKOR dropped -22.09% vs TER's -97.30%.
TER currently has the higher Sharpe Ratio (6.31 vs 4.52), 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.
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