PortfoliosLab logoPortfoliosLab logo
MLGO vs. 036570.KS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MLGO vs. 036570.KS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroAlgo Inc. (MLGO) and NCsoft Corp (036570.KS). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

MLGO is traded in USD, while 036570.KS is traded in KRW. To make them comparable, the 036570.KS values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, MLGO achieves a 16.97% return, which is significantly lower than 036570.KS's 35.26% return.


MLGO

1D
1.17%
1M
27.97%
YTD
16.97%
6M
-25.07%
1Y
-85.76%
3Y*
-92.76%
5Y*
-84.59%
10Y*

036570.KS

1D
-15.49%
1M
3.94%
YTD
35.26%
6M
29.97%
1Y
54.95%
3Y*
-7.69%
5Y*
-23.54%
10Y*
0.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MLGO vs. 036570.KS - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MLGO
MicroAlgo Inc.
16.97%-96.08%-97.94%-27.04%-87.60%3.70%
036570.KS
NCsoft Corp
35.26%13.51%-33.25%-46.85%-33.21%-33.10%

Correlation

The correlation between MLGO and 036570.KS is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.01

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

0.01

Correlation (All Time)
Calculated using the full available price history since Apr 14, 2021

0.01

The correlation between MLGO and 036570.KS shifts across timeframes, from 0.01 (all time) to 0.14 (1 year), reflecting how their relationship changes across market environments.

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

MLGO vs. 036570.KS — Risk / Return Rank

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

MLGO
MLGO Risk / Return Rank: 99
Overall Rank
MLGO Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
MLGO Sortino Ratio Rank: 44
Sortino Ratio Rank
MLGO Omega Ratio Rank: 77
Omega Ratio Rank
MLGO Calmar Ratio Rank: 44
Calmar Ratio Rank
MLGO Martin Ratio Rank: 1919
Martin Ratio Rank

036570.KS
036570.KS Risk / Return Rank: 8080
Overall Rank
036570.KS Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
036570.KS Sortino Ratio Rank: 7676
Sortino Ratio Rank
036570.KS Omega Ratio Rank: 7777
Omega Ratio Rank
036570.KS Calmar Ratio Rank: 8585
Calmar Ratio Rank
036570.KS Martin Ratio Rank: 8383
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.

MLGO vs. 036570.KS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroAlgo Inc. (MLGO) and NCsoft Corp (036570.KS). 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.


MLGO036570.KSDifference
Sharpe ratioReturn per unit of total volatility

-1.80

Sortino ratioReturn per unit of downside risk

-3.37

Omega ratioGain probability vs. loss probability

0.82

1.22

-0.41

Calmar ratioReturn relative to maximum drawdown

-0.94

2.12

-3.06

Martin ratioReturn relative to average drawdown

-1.09

4.79

-5.88

MLGO vs. 036570.KS - Sharpe Ratio Comparison

The current MLGO Sharpe Ratio is -0.76, which is lower than the 036570.KS Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of MLGO and 036570.KS, 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...

Sharpe Ratios by Period


MLGO036570.KSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.76

1.03

-1.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.18

-0.49

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.18

0.10

-0.28

Drawdowns

MLGO vs. 036570.KS - Drawdown Comparison

The maximum MLGO drawdown since its inception was -100.00%, which is greater than 036570.KS's maximum drawdown of -89.30%. Use the drawdown chart below to compare losses from any high point for MLGO and 036570.KS.


Loading charts...

Drawdown Indicators


MLGO036570.KSDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-89.30%

-10.70%

Max Drawdown (1Y)

Largest decline over 1 year

-91.65%

-27.06%

-64.59%

Max Drawdown (3Y)

Largest decline over 3 years

-99.99%

-61.41%

-38.58%

Max Drawdown (5Y)

Largest decline over 5 years

-100.00%

-87.32%

-12.68%

Max Drawdown (10Y)

Largest decline over 10 years

-89.30%

Current Drawdown

Current decline from peak

-99.99%

-78.23%

-21.76%

Average Drawdown

Average peak-to-trough decline

-63.17%

-38.52%

-24.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

78.80%

11.79%

+67.01%

Volatility

MLGO vs. 036570.KS - Volatility Comparison

MicroAlgo Inc. (MLGO) has a higher volatility of 47.32% compared to NCsoft Corp (036570.KS) at 25.33%. This indicates that MLGO's price experiences larger fluctuations and is considered to be riskier than 036570.KS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


MLGO036570.KSDifference

Volatility (1M)

Calculated over the trailing 1-month period

47.32%

25.33%

+21.99%

Volatility (6M)

Calculated over the trailing 6-month period

75.13%

43.13%

+32.00%

Volatility (1Y)

Calculated over the trailing 1-year period

112.58%

55.55%

+57.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

481.13%

49.10%

+432.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

474.19%

44.18%

+430.01%

Dividends

MLGO vs. 036570.KS - Dividend Comparison

MLGO has not paid dividends to shareholders, while 036570.KS's dividend yield for the trailing twelve months is around 0.40%.


PositionTTM20252024202320222021202020192018201720162015
036570.KS
NCsoft Corp
0.40%0.72%0.00%1.30%1.49%0.91%0.92%0.96%1.30%1.63%1.54%1.29%
MLGO
MicroAlgo Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

MLGO vs. 036570.KS - Financials Comparison

This section allows you to compare key financial metrics between MicroAlgo Inc. and NCsoft Corp. 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


Please note, different currencies. MLGO values in USD, 036570.KS values in KRW

Frequently Asked Questions


MLGO and 036570.KS have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for MLGO and 036570.KS

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