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MUTHOOTFIN.NS vs. 009540.KS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MUTHOOTFIN.NS vs. 009540.KS - Performance Comparison

The chart below illustrates the hypothetical performance of a ₹10,000 investment in Muthoot Finance Limited (MUTHOOTFIN.NS) and Korea Shipbuilding & Offshore Engineering Co Ltd (009540.KS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

MUTHOOTFIN.NS is traded in INR, while 009540.KS is traded in KRW. To make them comparable, the 009540.KS values have been converted to INR using the latest available exchange rates.

Returns By Period

In the year-to-date period, MUTHOOTFIN.NS achieves a -16.14% return, which is significantly lower than 009540.KS's -4.93% return. Over the past 10 years, MUTHOOTFIN.NS has outperformed 009540.KS with an annualized return of 30.10%, while 009540.KS has yielded a comparatively lower 19.83% annualized return.


MUTHOOTFIN.NS

1D
-1.51%
1M
-10.30%
YTD
-16.14%
6M
-15.88%
1Y
39.31%
3Y*
42.82%
5Y*
17.67%
10Y*
30.10%

009540.KS

1D
-1.82%
1M
-21.79%
YTD
-4.93%
6M
-5.37%
1Y
17.97%
3Y*
55.82%
5Y*
21.26%
10Y*
19.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MUTHOOTFIN.NS vs. 009540.KS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MUTHOOTFIN.NS
Muthoot Finance Limited
-16.14%80.62%46.80%41.85%-27.82%25.75%62.90%50.53%11.36%70.61%
009540.KS
Korea Shipbuilding & Offshore Engineering Co Ltd
-4.83%97.35%70.47%67.55%-21.69%-19.11%-6.15%-2.92%40.21%7.19%

Correlation

The correlation between MUTHOOTFIN.NS and 009540.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

0.12

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

0.14

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

0.10

Correlation (All Time)
Calculated using the full available price history since May 9, 2011

0.08

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Return for Risk

MUTHOOTFIN.NS vs. 009540.KS — Risk / Return Rank

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

MUTHOOTFIN.NS
MUTHOOTFIN.NS Risk / Return Rank: 7272
Overall Rank
MUTHOOTFIN.NS Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
MUTHOOTFIN.NS Sortino Ratio Rank: 7070
Sortino Ratio Rank
MUTHOOTFIN.NS Omega Ratio Rank: 7373
Omega Ratio Rank
MUTHOOTFIN.NS Calmar Ratio Rank: 7171
Calmar Ratio Rank
MUTHOOTFIN.NS Martin Ratio Rank: 7272
Martin Ratio Rank

009540.KS
009540.KS Risk / Return Rank: 5454
Overall Rank
009540.KS Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
009540.KS Sortino Ratio Rank: 5151
Sortino Ratio Rank
009540.KS Omega Ratio Rank: 5050
Omega Ratio Rank
009540.KS Calmar Ratio Rank: 5757
Calmar Ratio Rank
009540.KS Martin Ratio Rank: 5959
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.

MUTHOOTFIN.NS vs. 009540.KS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Muthoot Finance Limited (MUTHOOTFIN.NS) and Korea Shipbuilding & Offshore Engineering Co Ltd (009540.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.


MUTHOOTFIN.NS009540.KSDifference
Sharpe ratioReturn per unit of total volatility

+0.78

Sortino ratioReturn per unit of downside risk

+0.84

Omega ratioGain probability vs. loss probability

1.25

1.10

+0.14

Calmar ratioReturn relative to maximum drawdown

1.70

0.71

+1.00

Martin ratioReturn relative to average drawdown

4.19

1.64

+2.55

MUTHOOTFIN.NS vs. 009540.KS - Sharpe Ratio Comparison

The current MUTHOOTFIN.NS Sharpe Ratio is 1.16, which is higher than the 009540.KS Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of MUTHOOTFIN.NS and 009540.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.


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Sharpe Ratios by Period


MUTHOOTFIN.NS009540.KSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

0.37

+0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.51

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

0.42

+0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.12

+0.51

Drawdowns

MUTHOOTFIN.NS vs. 009540.KS - Drawdown Comparison

The maximum MUTHOOTFIN.NS drawdown since its inception was -67.51%, smaller than the maximum 009540.KS drawdown of -81.77%. Use the drawdown chart below to compare losses from any high point for MUTHOOTFIN.NS and 009540.KS.


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Drawdown Indicators


MUTHOOTFIN.NS009540.KSDifference

Max Drawdown

Largest peak-to-trough decline

-67.51%

-81.77%

+14.26%

Max Drawdown (1Y)

Largest decline over 1 year

-23.86%

-26.48%

+2.62%

Max Drawdown (3Y)

Largest decline over 3 years

-23.86%

-33.58%

+9.72%

Max Drawdown (5Y)

Largest decline over 5 years

-45.70%

-57.55%

+11.85%

Max Drawdown (10Y)

Largest decline over 10 years

-45.70%

-61.84%

+16.14%

Current Drawdown

Current decline from peak

-21.88%

-22.73%

+0.85%

Average Drawdown

Average peak-to-trough decline

-15.63%

-45.06%

+29.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.70%

11.20%

-1.50%

Volatility

MUTHOOTFIN.NS vs. 009540.KS - Volatility Comparison

The current volatility for Muthoot Finance Limited (MUTHOOTFIN.NS) is 9.93%, while Korea Shipbuilding & Offshore Engineering Co Ltd (009540.KS) has a volatility of 15.71%. This indicates that MUTHOOTFIN.NS experiences smaller price fluctuations and is considered to be less risky than 009540.KS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MUTHOOTFIN.NS009540.KSDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.93%

15.71%

-5.78%

Volatility (6M)

Calculated over the trailing 6-month period

28.92%

38.06%

-9.14%

Volatility (1Y)

Calculated over the trailing 1-year period

35.23%

50.58%

-15.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.26%

43.41%

-13.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.56%

48.44%

-11.88%

Dividends

MUTHOOTFIN.NS vs. 009540.KS - Dividend Comparison

MUTHOOTFIN.NS's dividend yield for the trailing twelve months is around 0.95%, less than 009540.KS's 3.24% yield.


PositionTTM20252024202320222021202020192018201720162015
009540.KS
Korea Shipbuilding & Offshore Engineering Co Ltd
3.24%2.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MUTHOOTFIN.NS
Muthoot Finance Limited
0.95%0.68%1.12%1.49%1.88%1.34%1.24%1.58%1.94%1.26%0.71%3.34%

Financials

MUTHOOTFIN.NS vs. 009540.KS - Financials Comparison

This section allows you to compare key financial metrics between Muthoot Finance Limited and Korea Shipbuilding & Offshore Engineering Co Ltd. 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. MUTHOOTFIN.NS values in INR, 009540.KS values in KRW

Frequently Asked Questions


MUTHOOTFIN.NS and 009540.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.

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