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MX vs. KB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MX and KB is 0.24, 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.


-0.50.00.51.00.2

Performance

MX vs. KB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Magnachip Semiconductor Corporation (MX) and KB Financial Group Inc. (KB). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
-20.86%
4.74%
MX
KB

Key characteristics

Sharpe Ratio

MX:

-1.22

KB:

1.33

Sortino Ratio

MX:

-1.89

KB:

2.05

Omega Ratio

MX:

0.76

KB:

1.25

Calmar Ratio

MX:

-0.56

KB:

1.43

Martin Ratio

MX:

-1.34

KB:

7.00

Ulcer Index

MX:

36.34%

KB:

7.74%

Daily Std Dev

MX:

39.91%

KB:

40.69%

Max Drawdown

MX:

-86.50%

KB:

-84.24%

Current Drawdown

MX:

-85.65%

KB:

-18.15%

Fundamentals

Market Cap

MX:

$148.07M

KB:

$21.94B

EPS

MX:

-$1.16

KB:

$8.05

PEG Ratio

MX:

1.08

KB:

0.71

Total Revenue (TTM)

MX:

$214.05M

KB:

$33.66T

Gross Profit (TTM)

MX:

$42.09M

KB:

$66.86T

EBITDA (TTM)

MX:

-$26.11M

KB:

-$912.30B

Returns By Period

In the year-to-date period, MX achieves a -48.40% return, which is significantly lower than KB's 49.48% return. Over the past 10 years, MX has underperformed KB with an annualized return of -11.62%, while KB has yielded a comparatively higher 10.16% annualized return.


MX

YTD

-48.40%

1M

6.32%

6M

-21.98%

1Y

-49.54%

5Y*

-19.95%

10Y*

-11.62%

KB

YTD

49.48%

1M

-13.02%

6M

7.20%

1Y

53.83%

5Y*

13.00%

10Y*

10.16%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

MX vs. KB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Magnachip Semiconductor Corporation (MX) and KB Financial Group Inc. (KB). 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 MX, currently valued at -1.22, compared to the broader market-4.00-2.000.002.00-1.221.33
The chart of Sortino ratio for MX, currently valued at -1.89, compared to the broader market-4.00-2.000.002.004.00-1.892.05
The chart of Omega ratio for MX, currently valued at 0.76, compared to the broader market0.501.001.502.000.761.25
The chart of Calmar ratio for MX, currently valued at -0.56, compared to the broader market0.002.004.006.00-0.562.08
The chart of Martin ratio for MX, currently valued at -1.34, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.347.00
MX
KB

The current MX Sharpe Ratio is -1.22, which is lower than the KB Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of MX and KB, 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 Ratio-2.00-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-1.22
1.33
MX
KB

Dividends

MX vs. KB - Dividend Comparison

MX has not paid dividends to shareholders, while KB's dividend yield for the trailing twelve months is around 3.86%.


TTM20232022202120202019201820172016201520142013
MX
Magnachip Semiconductor Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KB
KB Financial Group Inc.
3.86%2.81%5.78%5.27%3.97%4.32%4.00%3.06%3.10%3.05%2.17%1.19%

Drawdowns

MX vs. KB - Drawdown Comparison

The maximum MX drawdown since its inception was -86.50%, roughly equal to the maximum KB drawdown of -84.24%. Use the drawdown chart below to compare losses from any high point for MX and KB. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-85.65%
-18.15%
MX
KB

Volatility

MX vs. KB - Volatility Comparison

Magnachip Semiconductor Corporation (MX) and KB Financial Group Inc. (KB) have volatilities of 13.37% and 12.88%, 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.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
13.37%
12.88%
MX
KB

Financials

MX vs. KB - Financials Comparison

This section allows you to compare key financial metrics between Magnachip Semiconductor Corporation and KB Financial Group Inc.. 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


Values in USD except per share items
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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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