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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%SeptemberOctoberNovemberDecember2025February
0.40%
-12.86%
MX
KB

Key characteristics

Sharpe Ratio

MX:

-0.54

KB:

0.56

Sortino Ratio

MX:

-0.57

KB:

1.08

Omega Ratio

MX:

0.93

KB:

1.13

Calmar Ratio

MX:

-0.27

KB:

0.95

Martin Ratio

MX:

-0.79

KB:

2.13

Ulcer Index

MX:

29.91%

KB:

10.15%

Daily Std Dev

MX:

43.53%

KB:

38.49%

Max Drawdown

MX:

-86.50%

KB:

-84.24%

Current Drawdown

MX:

-81.64%

KB:

-20.68%

Fundamentals

Market Cap

MX:

$184.15M

KB:

$23.41B

EPS

MX:

-$1.16

KB:

$8.23

PEG Ratio

MX:

1.08

KB:

0.71

Total Revenue (TTM)

MX:

$169.23M

KB:

$21.25T

Gross Profit (TTM)

MX:

$36.56M

KB:

$43.51T

EBITDA (TTM)

MX:

-$21.99M

KB:

$49.75B

Returns By Period

In the year-to-date period, MX achieves a 23.13% return, which is significantly higher than KB's 0.62% return. Over the past 10 years, MX has underperformed KB with an annualized return of -2.04%, while KB has yielded a comparatively higher 9.31% annualized return.


MX

YTD

23.13%

1M

21.03%

6M

0.41%

1Y

-23.85%

5Y*

-18.21%

10Y*

-2.04%

KB

YTD

0.62%

1M

-7.65%

6M

-12.87%

1Y

22.65%

5Y*

17.91%

10Y*

9.31%

*Annualized

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 Rank

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

MX
The Risk-Adjusted Performance Rank of MX is 2323
Overall Rank
The Sharpe Ratio Rank of MX is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of MX is 1919
Sortino Ratio Rank
The Omega Ratio Rank of MX is 1919
Omega Ratio Rank
The Calmar Ratio Rank of MX is 3131
Calmar Ratio Rank
The Martin Ratio Rank of MX is 3030
Martin Ratio Rank

KB
The Risk-Adjusted Performance Rank of KB is 6767
Overall Rank
The Sharpe Ratio Rank of KB is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of KB is 6262
Sortino Ratio Rank
The Omega Ratio Rank of KB is 5959
Omega Ratio Rank
The Calmar Ratio Rank of KB is 7979
Calmar Ratio Rank
The Martin Ratio Rank of KB is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 -0.54, compared to the broader market-2.000.002.00-0.540.56
The chart of Sortino ratio for MX, currently valued at -0.57, compared to the broader market-4.00-2.000.002.004.006.00-0.571.08
The chart of Omega ratio for MX, currently valued at 0.93, compared to the broader market0.501.001.502.000.931.13
The chart of Calmar ratio for MX, currently valued at -0.27, compared to the broader market0.002.004.006.00-0.270.95
The chart of Martin ratio for MX, currently valued at -0.79, compared to the broader market-10.000.0010.0020.0030.00-0.792.13
MX
KB

The current MX Sharpe Ratio is -0.54, which is lower than the KB Sharpe Ratio of 0.56. 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-1.000.001.002.00SeptemberOctoberNovemberDecember2025February
-0.54
0.56
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 4.97%.


TTM20242023202220212020201920182017201620152014
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.
4.97%5.01%2.81%5.78%5.27%3.97%4.32%4.00%3.06%3.10%3.05%2.17%

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%SeptemberOctoberNovemberDecember2025February
-81.64%
-20.68%
MX
KB

Volatility

MX vs. KB - Volatility Comparison

Magnachip Semiconductor Corporation (MX) has a higher volatility of 15.42% compared to KB Financial Group Inc. (KB) at 7.23%. This indicates that MX's price experiences larger fluctuations and is considered to be riskier than KB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
15.42%
7.23%
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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