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

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%JuneJulyAugustSeptemberOctoberNovember
-25.12%
11.22%
MX
KB

Returns By Period

In the year-to-date period, MX achieves a -50.27% return, which is significantly lower than KB's 65.12% return. Over the past 10 years, MX has underperformed KB with an annualized return of -10.57%, while KB has yielded a comparatively higher 10.68% annualized return.


MX

YTD

-50.27%

1M

-24.19%

6M

-25.10%

1Y

-44.66%

5Y (annualized)

-20.78%

10Y (annualized)

-10.57%

KB

YTD

65.12%

1M

-5.02%

6M

11.22%

1Y

64.29%

5Y (annualized)

17.04%

10Y (annualized)

10.68%

Fundamentals


MXKB
Market Cap$143.60M$25.07B
EPS-$1.16$7.75
PEG Ratio1.080.71
Total Revenue (TTM)$213.52M$52.25T
Gross Profit (TTM)$41.56M$63.19T
EBITDA (TTM)-$49.76M-$873.52B

Key characteristics


MXKB
Sharpe Ratio-1.191.66
Sortino Ratio-1.792.53
Omega Ratio0.771.30
Calmar Ratio-0.531.70
Martin Ratio-1.379.61
Ulcer Index33.20%6.72%
Daily Std Dev38.38%38.88%
Max Drawdown-86.16%-84.24%
Current Drawdown-86.16%-9.59%

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Correlation

-0.50.00.51.00.2

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.

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 -1.19, compared to the broader market-4.00-2.000.002.004.00-1.191.66
The chart of Sortino ratio for MX, currently valued at -1.79, compared to the broader market-4.00-2.000.002.004.00-1.792.53
The chart of Omega ratio for MX, currently valued at 0.77, compared to the broader market0.501.001.502.000.771.30
The chart of Calmar ratio for MX, currently valued at -0.53, compared to the broader market0.002.004.006.00-0.532.48
The chart of Martin ratio for MX, currently valued at -1.37, compared to the broader market-10.000.0010.0020.0030.00-1.379.61
MX
KB

The current MX Sharpe Ratio is -1.19, which is lower than the KB Sharpe Ratio of 1.66. 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-2.00-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-1.19
1.66
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 3.50%.


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.
3.50%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 -86.16%, 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%JuneJulyAugustSeptemberOctoberNovember
-86.16%
-9.59%
MX
KB

Volatility

MX vs. KB - Volatility Comparison

Magnachip Semiconductor Corporation (MX) has a higher volatility of 17.74% compared to KB Financial Group Inc. (KB) at 11.49%. 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.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%JuneJulyAugustSeptemberOctoberNovember
17.74%
11.49%
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