MX vs. KB
Compare and contrast key facts about Magnachip Semiconductor Corporation (MX) and KB Financial Group Inc. (KB).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MX or KB.
Performance
MX vs. KB - Performance Comparison
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
-50.27%
-24.19%
-25.10%
-44.66%
-20.78%
-10.57%
KB
65.12%
-5.02%
11.22%
64.29%
17.04%
10.68%
Fundamentals
MX | KB | |
---|---|---|
Market Cap | $143.60M | $25.07B |
EPS | -$1.16 | $7.75 |
PEG Ratio | 1.08 | 0.71 |
Total Revenue (TTM) | $213.52M | $52.25T |
Gross Profit (TTM) | $41.56M | $63.19T |
EBITDA (TTM) | -$49.76M | -$873.52B |
Key characteristics
MX | KB | |
---|---|---|
Sharpe Ratio | -1.19 | 1.66 |
Sortino Ratio | -1.79 | 2.53 |
Omega Ratio | 0.77 | 1.30 |
Calmar Ratio | -0.53 | 1.70 |
Martin Ratio | -1.37 | 9.61 |
Ulcer Index | 33.20% | 6.72% |
Daily Std Dev | 38.38% | 38.88% |
Max Drawdown | -86.16% | -84.24% |
Current Drawdown | -86.16% | -9.59% |
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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.
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.
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%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 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.
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.
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.
Total Revenue: Total amount of money received from sales and other business activities