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PKX vs. DD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PKX and DD is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

PKX vs. DD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in POSCO Holdings Inc. (PKX) and DuPont de Nemours, Inc. (DD). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%NovemberDecember2025FebruaryMarchApril
9.10%
-13.54%
PKX
DD

Key characteristics

Sharpe Ratio

PKX:

-0.94

DD:

-0.67

Sortino Ratio

PKX:

-1.35

DD:

-0.82

Omega Ratio

PKX:

0.84

DD:

0.88

Calmar Ratio

PKX:

-0.53

DD:

-0.56

Martin Ratio

PKX:

-1.45

DD:

-2.20

Ulcer Index

PKX:

25.17%

DD:

9.64%

Daily Std Dev

PKX:

38.96%

DD:

31.57%

Max Drawdown

PKX:

-80.03%

DD:

-62.03%

Current Drawdown

PKX:

-64.35%

DD:

-33.60%

Fundamentals

Market Cap

PKX:

$13.80B

DD:

$24.65B

EPS

PKX:

$2.11

DD:

$1.77

PE Ratio

PKX:

21.63

DD:

33.27

PEG Ratio

PKX:

0.89

DD:

0.32

Total Revenue (TTM)

PKX:

$54.64T

DD:

$9.46B

Gross Profit (TTM)

PKX:

$20.82T

DD:

$3.64B

EBITDA (TTM)

PKX:

$3.64T

DD:

$2.07B

Returns By Period

In the year-to-date period, PKX achieves a 5.24% return, which is significantly higher than DD's -22.38% return.


PKX

YTD

5.24%

1M

-12.80%

6M

-32.58%

1Y

-34.27%

5Y*

7.36%

10Y*

1.05%

DD

YTD

-22.38%

1M

-23.61%

6M

-31.29%

1Y

-18.69%

5Y*

11.06%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

PKX vs. DD — Risk-Adjusted Performance Rank

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

PKX
The Risk-Adjusted Performance Rank of PKX is 1414
Overall Rank
The Sharpe Ratio Rank of PKX is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of PKX is 1010
Sortino Ratio Rank
The Omega Ratio Rank of PKX is 1313
Omega Ratio Rank
The Calmar Ratio Rank of PKX is 2323
Calmar Ratio Rank
The Martin Ratio Rank of PKX is 1616
Martin Ratio Rank

DD
The Risk-Adjusted Performance Rank of DD is 1616
Overall Rank
The Sharpe Ratio Rank of DD is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of DD is 2121
Sortino Ratio Rank
The Omega Ratio Rank of DD is 1919
Omega Ratio Rank
The Calmar Ratio Rank of DD is 2121
Calmar Ratio Rank
The Martin Ratio Rank of DD is 11
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.

PKX vs. DD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for POSCO Holdings Inc. (PKX) and DuPont de Nemours, Inc. (DD). 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.


The chart of Sharpe ratio for PKX, currently valued at -0.94, compared to the broader market-2.00-1.000.001.002.00
PKX: -0.94
DD: -0.67
The chart of Sortino ratio for PKX, currently valued at -1.35, compared to the broader market-6.00-4.00-2.000.002.004.00
PKX: -1.35
DD: -0.82
The chart of Omega ratio for PKX, currently valued at 0.84, compared to the broader market0.501.001.502.00
PKX: 0.84
DD: 0.88
The chart of Calmar ratio for PKX, currently valued at -0.53, compared to the broader market0.001.002.003.004.00
PKX: -0.53
DD: -0.56
The chart of Martin ratio for PKX, currently valued at -1.45, compared to the broader market-5.000.005.0010.0015.0020.00
PKX: -1.45
DD: -2.20

The current PKX Sharpe Ratio is -0.94, which is lower than the DD Sharpe Ratio of -0.67. The chart below compares the historical Sharpe Ratios of PKX and DD, 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-1.50-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.94
-0.67
PKX
DD

Dividends

PKX vs. DD - Dividend Comparison

PKX's dividend yield for the trailing twelve months is around 2.00%, less than DD's 2.63% yield.


TTM20242023202220212020201920182017201620152014
PKX
POSCO Holdings Inc.
2.00%4.28%1.50%2.74%6.17%2.81%4.08%4.04%2.34%3.32%4.85%2.91%
DD
DuPont de Nemours, Inc.
2.63%1.99%1.87%1.92%1.49%1.69%0.93%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PKX vs. DD - Drawdown Comparison

The maximum PKX drawdown since its inception was -80.03%, which is greater than DD's maximum drawdown of -62.03%. Use the drawdown chart below to compare losses from any high point for PKX and DD. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-64.35%
-33.60%
PKX
DD

Volatility

PKX vs. DD - Volatility Comparison

The current volatility for POSCO Holdings Inc. (PKX) is 16.50%, while DuPont de Nemours, Inc. (DD) has a volatility of 23.32%. This indicates that PKX experiences smaller price fluctuations and is considered to be less risky than DD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
16.50%
23.32%
PKX
DD

Financials

PKX vs. DD - Financials Comparison

This section allows you to compare key financial metrics between POSCO Holdings Inc. and DuPont de Nemours, 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