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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.


-0.50.00.51.00.4

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.

10.00%20.00%30.00%40.00%50.00%60.00%70.00%JulyAugustSeptemberOctoberNovemberDecember
6.32%
13.39%
PKX
DD

Key characteristics

Sharpe Ratio

PKX:

-1.50

DD:

0.29

Sortino Ratio

PKX:

-2.43

DD:

0.56

Omega Ratio

PKX:

0.72

DD:

1.09

Calmar Ratio

PKX:

-0.79

DD:

0.30

Martin Ratio

PKX:

-1.83

DD:

1.18

Ulcer Index

PKX:

28.23%

DD:

6.40%

Daily Std Dev

PKX:

34.50%

DD:

25.98%

Max Drawdown

PKX:

-80.03%

DD:

-62.03%

Current Drawdown

PKX:

-65.25%

DD:

-12.92%

Fundamentals

Market Cap

PKX:

$13.86B

DD:

$33.49B

EPS

PKX:

$2.58

DD:

$1.28

PE Ratio

PKX:

17.72

DD:

62.60

PEG Ratio

PKX:

0.89

DD:

0.44

Total Revenue (TTM)

PKX:

$73.59T

DD:

$12.19B

Gross Profit (TTM)

PKX:

$5.39T

DD:

$3.81B

EBITDA (TTM)

PKX:

$5.39T

DD:

$2.21B

Returns By Period

In the year-to-date period, PKX achieves a -52.06% return, which is significantly lower than DD's 2.86% return.


PKX

YTD

-52.06%

1M

-14.41%

6M

-33.09%

1Y

-52.26%

5Y*

0.47%

10Y*

-0.18%

DD

YTD

2.86%

1M

-4.78%

6M

-2.96%

1Y

6.76%

5Y*

6.14%

10Y*

N/A

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

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.


Sharpe ratio
The chart of Sharpe ratio for PKX, currently valued at -1.50, compared to the broader market-4.00-2.000.002.00-1.500.29
The chart of Sortino ratio for PKX, currently valued at -2.43, compared to the broader market-4.00-2.000.002.004.00-2.430.56
The chart of Omega ratio for PKX, currently valued at 0.72, compared to the broader market0.501.001.502.000.721.09
The chart of Calmar ratio for PKX, currently valued at -0.79, compared to the broader market0.002.004.006.00-0.790.30
The chart of Martin ratio for PKX, currently valued at -1.83, compared to the broader market0.0010.0020.00-1.831.18
PKX
DD

The current PKX Sharpe Ratio is -1.50, which is lower than the DD Sharpe Ratio of 0.29. 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-1.50-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-1.50
0.29
PKX
DD

Dividends

PKX vs. DD - Dividend Comparison

PKX's dividend yield for the trailing twelve months is around 3.15%, more than DD's 1.96% yield.


TTM20232022202120202019201820172016201520142013
PKX
POSCO Holdings Inc.
3.15%1.50%2.74%6.17%2.81%4.08%4.04%2.34%3.32%4.85%2.91%2.39%
DD
DuPont de Nemours, Inc.
1.96%1.87%1.92%1.49%1.69%0.93%0.00%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%JulyAugustSeptemberOctoberNovemberDecember
-65.25%
-12.92%
PKX
DD

Volatility

PKX vs. DD - Volatility Comparison

POSCO Holdings Inc. (PKX) has a higher volatility of 9.50% compared to DuPont de Nemours, Inc. (DD) at 4.94%. This indicates that PKX's price experiences larger fluctuations and is considered to be riskier than DD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
9.50%
4.94%
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
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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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