PKX vs. LSAF
PKX (POSCO Holdings Inc.) is a stock, while LSAF (LeaderShares AlphaFactor US Core Equity ETF) is Mid Cap Blend Equities fund tracking the AlphaFactor US Core Equity Index. Over the past 5 years, PKX returned -4.14%/yr vs 10.78%/yr for LSAF. At a 0.47 correlation, their price movements are largely independent.
Performance
PKX vs. LSAF - Performance Comparison
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Returns By Period
In the year-to-date period, PKX achieves a -1.75% return, which is significantly lower than LSAF's 18.02% return.
PKX
- 1D
- 4.50%
- 1M
- -17.44%
- 6M
- -1.49%
- YTD
- -1.75%
- 1Y
- -8.67%
- 3Y*
- -9.99%
- 5Y*
- -4.14%
- 10Y*
- 3.33%
LSAF
- 1D
- 0.61%
- 1M
- 2.64%
- 6M
- 13.68%
- YTD
- 18.02%
- 1Y
- 25.16%
- 3Y*
- 19.00%
- 5Y*
- 10.78%
- 10Y*
- —
PKX vs. LSAF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
PKX POSCO Holdings Inc. | -1.75% | 27.24% | -52.98% | 77.86% | -3.49% | -3.40% | 25.14% | -7.86% | -17.33% |
LSAF LeaderShares AlphaFactor US Core Equity ETF | 18.02% | 12.01% | 18.09% | 15.48% | -13.12% | 22.75% | 6.92% | 28.35% | -15.47% |
Correlation
The correlation between PKX and LSAF is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Oct 2, 2018 | 0.47 |
Over the past year, the correlation between PKX and LSAF has dropped to 0.25 - well below their long-term average of 0.47, suggesting their price drivers have been diverging.
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Return for Risk
PKX vs. LSAF — Risk / Return Rank
PKX
LSAF
PKX vs. LSAF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for POSCO Holdings Inc. (PKX) and LeaderShares AlphaFactor US Core Equity ETF (LSAF). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PKX | LSAF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.85 | ||
| Sortino ratioReturn per unit of downside risk | -2.42 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.29 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.16 | 3.64 | -3.81 |
| Martin ratioReturn relative to average drawdown | -0.44 | 12.00 | -12.44 |
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Drawdowns
PKX vs. LSAF - Drawdown Comparison
The maximum PKX drawdown since its inception was -82.11%, which is greater than LSAF's maximum drawdown of -41.67%. Use the drawdown chart below to compare losses from any high point for PKX and LSAF.
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Drawdown Indicators
| PKX | LSAF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.11% | -41.67% | -40.44% |
Max Drawdown (1Y)Largest decline over 1 year | -45.53% | -6.58% | -38.95% |
Max Drawdown (3Y)Largest decline over 3 years | -68.71% | -20.26% | -48.45% |
Max Drawdown (5Y)Largest decline over 5 years | -68.71% | -24.94% | -43.77% |
Max Drawdown (10Y)Largest decline over 10 years | -71.23% | — | — |
Current DrawdownCurrent decline from peak | -58.63% | 0.00% | -58.63% |
Average DrawdownAverage peak-to-trough decline | -44.25% | -6.25% | -38.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.09% | 2.01% | +15.08% |
Volatility
PKX vs. LSAF - Volatility Comparison
POSCO Holdings Inc. (PKX) has a higher volatility of 16.42% compared to LeaderShares AlphaFactor US Core Equity ETF (LSAF) at 3.59%. This indicates that PKX's price experiences larger fluctuations and is considered to be riskier than LSAF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PKX | LSAF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.42% | 3.59% | +12.83% |
Volatility (6M)Calculated over the trailing 6-month period | 36.10% | 10.37% | +25.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.34% | 14.33% | +29.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.32% | 18.40% | +21.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.85% | 21.78% | +16.07% |
Dividends
PKX vs. LSAF - Dividend Comparison
PKX's dividend yield for the trailing twelve months is around 1.67%, more than LSAF's 0.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LSAF LeaderShares AlphaFactor US Core Equity ETF | 0.58% | 0.69% | 0.42% | 0.84% | 0.96% | 0.37% | 0.53% | 0.71% | 0.20% | 0.00% | 0.00% | 0.00% |
PKX POSCO Holdings Inc. | 1.67% | 3.32% | 5.32% | 1.50% | 2.74% | 3.54% | 1.61% | 0.00% | 0.00% | 1.70% | 3.32% | 4.85% |
Frequently Asked Questions
PKX and LSAF have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PKX has higher volatility (16.42%) compared to LSAF (3.59%). In terms of maximum drawdown, PKX dropped -82.11% vs LSAF's -41.67%.
LSAF currently has the higher Sharpe Ratio (1.67 vs -0.17), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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