PKX vs. SPY
PKX (POSCO Holdings Inc.) is a stock, while SPY (State Street SPDR S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, PKX returned 2.82%/yr vs 15.07%/yr for SPY. Their 0.43 correlation means their historical movements had little consistent relationship.
Performance
PKX vs. SPY - Performance Comparison
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Returns By Period
In the year-to-date period, PKX achieves a -0.08% return, which is significantly lower than SPY's 10.13% return. Over the past 10 years, PKX has underperformed SPY with an annualized return of 2.82%, while SPY has yielded a comparatively higher 15.07% annualized return.
PKX
- 1D
- -2.42%
- 1M
- 2.01%
- 6M
- -10.37%
- YTD
- -0.08%
- 1Y
- 4.08%
- 3Y*
- -21.67%
- 5Y*
- -4.80%
- 10Y*
- 2.82%
- ALL TIME*
- 3.67%
SPY
- 1D
- 0.72%
- 1M
- 0.30%
- 6M
- 8.53%
- YTD
- 10.13%
- 1Y
- 21.49%
- 3Y*
- 19.32%
- 5Y*
- 12.76%
- 10Y*
- 15.07%
- ALL TIME*
- 10.79%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $19.55M | $20.07M | $24.57M | |
| $37.27B | $35.99B | $39.23B |
PKX vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PKX POSCO Holdings Inc. | -0.08% | 27.24% | -52.98% | 77.86% | -3.49% | -3.40% | 25.14% | -7.86% | -29.68% | 51.95% |
SPY State Street SPDR S&P 500 ETF | 10.13% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Correlation
The correlation between PKX and SPY is 0.37, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.37 |
Correlation (3Y) Balances recent behavior with more history. | 0.38 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.40 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.45 |
Correlation (All Time) Calculated using the full available price history since Oct 14, 1994 | 0.43 |
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Return for Risk
PKX vs. SPY — Risk / Return Rank
PKX
SPY
PKX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for POSCO Holdings Inc. (PKX) and State Street SPDR S&P 500 ETF (SPY). 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 | SPY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.54 | ||
| Sortino ratioReturn per unit of downside risk | -1.81 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.27 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | 2.20 | -2.23 |
| Martin ratioReturn relative to average drawdown | -0.06 | 9.40 | -9.46 |
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Drawdowns
PKX vs. SPY - Drawdown Comparison
The maximum PKX drawdown since its inception was -82.11%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for PKX and SPY.
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Drawdown Indicators
| PKX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.11% | -55.19% | -26.92% |
Max Drawdown (1Y)Largest decline over 1 year | -46.93% | -8.88% | -38.05% |
Max Drawdown (3Y)Largest decline over 3 years | -63.70% | -18.76% | -44.94% |
Max Drawdown (5Y)Largest decline over 5 years | -68.71% | -24.50% | -44.21% |
Max Drawdown (10Y)Largest decline over 10 years | -71.23% | -33.72% | -37.51% |
Current DrawdownCurrent decline from peak | -57.93% | -1.40% | -56.53% |
Average DrawdownAverage peak-to-trough decline | -44.28% | -9.01% | -35.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.61% | 2.08% | +16.53% |
Volatility
PKX vs. SPY - Volatility Comparison
POSCO Holdings Inc. (PKX) has a higher volatility of 15.92% compared to State Street SPDR S&P 500 ETF (SPY) at 3.58%. This indicates that PKX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PKX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.92% | 3.58% | +12.34% |
Volatility (6M)Calculated over the trailing 6-month period | 34.46% | 10.14% | +24.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.64% | 12.89% | +31.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.76% | 17.18% | +23.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.03% | 17.95% | +20.08% |
Dividends
PKX vs. SPY - Dividend Comparison
PKX's dividend yield for the trailing twelve months is around 1.64%, more than SPY's 1.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PKX POSCO Holdings Inc. | 1.64% | 3.32% | 5.32% | 1.50% | 2.74% | 3.54% | 1.61% | 0.00% | 0.00% | 1.70% | 3.32% | 4.85% |
SPY State Street SPDR S&P 500 ETF | 1.01% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Frequently Asked Questions
PKX and SPY have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PKX has higher volatility (15.92%) compared to SPY (3.58%). In terms of maximum drawdown, PKX dropped -82.11% vs SPY's -55.19%.
SPY currently has the higher Sharpe Ratio (1.52 vs -0.02), 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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