SBSW vs. MKOR
SBSW (Sibanye Stillwater Limited) is a stock, while MKOR (Matthews Korea Active ETF) is Asia Pacific Equities fund actively managed by Matthews. Over the past year, SBSW returned 27.92% vs 133.32% for MKOR. At a 0.35 correlation, their price movements are largely independent.
Performance
SBSW vs. MKOR - Performance Comparison
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Returns By Period
In the year-to-date period, SBSW achieves a -37.97% return, which is significantly lower than MKOR's 85.78% return.
SBSW
- 1D
- -4.56%
- 1M
- -24.91%
- YTD
- -37.97%
- 6M
- -41.46%
- 1Y
- 27.92%
- 3Y*
- 12.09%
- 5Y*
- -9.11%
- 10Y*
- -0.83%
MKOR
- 1D
- 1.50%
- 1M
- 3.61%
- YTD
- 85.78%
- 6M
- 90.48%
- 1Y
- 133.32%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SBSW vs. MKOR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SBSW Sibanye Stillwater Limited | -37.97% | 331.82% | -39.23% | -23.01% |
MKOR Matthews Korea Active ETF | 85.78% | 70.33% | -15.76% | -2.52% |
Correlation
The correlation between SBSW and MKOR is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Jul 17, 2023 | 0.35 |
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Return for Risk
SBSW vs. MKOR — Risk / Return Rank
SBSW
MKOR
SBSW vs. MKOR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sibanye Stillwater Limited (SBSW) and Matthews Korea Active ETF (MKOR). 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.
| SBSW | MKOR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.80 | ||
| Sortino ratioReturn per unit of downside risk | -2.41 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.50 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | 0.48 | 6.50 | -6.02 |
| Martin ratioReturn relative to average drawdown | 1.11 | 23.54 | -22.44 |
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Drawdowns
SBSW vs. MKOR - Drawdown Comparison
The maximum SBSW drawdown since its inception was -89.24%, which is greater than MKOR's maximum drawdown of -22.09%. Use the drawdown chart below to compare losses from any high point for SBSW and MKOR.
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Drawdown Indicators
| SBSW | MKOR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.24% | -22.09% | -67.15% |
Max Drawdown (1Y)Largest decline over 1 year | -58.15% | -20.62% | -37.53% |
Max Drawdown (3Y)Largest decline over 3 years | -58.18% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -82.53% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -89.24% | — | — |
Current DrawdownCurrent decline from peak | -58.15% | -9.87% | -48.28% |
Average DrawdownAverage peak-to-trough decline | -48.22% | -6.28% | -41.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.25% | 5.68% | +19.57% |
Volatility
SBSW vs. MKOR - Volatility Comparison
The current volatility for Sibanye Stillwater Limited (SBSW) is 21.22%, while Matthews Korea Active ETF (MKOR) has a volatility of 23.08%. This indicates that SBSW experiences smaller price fluctuations and is considered to be less risky than MKOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBSW | MKOR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.22% | 23.08% | -1.86% |
Volatility (6M)Calculated over the trailing 6-month period | 53.20% | 38.99% | +14.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 68.79% | 41.93% | +26.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 60.11% | 29.27% | +30.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 64.17% | 29.27% | +34.90% |
Dividends
SBSW vs. MKOR - Dividend Comparison
SBSW's dividend yield for the trailing twelve months is around 3.82%, more than MKOR's 1.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MKOR Matthews Korea Active ETF | 1.41% | 2.62% | 5.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SBSW Sibanye Stillwater Limited | 3.82% | 0.00% | 0.00% | 6.98% | 7.68% | 13.34% | 0.75% | 0.00% | 0.00% | 2.68% | 5.12% | 3.05% |
Frequently Asked Questions
SBSW and MKOR have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MKOR has higher volatility (23.08%) compared to SBSW (21.22%). In terms of maximum drawdown, SBSW dropped -89.24% vs MKOR's -22.09%.
MKOR currently has the higher Sharpe Ratio (3.21 vs 0.41), 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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