SHG vs. TEVA
SHG (Shinhan Financial Group Co., Ltd.) and TEVA (Teva Pharmaceutical Industries Limited) are both stocks. SHG operates in Banks - Regional (Financial Services), while TEVA operates in Drug Manufacturers - Specialty & Generic (Healthcare). Over the past 10 years, SHG returned 9.12%/yr vs -4.15%/yr for TEVA. At a 0.22 correlation, their price movements are largely independent.
Performance
SHG vs. TEVA - Performance Comparison
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Returns By Period
In the year-to-date period, SHG achieves a 19.17% return, which is significantly higher than TEVA's 6.57% return. Over the past 10 years, SHG has outperformed TEVA with an annualized return of 9.12%, while TEVA has yielded a comparatively lower -4.15% annualized return.
SHG
- 1D
- -4.85%
- 1M
- -6.76%
- YTD
- 19.17%
- 6M
- 19.73%
- 1Y
- 50.24%
- 3Y*
- 37.29%
- 5Y*
- 15.51%
- 10Y*
- 9.12%
TEVA
- 1D
- -2.72%
- 1M
- -6.91%
- YTD
- 6.57%
- 6M
- 17.40%
- 1Y
- 87.17%
- 3Y*
- 65.55%
- 5Y*
- 25.39%
- 10Y*
- -4.15%
SHG vs. TEVA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SHG Shinhan Financial Group Co., Ltd. | 19.17% | 68.28% | 12.80% | 15.25% | -4.61% | 5.27% | -21.83% | 7.27% | -23.51% | 23.27% |
TEVA Teva Pharmaceutical Industries Limited | 6.57% | 41.61% | 111.11% | 14.47% | 13.86% | -16.99% | -1.53% | -36.45% | -18.63% | -46.18% |
Correlation
The correlation between SHG and TEVA is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Sep 17, 2003 | 0.22 |
Fundamentals
SHG:
$30.83B
TEVA:
$39.21B
SHG:
$10.58K
TEVA:
$1.34
SHG:
0.01
TEVA:
24.87
SHG:
0.00
TEVA:
0.19
SHG:
0.00
TEVA:
2.24
SHG:
0.00
TEVA:
4.76
SHG:
$34.80T
TEVA:
$17.35B
SHG:
$16.62T
TEVA:
$9.03B
SHG:
$8.32T
TEVA:
$3.05B
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Return for Risk
SHG vs. TEVA — Risk / Return Rank
SHG
TEVA
SHG vs. TEVA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shinhan Financial Group Co., Ltd. (SHG) and Teva Pharmaceutical Industries Limited (TEVA). 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.
| SHG | TEVA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.59 | ||
| Sortino ratioReturn per unit of downside risk | -1.01 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.43 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.80 | 4.02 | -1.22 |
| Martin ratioReturn relative to average drawdown | 7.79 | 10.94 | -3.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SHG | TEVA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.67 | 2.25 | -0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.59 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | -0.09 | +0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.31 | -0.09 |
Drawdowns
SHG vs. TEVA - Drawdown Comparison
The maximum SHG drawdown since its inception was -82.02%, smaller than the maximum TEVA drawdown of -90.89%. Use the drawdown chart below to compare losses from any high point for SHG and TEVA.
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Drawdown Indicators
| SHG | TEVA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.02% | -90.89% | +8.87% |
Max Drawdown (1Y)Largest decline over 1 year | -18.03% | -21.79% | +3.76% |
Max Drawdown (3Y)Largest decline over 3 years | -35.19% | -43.70% | +8.51% |
Max Drawdown (5Y)Largest decline over 5 years | -37.00% | -43.70% | +6.70% |
Max Drawdown (10Y)Largest decline over 10 years | -65.50% | -88.41% | +22.91% |
Current DrawdownCurrent decline from peak | -10.89% | -50.84% | +39.95% |
Average DrawdownAverage peak-to-trough decline | -33.84% | -32.00% | -1.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.47% | 8.00% | -1.53% |
Volatility
SHG vs. TEVA - Volatility Comparison
Shinhan Financial Group Co., Ltd. (SHG) and Teva Pharmaceutical Industries Limited (TEVA) have volatilities of 9.51% and 9.18%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SHG | TEVA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.51% | 9.18% | +0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 22.62% | 23.54% | -0.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.37% | 38.97% | -8.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.92% | 42.94% | -13.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.32% | 47.34% | -17.02% |
Dividends
SHG vs. TEVA - Dividend Comparison
SHG's dividend yield for the trailing twelve months is around 0.64%, while TEVA has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHG Shinhan Financial Group Co., Ltd. | 0.64% | 2.24% | 5.96% | 3.87% | 5.54% | 1.54% | 0.00% | 0.00% | 0.00% | 0.00% | 3.35% | 3.10% |
TEVA Teva Pharmaceutical Industries Limited | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 3.88% | 3.19% | 1.77% |
Financials
SHG vs. TEVA - Financials Comparison
This section allows you to compare key financial metrics between Shinhan Financial Group Co., Ltd. and Teva Pharmaceutical Industries Limited. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
SHG vs. TEVA - Profitability Comparison
SHG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Shinhan Financial Group Co., Ltd. reported a gross profit of 4.19T and revenue of 8.73T. Therefore, the gross margin over that period was 48.0%.
TEVA - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Teva Pharmaceutical Industries Limited reported a gross profit of 1.97B and revenue of 3.98B. Therefore, the gross margin over that period was 49.5%.
SHG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Shinhan Financial Group Co., Ltd. reported an operating income of 2.29T and revenue of 8.73T, resulting in an operating margin of 26.2%.
TEVA - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Teva Pharmaceutical Industries Limited reported an operating income of 652.00M and revenue of 3.98B, resulting in an operating margin of 16.4%.
SHG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Shinhan Financial Group Co., Ltd. reported a net income of 1.62T and revenue of 8.73T, resulting in a net margin of 18.6%.
TEVA - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Teva Pharmaceutical Industries Limited reported a net income of 369.00M and revenue of 3.98B, resulting in a net margin of 9.3%.
Frequently Asked Questions
SHG and TEVA have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SHG has higher volatility (9.51%) compared to TEVA (9.18%). In terms of maximum drawdown, SHG dropped -82.02% vs TEVA's -90.89%.
TEVA currently has the higher Sharpe Ratio (2.25 vs 1.67), 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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