PortfoliosLab logo
SKM vs. AVGO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SKM and AVGO is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

SKM vs. AVGO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SK Telecom Co.,Ltd (SKM) and Broadcom Inc. (AVGO). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

SKM:

0.03

AVGO:

0.99

Sortino Ratio

SKM:

0.38

AVGO:

1.73

Omega Ratio

SKM:

1.05

AVGO:

1.23

Calmar Ratio

SKM:

0.12

AVGO:

1.50

Martin Ratio

SKM:

0.43

AVGO:

4.15

Ulcer Index

SKM:

7.70%

AVGO:

14.86%

Daily Std Dev

SKM:

21.94%

AVGO:

62.84%

Max Drawdown

SKM:

-74.37%

AVGO:

-48.30%

Current Drawdown

SKM:

-23.85%

AVGO:

-16.24%

Fundamentals

Market Cap

SKM:

$7.97B

AVGO:

$978.95B

EPS

SKM:

$2.28

AVGO:

$2.15

PE Ratio

SKM:

9.12

AVGO:

96.84

PEG Ratio

SKM:

1.85

AVGO:

0.55

PS Ratio

SKM:

0.00

AVGO:

17.95

PB Ratio

SKM:

0.95

AVGO:

14.00

Total Revenue (TTM)

SKM:

$17.98T

AVGO:

$42.04B

Gross Profit (TTM)

SKM:

$14.34T

AVGO:

$27.50B

EBITDA (TTM)

SKM:

$5.09T

AVGO:

$19.89B

Returns By Period

In the year-to-date period, SKM achieves a -1.19% return, which is significantly higher than AVGO's -9.92% return. Over the past 10 years, SKM has underperformed AVGO with an annualized return of 1.34%, while AVGO has yielded a comparatively higher 36.26% annualized return.


SKM

YTD

-1.19%

1M

-1.75%

6M

-6.52%

1Y

0.42%

5Y*

6.95%

10Y*

1.34%

AVGO

YTD

-9.92%

1M

20.84%

6M

14.02%

1Y

58.12%

5Y*

53.95%

10Y*

36.26%

*Annualized

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

SKM vs. AVGO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SKM
The Risk-Adjusted Performance Rank of SKM is 5353
Overall Rank
The Sharpe Ratio Rank of SKM is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of SKM is 4848
Sortino Ratio Rank
The Omega Ratio Rank of SKM is 4747
Omega Ratio Rank
The Calmar Ratio Rank of SKM is 5858
Calmar Ratio Rank
The Martin Ratio Rank of SKM is 5858
Martin Ratio Rank

AVGO
The Risk-Adjusted Performance Rank of AVGO is 8484
Overall Rank
The Sharpe Ratio Rank of AVGO is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of AVGO is 8282
Sortino Ratio Rank
The Omega Ratio Rank of AVGO is 8080
Omega Ratio Rank
The Calmar Ratio Rank of AVGO is 9090
Calmar Ratio Rank
The Martin Ratio Rank of AVGO is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SKM vs. AVGO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SK Telecom Co.,Ltd (SKM) and Broadcom Inc. (AVGO). 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.


The current SKM Sharpe Ratio is 0.03, which is lower than the AVGO Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of SKM and AVGO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

SKM vs. AVGO - Dividend Comparison

SKM's dividend yield for the trailing twelve months is around 5.15%, more than AVGO's 1.07% yield.


TTM20242023202220212020201920182017201620152014
SKM
SK Telecom Co.,Ltd
5.15%4.76%6.86%6.81%73.99%2.45%2.37%2.20%2.25%2.84%2.91%2.15%
AVGO
Broadcom Inc.
1.07%0.94%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%

Drawdowns

SKM vs. AVGO - Drawdown Comparison

The maximum SKM drawdown since its inception was -74.37%, which is greater than AVGO's maximum drawdown of -48.30%. Use the drawdown chart below to compare losses from any high point for SKM and AVGO. For additional features, visit the drawdowns tool.


Loading data...

Volatility

SKM vs. AVGO - Volatility Comparison

The current volatility for SK Telecom Co.,Ltd (SKM) is 10.63%, while Broadcom Inc. (AVGO) has a volatility of 14.08%. This indicates that SKM experiences smaller price fluctuations and is considered to be less risky than AVGO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...

Financials

SKM vs. AVGO - Financials Comparison

This section allows you to compare key financial metrics between SK Telecom Co.,Ltd and Broadcom 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


0.001.00T2.00T3.00T4.00T5.00T20212022202320242025
4.51T
14.92B
(SKM) Total Revenue
(AVGO) Total Revenue
Values in USD except per share items

SKM vs. AVGO - Profitability Comparison

The chart below illustrates the profitability comparison between SK Telecom Co.,Ltd and Broadcom Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-50.0%0.0%50.0%100.0%20212022202320242025
69.3%
68.0%
(SKM) Gross Margin
(AVGO) Gross Margin
SKM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, SK Telecom Co.,Ltd reported a gross profit of 3.13T and revenue of 4.51T. Therefore, the gross margin over that period was 69.3%.

AVGO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Broadcom Inc. reported a gross profit of 10.15B and revenue of 14.92B. Therefore, the gross margin over that period was 68.0%.

SKM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, SK Telecom Co.,Ltd reported an operating income of 254.10B and revenue of 4.51T, resulting in an operating margin of 5.6%.

AVGO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Broadcom Inc. reported an operating income of 6.26B and revenue of 14.92B, resulting in an operating margin of 42.0%.

SKM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, SK Telecom Co.,Ltd reported a net income of 342.60B and revenue of 4.51T, resulting in a net margin of 7.6%.

AVGO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Broadcom Inc. reported a net income of 5.50B and revenue of 14.92B, resulting in a net margin of 36.9%.