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SKM vs. CDNS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SKM vs. CDNS - Performance Comparison

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

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Returns By Period

In the year-to-date period, SKM achieves a 54.07% return, which is significantly higher than CDNS's 8.78% return. Over the past 10 years, SKM has underperformed CDNS with an annualized return of 7.05%, while CDNS has yielded a comparatively higher 30.38% annualized return.


SKM

1D
-0.50%
1M
-0.53%
6M
12.20%
YTD
54.07%
1Y
45.38%
3Y*
21.52%
5Y*
7.38%
10Y*
7.05%
ALL TIME*
5.54%

CDNS

1D
2.16%
1M
-8.88%
6M
14.73%
YTD
8.78%
1Y
-4.75%
3Y*
13.32%
5Y*
18.16%
10Y*
30.38%
ALL TIME*
10.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$973.07M$815.70M$896.70M
$101.53M$89.14M$101.58M

SKM vs. CDNS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SKM
SK Telecom Co.,Ltd
54.07%2.55%2.85%11.56%-17.77%14.59%6.47%-13.77%-3.98%34.06%
CDNS
Cadence Design Systems, Inc.
8.78%4.03%10.31%69.55%-13.80%36.59%96.70%59.52%3.97%65.82%

Correlation

The correlation between SKM and CDNS is 0.09, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.09

Correlation (3Y)
Balances recent behavior with more history.

0.13

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.21

Correlation (10Y)
Provides a long-term view across more market conditions.

0.23

Correlation (All Time)
Calculated using the full available price history since Jun 27, 1996

0.24

The correlation between SKM and CDNS shifts across timeframes, from 0.09 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

SKM:

$12.14B

CDNS:

$93.78B

EPS

SKM:

₩116.04

CDNS:

$5.03

PE Ratio

SKM:

390.29

CDNS:

67.57

PS Ratio

SKM:

1.36

CDNS:

15.95

PB Ratio

SKM:

1.34

CDNS:

10.74

Total Revenue (TTM)

SKM:

₩12.65T

CDNS:

$5.84B

Gross Profit (TTM)

SKM:

₩11.53T

CDNS:

$5.34B

EBITDA (TTM)

SKM:

₩3.16T

CDNS:

$1.94B

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Return for Risk

SKM vs. CDNS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SKM
SKM Risk / Return Rank: 7474
Overall Rank
SKM Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SKM Sortino Ratio Rank: 7373
Sortino Ratio Rank
SKM Omega Ratio Rank: 7676
Omega Ratio Rank
SKM Calmar Ratio Rank: 7070
Calmar Ratio Rank
SKM Martin Ratio Rank: 7474
Martin Ratio Rank

CDNS
CDNS Risk / Return Rank: 3535
Overall Rank
CDNS Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
CDNS Sortino Ratio Rank: 3434
Sortino Ratio Rank
CDNS Omega Ratio Rank: 3333
Omega Ratio Rank
CDNS Calmar Ratio Rank: 3737
Calmar Ratio Rank
CDNS Martin Ratio Rank: 3636
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SKM vs. CDNS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SK Telecom Co.,Ltd (SKM) and Cadence Design Systems, Inc. (CDNS). 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.


SKMCDNSDifference
Sharpe ratioReturn per unit of total volatility

+1.14

Sortino ratioReturn per unit of downside risk

+1.60

Omega ratioGain probability vs. loss probability

1.23

1.00

+0.22

Calmar ratioReturn relative to maximum drawdown

1.26

-0.23

+1.50

Martin ratioReturn relative to average drawdown

3.61

-0.47

+4.08

SKM vs. CDNS - Sharpe Ratio Comparison

The current SKM Sharpe Ratio is 0.97, which is higher than the CDNS Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of SKM and CDNS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SKM vs. CDNS - Drawdown Comparison

The maximum SKM drawdown since its inception was -74.42%, smaller than the maximum CDNS drawdown of -93.13%. Use the drawdown chart below to compare losses from any high point for SKM and CDNS.


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Drawdown Indicators


SKMCDNSDifference

Max Drawdown

Largest peak-to-trough decline

-74.42%

-93.13%

+18.71%

Max Drawdown (1Y)

Largest decline over 1 year

-35.57%

-28.85%

-6.72%

Max Drawdown (3Y)

Largest decline over 3 years

-35.57%

-29.05%

-6.52%

Max Drawdown (5Y)

Largest decline over 5 years

-35.57%

-29.59%

-5.98%

Max Drawdown (10Y)

Largest decline over 10 years

-49.83%

-32.12%

-17.71%

Current Drawdown

Current decline from peak

-31.24%

-18.34%

-12.90%

Average Drawdown

Average peak-to-trough decline

-36.13%

-39.52%

+3.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.42%

14.40%

-1.98%

Volatility

SKM vs. CDNS - Volatility Comparison

SK Telecom Co.,Ltd (SKM) has a higher volatility of 20.18% compared to Cadence Design Systems, Inc. (CDNS) at 13.74%. This indicates that SKM's price experiences larger fluctuations and is considered to be riskier than CDNS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SKMCDNSDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.18%

13.74%

+6.44%

Volatility (6M)

Calculated over the trailing 6-month period

42.54%

33.00%

+9.54%

Volatility (1Y)

Calculated over the trailing 1-year period

46.50%

39.53%

+6.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.30%

36.66%

-7.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.11%

34.29%

-7.18%

Dividends

SKM vs. CDNS - Dividend Comparison

SKM's dividend yield for the trailing twelve months is around 1.05%, while CDNS has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CDNS
Cadence Design Systems, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SKM
SK Telecom Co.,Ltd
1.05%5.22%4.76%6.86%6.81%77.93%0.38%0.00%0.00%0.35%4.68%4.78%

Financials

SKM vs. CDNS - Financials Comparison

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


Values in USD except per share items

SKM vs. CDNS - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

SKM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, SK Telecom Co.,Ltd reported a gross profit of 684.91M and revenue of 3.00B. Therefore, the gross margin over that period was 22.9%.

CDNS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Cadence Design Systems, Inc. reported a gross profit of 1.52B and revenue of 1.58B. Therefore, the gross margin over that period was 96.0%.

SKM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, SK Telecom Co.,Ltd reported an operating income of 366.03M and revenue of 3.00B, resulting in an operating margin of 12.2%.

CDNS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Cadence Design Systems, Inc. reported an operating income of 450.32M and revenue of 1.58B, resulting in an operating margin of 28.4%.

SKM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, SK Telecom Co.,Ltd reported a net income of 220.00M and revenue of 3.00B, resulting in a net margin of 7.3%.

CDNS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Cadence Design Systems, Inc. reported a net income of 367.08M and revenue of 1.58B, resulting in a net margin of 23.2%.


Frequently Asked Questions


SKM and CDNS have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SKM has higher volatility (20.18%) compared to CDNS (13.74%). In terms of maximum drawdown, SKM dropped -74.42% vs CDNS's -93.13%.

SKM currently has the higher Sharpe Ratio (0.97 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.

Portfolio Optimizer

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