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SKM vs. CDNS
Performance
Return for Risk
Dividends
Drawdowns
Volatility
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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SKM vs. CDNS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SKM
SK Telecom Co.,Ltd
42.67%2.55%2.85%11.56%-17.77%14.59%6.47%-13.77%-3.98%34.06%
CDNS
Cadence Design Systems, Inc.
-11.10%4.03%10.31%69.55%-13.80%36.59%96.70%59.52%3.97%65.82%

Fundamentals

Market Cap

SKM:

$11.23B

CDNS:

$75.84B

EPS

SKM:

$1.02K

CDNS:

$4.06

PE Ratio

SKM:

0.03

CDNS:

68.49

PS Ratio

SKM:

0.00

CDNS:

14.34

PB Ratio

SKM:

0.00

CDNS:

10.67

Total Revenue (TTM)

SKM:

$17.08T

CDNS:

$5.30B

Gross Profit (TTM)

SKM:

$11.94T

CDNS:

$5.09B

EBITDA (TTM)

SKM:

$3.71T

CDNS:

$1.74B

Returns By Period

In the year-to-date period, SKM achieves a 42.67% return, which is significantly higher than CDNS's -11.10% return. Over the past 10 years, SKM has underperformed CDNS with an annualized return of 7.32%, while CDNS has yielded a comparatively higher 27.94% annualized return.


SKM

1D
2.38%
1M
-3.46%
YTD
42.67%
6M
35.60%
1Y
42.15%
3Y*
18.34%
5Y*
7.08%
10Y*
7.32%

CDNS

1D
2.58%
1M
-7.81%
YTD
-11.10%
6M
-20.89%
1Y
9.26%
3Y*
9.77%
5Y*
14.45%
10Y*
27.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SKM vs. CDNS — Risk / Return Rank

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

SKM
SKM Risk / Return Rank: 8080
Overall Rank
SKM Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
SKM Sortino Ratio Rank: 7979
Sortino Ratio Rank
SKM Omega Ratio Rank: 7979
Omega Ratio Rank
SKM Calmar Ratio Rank: 8484
Calmar Ratio Rank
SKM Martin Ratio Rank: 7676
Martin Ratio Rank

CDNS
CDNS Risk / Return Rank: 4949
Overall Rank
CDNS Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
CDNS Sortino Ratio Rank: 4747
Sortino Ratio Rank
CDNS Omega Ratio Rank: 4646
Omega Ratio Rank
CDNS Calmar Ratio Rank: 5050
Calmar Ratio Rank
CDNS Martin Ratio Rank: 5050
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


SKMCDNSDifference

Sharpe ratio

Return per unit of total volatility

1.31

0.23

+1.07

Sortino ratio

Return per unit of downside risk

1.99

0.63

+1.36

Omega ratio

Gain probability vs. loss probability

1.28

1.08

+0.19

Calmar ratio

Return relative to maximum drawdown

2.67

0.29

+2.38

Martin ratio

Return relative to average drawdown

4.65

0.65

+3.99

SKM vs. CDNS - Sharpe Ratio Comparison

The current SKM Sharpe Ratio is 1.31, which is higher than the CDNS Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of SKM and CDNS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SKMCDNSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

0.23

+1.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.41

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.84

-0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.22

-0.09

Correlation

The correlation between SKM and CDNS is 0.24, 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.


Dividends

SKM vs. CDNS - Dividend Comparison

SKM's dividend yield for the trailing twelve months is around 2.28%, while CDNS has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
SKM
SK Telecom Co.,Ltd
2.28%5.22%4.76%6.86%6.81%77.93%0.38%0.00%0.00%0.35%4.68%4.78%
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%

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

-16.03%

-28.09%

+12.06%

Max Drawdown (5Y)

Largest decline over 5 years

-37.77%

-29.59%

-8.18%

Max Drawdown (10Y)

Largest decline over 10 years

-49.83%

-32.12%

-17.71%

Current Drawdown

Current decline from peak

-12.38%

-25.58%

+13.20%

Average Drawdown

Average peak-to-trough decline

-36.38%

-39.79%

+3.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.22%

12.61%

-3.39%

Volatility

SKM vs. CDNS - Volatility Comparison

SK Telecom Co.,Ltd (SKM) has a higher volatility of 16.66% compared to Cadence Design Systems, Inc. (CDNS) at 7.46%. 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

16.66%

7.46%

+9.20%

Volatility (6M)

Calculated over the trailing 6-month period

26.97%

25.41%

+1.56%

Volatility (1Y)

Calculated over the trailing 1-year period

32.41%

39.60%

-7.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.86%

35.27%

-10.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.85%

33.43%

-8.58%

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


0.001.00T2.00T3.00T4.00T5.00TAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
4.31T
1.44B
(SKM) Total Revenue
(CDNS) Total Revenue
Values in USD except per share items