SKM vs. GOOGL
SKM (SK Telecom Co.,Ltd) and GOOGL (Alphabet Inc Class A) are both stocks. Both are in the Communication Services sector — SKM in Telecom Services, GOOGL in Internet Content & Information. Over the past 10 years, SKM returned 11.97%/yr vs 25.79%/yr for GOOGL. At a 0.25 correlation, their price movements are largely independent.
Performance
SKM vs. GOOGL - Performance Comparison
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Returns By Period
In the year-to-date period, SKM achieves a 124.06% return, which is significantly higher than GOOGL's 15.69% return. Over the past 10 years, SKM has underperformed GOOGL with an annualized return of 11.97%, while GOOGL has yielded a comparatively higher 25.79% annualized return.
SKM
- 1D
- 3.53%
- 1M
- 24.32%
- YTD
- 124.06%
- 6M
- 129.43%
- 1Y
- 125.84%
- 3Y*
- 36.83%
- 5Y*
- 13.35%
- 10Y*
- 11.97%
GOOGL
- 1D
- -3.86%
- 1M
- -6.18%
- YTD
- 15.69%
- 6M
- 14.73%
- 1Y
- 114.82%
- 3Y*
- 43.04%
- 5Y*
- 25.46%
- 10Y*
- 25.79%
SKM vs. GOOGL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SKM SK Telecom Co.,Ltd | 124.06% | 2.55% | 2.85% | 11.56% | -17.77% | 14.59% | 6.47% | -13.77% | -3.98% | 34.06% |
GOOGL Alphabet Inc Class A | 15.69% | 65.99% | 36.01% | 58.32% | -39.09% | 65.30% | 30.85% | 28.18% | -0.80% | 32.93% |
Correlation
The correlation between SKM and GOOGL is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Aug 20, 2004 | 0.25 |
The correlation between SKM and GOOGL shifts across timeframes, from 0.09 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.
Fundamentals
SKM:
$17.31B
GOOGL:
$4.43T
SKM:
$115.81
GOOGL:
$13.11
SKM:
0.40
GOOGL:
27.59
SKM:
0.00
GOOGL:
10.46
SKM:
0.00
GOOGL:
9.25
SKM:
$12.65T
GOOGL:
$422.57B
SKM:
$11.53T
GOOGL:
$255.12B
SKM:
$3.16T
GOOGL:
$174.08B
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Return for Risk
SKM vs. GOOGL — Risk / Return Rank
SKM
GOOGL
SKM vs. GOOGL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SK Telecom Co.,Ltd (SKM) and Alphabet Inc Class A (GOOGL). 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.
| SKM | GOOGL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.25 | 3.95 | -0.70 |
Sortino ratioReturn per unit of downside risk | 4.46 | 5.25 | -0.79 |
Omega ratioGain probability vs. loss probability | 1.61 | 1.64 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 7.94 | 5.47 | +2.47 |
Martin ratioReturn relative to average drawdown | 14.59 | 20.41 | -5.82 |
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
| SKM | GOOGL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.25 | 3.95 | -0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.82 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.89 | -0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.84 | -0.67 |
Drawdowns
SKM vs. GOOGL - Drawdown Comparison
The maximum SKM drawdown since its inception was -74.42%, which is greater than GOOGL's maximum drawdown of -65.29%. Use the drawdown chart below to compare losses from any high point for SKM and GOOGL.
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Drawdown Indicators
| SKM | GOOGL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.42% | -65.29% | -9.13% |
Max Drawdown (1Y)Largest decline over 1 year | -16.03% | -20.37% | +4.34% |
Max Drawdown (3Y)Largest decline over 3 years | -16.06% | -29.81% | +13.75% |
Max Drawdown (5Y)Largest decline over 5 years | -37.77% | -44.32% | +6.55% |
Max Drawdown (10Y)Largest decline over 10 years | -49.83% | -44.32% | -5.51% |
Current DrawdownCurrent decline from peak | 0.00% | -10.13% | +10.13% |
Average DrawdownAverage peak-to-trough decline | -36.19% | -13.02% | -23.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.73% | 5.46% | +3.27% |
Volatility
SKM vs. GOOGL - Volatility Comparison
SK Telecom Co.,Ltd (SKM) has a higher volatility of 21.06% compared to Alphabet Inc Class A (GOOGL) at 8.29%. This indicates that SKM's price experiences larger fluctuations and is considered to be riskier than GOOGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SKM | GOOGL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.06% | 8.29% | +12.77% |
Volatility (6M)Calculated over the trailing 6-month period | 35.01% | 20.62% | +14.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.92% | 29.27% | +9.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.93% | 31.29% | -4.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.91% | 29.11% | -3.20% |
Dividends
SKM vs. GOOGL - Dividend Comparison
SKM's dividend yield for the trailing twelve months is around 0.73%, more than GOOGL's 0.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GOOGL Alphabet Inc Class A | 0.23% | 0.27% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SKM SK Telecom Co.,Ltd | 0.73% | 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. GOOGL - Financials Comparison
This section allows you to compare key financial metrics between SK Telecom Co.,Ltd and Alphabet Inc Class A. 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
SKM vs. GOOGL - Profitability Comparison
SKM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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%.
GOOGL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Alphabet Inc Class A reported a gross profit of 68.63B and revenue of 109.90B. Therefore, the gross margin over that period was 62.5%.
SKM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 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%.
GOOGL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Alphabet Inc Class A reported an operating income of 39.70B and revenue of 109.90B, resulting in an operating margin of 36.1%.
SKM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 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%.
GOOGL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Alphabet Inc Class A reported a net income of 62.58B and revenue of 109.90B, resulting in a net margin of 56.9%.
Frequently Asked Questions
SKM and GOOGL 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 (21.06%) compared to GOOGL (8.29%). In terms of maximum drawdown, SKM dropped -74.42% vs GOOGL's -65.29%.
GOOGL currently has the higher Sharpe Ratio (3.95 vs 3.25), 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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