SKM vs. KB
SKM (SK Telecom Co.,Ltd) and KB (KB Financial Group Inc.) are both stocks. SKM operates in Telecom Services (Communication Services), while KB operates in Banks - Regional (Financial Services). Over the past 10 years, SKM returned 11.97%/yr vs 17.11%/yr for KB. At a 0.43 correlation, their price movements are largely independent.
Performance
SKM vs. KB - 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 KB's 22.56% return. Over the past 10 years, SKM has underperformed KB with an annualized return of 11.97%, while KB has yielded a comparatively higher 17.11% 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%
KB
- 1D
- 2.65%
- 1M
- -5.20%
- YTD
- 22.56%
- 6M
- 16.89%
- 1Y
- 46.15%
- 3Y*
- 46.78%
- 5Y*
- 20.41%
- 10Y*
- 17.11%
SKM vs. KB - 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% |
KB KB Financial Group Inc. | 22.56% | 56.57% | 45.22% | 10.35% | -11.26% | 22.62% | -0.46% | -1.45% | -28.25% | 65.80% |
Correlation
The correlation between SKM and KB is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2001 | 0.43 |
Fundamentals
SKM:
$17.31B
KB:
$39.45B
SKM:
$115.81
KB:
$16.37K
SKM:
0.40
KB:
0.01
SKM:
0.00
KB:
0.00
SKM:
0.00
KB:
0.00
SKM:
$12.65T
KB:
$43.88T
SKM:
$11.53T
KB:
$22.91T
SKM:
$3.16T
KB:
$9.39T
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Return for Risk
SKM vs. KB — Risk / Return Rank
SKM
KB
SKM vs. KB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SK Telecom Co.,Ltd (SKM) and KB Financial Group Inc. (KB). 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 | KB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.25 | 1.29 | +1.96 |
Sortino ratioReturn per unit of downside risk | 4.46 | 1.97 | +2.49 |
Omega ratioGain probability vs. loss probability | 1.61 | 1.25 | +0.36 |
Calmar ratioReturn relative to maximum drawdown | 7.94 | 2.58 | +5.36 |
Martin ratioReturn relative to average drawdown | 14.59 | 5.30 | +9.29 |
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 | KB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.25 | 1.29 | +1.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.62 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.53 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.18 | -0.01 |
Drawdowns
SKM vs. KB - Drawdown Comparison
The maximum SKM drawdown since its inception was -74.42%, smaller than the maximum KB drawdown of -84.27%. Use the drawdown chart below to compare losses from any high point for SKM and KB.
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Drawdown Indicators
| SKM | KB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.42% | -84.27% | +9.85% |
Max Drawdown (1Y)Largest decline over 1 year | -16.03% | -16.74% | +0.71% |
Max Drawdown (3Y)Largest decline over 3 years | -16.06% | -34.41% | +18.35% |
Max Drawdown (5Y)Largest decline over 5 years | -37.77% | -42.89% | +5.12% |
Max Drawdown (10Y)Largest decline over 10 years | -49.83% | -66.92% | +17.09% |
Current DrawdownCurrent decline from peak | 0.00% | -10.79% | +10.79% |
Average DrawdownAverage peak-to-trough decline | -36.19% | -40.18% | +3.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.73% | 8.16% | +0.57% |
Volatility
SKM vs. KB - Volatility Comparison
SK Telecom Co.,Ltd (SKM) has a higher volatility of 21.06% compared to KB Financial Group Inc. (KB) at 8.85%. This indicates that SKM's price experiences larger fluctuations and is considered to be riskier than KB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SKM | KB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.06% | 8.85% | +12.21% |
Volatility (6M)Calculated over the trailing 6-month period | 35.01% | 24.44% | +10.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.92% | 36.09% | +2.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.93% | 33.22% | -6.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.91% | 32.69% | -6.78% |
Dividends
SKM vs. KB - Dividend Comparison
SKM's dividend yield for the trailing twelve months is around 0.73%, less than KB's 2.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KB KB Financial Group Inc. | 2.28% | 2.92% | 4.98% | 2.81% | 5.78% | 5.27% | 3.97% | 0.00% | 0.00% | 0.00% | 3.10% | 3.05% |
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. KB - Financials Comparison
This section allows you to compare key financial metrics between SK Telecom Co.,Ltd and KB Financial Group 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.
Total Revenue: Total amount of money received from sales and other business activities
SKM vs. KB - 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%.
KB - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, KB Financial Group Inc. reported a gross profit of 2.71T and revenue of 2.71T. Therefore, the gross margin over that period was 100.0%.
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%.
KB - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, KB Financial Group Inc. reported an operating income of 2.71T and revenue of 2.71T, resulting in an operating margin of 100.0%.
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%.
KB - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, KB Financial Group Inc. reported a net income of 1.97T and revenue of 2.71T, resulting in a net margin of 72.8%.
Frequently Asked Questions
SKM and KB have a correlation of 0.44, 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 KB (8.85%). In terms of maximum drawdown, SKM dropped -74.42% vs KB's -84.27%.
SKM currently has the higher Sharpe Ratio (3.25 vs 1.29), 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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