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SKM vs. KB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SKM and KB is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

SKM vs. KB - Performance Comparison

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

100.00%150.00%200.00%250.00%300.00%350.00%JulyAugustSeptemberOctoberNovemberDecember
108.16%
269.46%
SKM
KB

Key characteristics

Sharpe Ratio

SKM:

0.37

KB:

1.33

Sortino Ratio

SKM:

0.67

KB:

2.05

Omega Ratio

SKM:

1.08

KB:

1.25

Calmar Ratio

SKM:

0.24

KB:

1.43

Martin Ratio

SKM:

1.41

KB:

7.00

Ulcer Index

SKM:

5.01%

KB:

7.74%

Daily Std Dev

SKM:

18.95%

KB:

40.69%

Max Drawdown

SKM:

-74.37%

KB:

-84.24%

Current Drawdown

SKM:

-22.05%

KB:

-18.15%

Fundamentals

Market Cap

SKM:

$8.42B

KB:

$21.94B

EPS

SKM:

$2.01

KB:

$8.05

PE Ratio

SKM:

10.92

KB:

7.24

PEG Ratio

SKM:

1.26

KB:

0.71

Total Revenue (TTM)

SKM:

$17.96T

KB:

$33.66T

Gross Profit (TTM)

SKM:

$7.40T

KB:

$66.86T

EBITDA (TTM)

SKM:

$3.73T

KB:

-$912.30B

Returns By Period

In the year-to-date period, SKM achieves a 4.03% return, which is significantly lower than KB's 49.48% return. Over the past 10 years, SKM has underperformed KB with an annualized return of 0.94%, while KB has yielded a comparatively higher 10.16% annualized return.


SKM

YTD

4.03%

1M

-4.81%

6M

5.05%

1Y

6.23%

5Y*

3.04%

10Y*

0.94%

KB

YTD

49.48%

1M

-13.02%

6M

7.20%

1Y

53.83%

5Y*

13.00%

10Y*

10.16%

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. KB - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for SKM, currently valued at 0.37, compared to the broader market-4.00-2.000.002.000.371.33
The chart of Sortino ratio for SKM, currently valued at 0.67, compared to the broader market-4.00-2.000.002.004.000.672.05
The chart of Omega ratio for SKM, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.25
The chart of Calmar ratio for SKM, currently valued at 0.24, compared to the broader market0.002.004.006.000.241.43
The chart of Martin ratio for SKM, currently valued at 1.41, compared to the broader market-5.000.005.0010.0015.0020.0025.001.417.00
SKM
KB

The current SKM Sharpe Ratio is 0.37, which is lower than the KB Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of SKM and KB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.37
1.33
SKM
KB

Dividends

SKM vs. KB - Dividend Comparison

SKM's dividend yield for the trailing twelve months is around 5.09%, more than KB's 3.86% yield.


TTM20232022202120202019201820172016201520142013
SKM
SK Telecom Co.,Ltd
5.09%6.86%6.81%73.99%2.45%2.37%2.20%2.25%2.84%2.91%2.15%2.45%
KB
KB Financial Group Inc.
3.86%2.81%5.78%5.27%3.97%4.32%4.00%3.06%3.10%3.05%2.17%1.19%

Drawdowns

SKM vs. KB - Drawdown Comparison

The maximum SKM drawdown since its inception was -74.37%, smaller than the maximum KB drawdown of -84.24%. Use the drawdown chart below to compare losses from any high point for SKM and KB. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-22.05%
-18.15%
SKM
KB

Volatility

SKM vs. KB - Volatility Comparison

The current volatility for SK Telecom Co.,Ltd (SKM) is 6.75%, while KB Financial Group Inc. (KB) has a volatility of 12.88%. This indicates that SKM experiences smaller price fluctuations and is considered to be less risky than KB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
6.75%
12.88%
SKM
KB

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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