SKM vs. RCAT

Last updated Jun 23, 2026

SKM (SK Telecom Co.,Ltd) and RCAT (Red Cat Holdings, Inc.) are both stocks. SKM operates in Telecom Services (Communication Services), while RCAT operates in Aerospace & Defense (Industrials). Over the past 5 years, SKM returned 7.47%/yr vs 33.36%/yr for RCAT. At a 0.08 correlation, their price movements are largely independent.

Performance

SKM vs. RCAT - Performance Comparison

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

Returns By Period

In the year-to-date period, SKM achieves a 67.56% return, which is significantly higher than RCAT's 34.05% return.

SKM

• 1D: -5.00%
• 1M: -8.90%
• YTD: 67.56%
• 6M: 74.71%
• 1Y: 54.88%
• 3Y*: 26.40%
• 5Y*: 7.47%
• 10Y*: 9.39%

RCAT

• 1D: -7.08%
• 1M: 12.96%
• YTD: 34.05%
• 6M: 15.29%
• 1Y: 54.73%
• 3Y*: 108.07%
• 5Y*: 33.36%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SKM vs. RCAT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
SKM SK Telecom Co.,Ltd	67.56%	2.55%	2.85%	11.56%	-17.77%	14.59%	6.47%	2.94%
RCAT Red Cat Holdings, Inc.	34.05%	-38.29%	1,360.23%	-6.38%	-54.81%	-30.67%	172.73%	-73.81%

Correlation

The correlation between SKM and RCAT is 0.03, 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	0.03
Correlation (3Y) Calculated over the trailing 3-year period	0.04
Correlation (5Y) Calculated over the trailing 5-year period	0.09
Correlation (All Time) Calculated using the full available price history since Aug 2, 2019	0.08

Fundamentals

Market Cap SKM : $12.94B RCAT : $1.28B
EPS SKM : ₩115.81 RCAT : -$0.78
PS Ratio SKM : 1.59 RCAT : 22.09
PB Ratio SKM : 1.56 RCAT : 5.38
Total Revenue (TTM) SKM : ₩12.65T RCAT : $52.98M
Gross Profit (TTM) SKM : ₩11.53T RCAT : $2.86M
EBITDA (TTM) SKM : ₩3.16T RCAT : -$79.24M

Return for Risk

SKM vs. RCAT — Risk / Return Rank

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

SKM

SKM Risk / Return Rank: 78
SKM Sharpe Ratio Rank: 78
SKM Sortino Ratio Rank: 77
SKM Omega Ratio Rank: 79
SKM Calmar Ratio Rank: 77
SKM Martin Ratio Rank: 79

RCAT

RCAT Risk / Return Rank: 62
RCAT Sharpe Ratio Rank: 59
RCAT Sortino Ratio Rank: 68
RCAT Omega Ratio Rank: 63
RCAT Calmar Ratio Rank: 62
RCAT Martin Ratio Rank: 61

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. RCAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SK Telecom Co.,Ltd (SKM) and Red Cat Holdings, Inc. (RCAT). 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.

	SKM	RCAT	Difference
Sharpe ratio: Return per unit of total volatility	1.28	0.46	+0.82
Sortino ratio: Return per unit of downside risk	2.04	1.56	+0.48
Omega ratio: Gain probability vs. loss probability	1.29	1.17	+0.12
Calmar ratio: Return relative to maximum drawdown	2.19	0.92	+1.27
Martin ratio: Return relative to average drawdown	5.75	1.83	+3.92

SKM vs. RCAT - Sharpe Ratio Comparison

The current SKM Sharpe Ratio is 1.28, which is higher than the RCAT Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of SKM and RCAT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SKM vs. RCAT - Drawdown Comparison

The maximum SKM drawdown since its inception was -74.42%, smaller than the maximum RCAT drawdown of -92.25%. Use the drawdown chart below to compare losses from any high point for SKM and RCAT.

Drawdown Indicators

	SKM	RCAT	Difference
Max Drawdown Largest peak-to-trough decline	-74.42%	-92.25%	+17.83%
Max Drawdown (1Y) Largest decline over 1 year	-25.22%	-60.08%	+34.86%
Max Drawdown (3Y) Largest decline over 3 years	-25.22%	-67.16%	+41.94%
Max Drawdown (5Y) Largest decline over 5 years	-35.70%	-92.25%	+56.55%
Max Drawdown (10Y) Largest decline over 10 years	-49.83%	—	—
Current Drawdown Current decline from peak	-25.22%	-38.77%	+13.55%
Average Drawdown Average peak-to-trough decline	-36.15%	-62.26%	+26.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.57%	30.05%	-20.48%

Volatility

SKM vs. RCAT - Volatility Comparison

The current volatility for SK Telecom Co.,Ltd (SKM) is 27.35%, while Red Cat Holdings, Inc. (RCAT) has a volatility of 42.04%. This indicates that SKM experiences smaller price fluctuations and is considered to be less risky than RCAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SKM	RCAT	Difference
Volatility (1M) Calculated over the trailing 1-month period	27.35%	42.04%	-14.69%
Volatility (6M) Calculated over the trailing 6-month period	39.92%	85.16%	-45.24%
Volatility (1Y) Calculated over the trailing 1-year period	43.01%	118.89%	-75.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.11%	114.60%	-86.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.50%	165.21%	-138.71%

Dividends

SKM vs. RCAT - Dividend Comparison

SKM's dividend yield for the trailing twelve months is around 0.97%, while RCAT has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
RCAT Red Cat Holdings, 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	0.97%	5.22%	4.76%	6.86%	6.81%	77.93%	0.38%	0.00%	0.00%	0.35%	4.68%	4.78%

Financials

Frequently Asked Questions

Can I hold both SKM and RCAT in my portfolio?

SKM and RCAT have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SKM or RCAT?

RCAT has higher volatility (42.04%) compared to SKM (27.35%). In terms of maximum drawdown, SKM dropped -74.42% vs RCAT's -92.25%.

Which has better risk-adjusted returns?

SKM currently has the higher Sharpe Ratio (1.28 vs 0.46), 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.