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SKM vs. RCI-B.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SKM and RCI-B.TO is 0.37, 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.


Performance

SKM vs. RCI-B.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SK Telecom Co.,Ltd (SKM) and Rogers Communications Inc (RCI-B.TO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SKM:

-0.00

RCI-B.TO:

-1.44

Sortino Ratio

SKM:

0.16

RCI-B.TO:

-1.81

Omega Ratio

SKM:

1.02

RCI-B.TO:

0.77

Calmar Ratio

SKM:

0.00

RCI-B.TO:

-0.54

Martin Ratio

SKM:

0.01

RCI-B.TO:

-1.40

Ulcer Index

SKM:

8.43%

RCI-B.TO:

20.42%

Daily Std Dev

SKM:

22.16%

RCI-B.TO:

20.99%

Max Drawdown

SKM:

-74.37%

RCI-B.TO:

-82.50%

Current Drawdown

SKM:

-24.76%

RCI-B.TO:

-47.57%

Fundamentals

Market Cap

SKM:

$7.98B

RCI-B.TO:

CA$20.13B

EPS

SKM:

$2.32

RCI-B.TO:

CA$3.24

PE Ratio

SKM:

8.97

RCI-B.TO:

11.32

PEG Ratio

SKM:

2.19

RCI-B.TO:

0.56

PS Ratio

SKM:

0.00

RCI-B.TO:

0.97

PB Ratio

SKM:

0.94

RCI-B.TO:

1.86

Total Revenue (TTM)

SKM:

$17.98T

RCI-B.TO:

CA$20.68B

Gross Profit (TTM)

SKM:

$14.34T

RCI-B.TO:

CA$9.66B

EBITDA (TTM)

SKM:

$5.09T

RCI-B.TO:

CA$4.69B

Returns By Period

In the year-to-date period, SKM achieves a -2.38% return, which is significantly higher than RCI-B.TO's -15.91% return. Over the past 10 years, SKM has outperformed RCI-B.TO with an annualized return of 1.63%, while RCI-B.TO has yielded a comparatively lower 1.16% annualized return.


SKM

YTD

-2.38%

1M

-4.86%

6M

-15.19%

1Y

-0.08%

3Y*

-1.77%

5Y*

5.91%

10Y*

1.63%

RCI-B.TO

YTD

-15.91%

1M

2.50%

6M

-25.16%

1Y

-29.96%

3Y*

-14.97%

5Y*

-6.15%

10Y*

1.16%

*Annualized

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SK Telecom Co.,Ltd

Rogers Communications Inc

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

SKM vs. RCI-B.TO — Risk-Adjusted Performance Rank

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

SKM
The Risk-Adjusted Performance Rank of SKM is 4646
Overall Rank
The Sharpe Ratio Rank of SKM is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of SKM is 4040
Sortino Ratio Rank
The Omega Ratio Rank of SKM is 4040
Omega Ratio Rank
The Calmar Ratio Rank of SKM is 5050
Calmar Ratio Rank
The Martin Ratio Rank of SKM is 5050
Martin Ratio Rank

RCI-B.TO
The Risk-Adjusted Performance Rank of RCI-B.TO is 66
Overall Rank
The Sharpe Ratio Rank of RCI-B.TO is 00
Sharpe Ratio Rank
The Sortino Ratio Rank of RCI-B.TO is 33
Sortino Ratio Rank
The Omega Ratio Rank of RCI-B.TO is 44
Omega Ratio Rank
The Calmar Ratio Rank of RCI-B.TO is 1616
Calmar Ratio Rank
The Martin Ratio Rank of RCI-B.TO is 88
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SKM vs. RCI-B.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SK Telecom Co.,Ltd (SKM) and Rogers Communications Inc (RCI-B.TO). 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.


The current SKM Sharpe Ratio is -0.00, which is higher than the RCI-B.TO Sharpe Ratio of -1.44. The chart below compares the historical Sharpe Ratios of SKM and RCI-B.TO, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

SKM vs. RCI-B.TO - Dividend Comparison

SKM's dividend yield for the trailing twelve months is around 5.21%, more than RCI-B.TO's 3.88% yield.


TTM20242023202220212020201920182017201620152014
SKM
SK Telecom Co.,Ltd
5.21%4.76%6.86%6.81%73.99%2.45%2.37%2.20%2.25%2.84%2.91%2.15%
RCI-B.TO
Rogers Communications Inc
3.88%3.28%2.37%2.43%2.67%4.24%2.33%2.10%2.34%2.82%3.08%3.64%

Drawdowns

SKM vs. RCI-B.TO - Drawdown Comparison

The maximum SKM drawdown since its inception was -74.37%, smaller than the maximum RCI-B.TO drawdown of -82.50%. Use the drawdown chart below to compare losses from any high point for SKM and RCI-B.TO.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

SKM vs. RCI-B.TO - Volatility Comparison

SK Telecom Co.,Ltd (SKM) has a higher volatility of 7.16% compared to Rogers Communications Inc (RCI-B.TO) at 4.85%. This indicates that SKM's price experiences larger fluctuations and is considered to be riskier than RCI-B.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

SKM vs. RCI-B.TO - Financials Comparison

This section allows you to compare key financial metrics between SK Telecom Co.,Ltd and Rogers Communications 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


0.001.00T2.00T3.00T4.00T5.00T20212022202320242025
4.51T
4.98B
(SKM) Total Revenue
(RCI-B.TO) Total Revenue
Please note, different currencies. SKM values in USD, RCI-B.TO values in CAD

SKM vs. RCI-B.TO - Profitability Comparison

The chart below illustrates the profitability comparison between SK Telecom Co.,Ltd and Rogers Communications Inc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-50.0%0.0%50.0%100.0%20212022202320242025
69.3%
45.3%
(SKM) Gross Margin
(RCI-B.TO) Gross Margin
SKM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, SK Telecom Co.,Ltd reported a gross profit of 3.13T and revenue of 4.51T. Therefore, the gross margin over that period was 69.3%.

RCI-B.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Rogers Communications Inc reported a gross profit of 2.25B and revenue of 4.98B. Therefore, the gross margin over that period was 45.3%.

SKM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, SK Telecom Co.,Ltd reported an operating income of 254.10B and revenue of 4.51T, resulting in an operating margin of 5.6%.

RCI-B.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Rogers Communications Inc reported an operating income of 1.09B and revenue of 4.98B, resulting in an operating margin of 21.9%.

SKM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, SK Telecom Co.,Ltd reported a net income of 342.60B and revenue of 4.51T, resulting in a net margin of 7.6%.

RCI-B.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Rogers Communications Inc reported a net income of 280.00M and revenue of 4.98B, resulting in a net margin of 5.6%.