SKM vs. SPLG
Compare and contrast key facts about SK Telecom Co.,Ltd (SKM) and SPDR Portfolio S&P 500 ETF (SPLG).
SPLG is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Nov 15, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SKM or SPLG.
Correlation
The correlation between SKM and SPLG is 0.39, 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. SPLG - Performance Comparison
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Key characteristics
SKM:
-0.03
SPLG:
0.60
SKM:
0.15
SPLG:
0.88
SKM:
1.02
SPLG:
1.13
SKM:
-0.00
SPLG:
0.56
SKM:
-0.02
SPLG:
2.13
SKM:
8.24%
SPLG:
4.91%
SKM:
22.12%
SPLG:
19.54%
SKM:
-74.37%
SPLG:
-54.52%
SKM:
-24.76%
SPLG:
-5.20%
Returns By Period
In the year-to-date period, SKM achieves a -2.38% return, which is significantly lower than SPLG's -0.85% return. Over the past 10 years, SKM has underperformed SPLG with an annualized return of 0.98%, while SPLG has yielded a comparatively higher 12.57% annualized return.
SKM
-2.38%
-9.44%
-9.83%
-0.69%
-1.09%
6.52%
0.98%
SPLG
-0.85%
8.19%
-2.09%
11.61%
15.45%
16.19%
12.57%
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Risk-Adjusted Performance
SKM vs. SPLG — Risk-Adjusted Performance Rank
SKM
SPLG
SKM vs. SPLG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SK Telecom Co.,Ltd (SKM) and SPDR Portfolio S&P 500 ETF (SPLG). 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.
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Dividends
SKM vs. SPLG - Dividend Comparison
SKM's dividend yield for the trailing twelve months is around 5.21%, more than SPLG's 1.31% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPLG SPDR Portfolio S&P 500 ETF | 1.31% | 1.28% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% | 1.79% |
Drawdowns
SKM vs. SPLG - Drawdown Comparison
The maximum SKM drawdown since its inception was -74.37%, which is greater than SPLG's maximum drawdown of -54.52%. Use the drawdown chart below to compare losses from any high point for SKM and SPLG. For additional features, visit the drawdowns tool.
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Volatility
SKM vs. SPLG - Volatility Comparison
SK Telecom Co.,Ltd (SKM) has a higher volatility of 9.54% compared to SPDR Portfolio S&P 500 ETF (SPLG) at 4.39%. This indicates that SKM's price experiences larger fluctuations and is considered to be riskier than SPLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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