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
Key characteristics
SKM:
0.41
SPLG:
0.63
SKM:
0.75
SPLG:
1.00
SKM:
1.09
SPLG:
1.15
SKM:
0.33
SPLG:
0.65
SKM:
1.15
SPLG:
2.54
SKM:
7.55%
SPLG:
4.78%
SKM:
21.49%
SPLG:
19.22%
SKM:
-74.37%
SPLG:
-54.52%
SKM:
-20.18%
SPLG:
-8.52%
Returns By Period
In the year-to-date period, SKM achieves a 3.56% return, which is significantly higher than SPLG's -4.33% return. Over the past 10 years, SKM has underperformed SPLG with an annualized return of 1.67%, while SPLG has yielded a comparatively higher 12.22% annualized return.
SKM
3.56%
2.98%
-4.05%
7.83%
7.72%
1.67%
SPLG
-4.33%
10.58%
-2.42%
9.65%
16.05%
12.22%
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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.
Dividends
SKM vs. SPLG - Dividend Comparison
SKM's dividend yield for the trailing twelve months is around 4.92%, more than SPLG's 1.36% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SKM SK Telecom Co.,Ltd | 4.92% | 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 | 1.36% | 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.
Volatility
SKM vs. SPLG - Volatility Comparison
SK Telecom Co.,Ltd (SKM) and SPDR Portfolio S&P 500 ETF (SPLG) have volatilities of 10.95% and 11.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.