SKM vs. SPY
Compare and contrast key facts about SK Telecom Co.,Ltd (SKM) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SKM or SPY.
Correlation
The correlation between SKM and SPY is 0.35, 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. SPY - Performance Comparison
Key characteristics
SKM:
0.37
SPY:
2.21
SKM:
0.67
SPY:
2.93
SKM:
1.08
SPY:
1.41
SKM:
0.24
SPY:
3.26
SKM:
1.41
SPY:
14.43
SKM:
5.01%
SPY:
1.90%
SKM:
18.95%
SPY:
12.41%
SKM:
-74.37%
SPY:
-55.19%
SKM:
-22.05%
SPY:
-2.74%
Returns By Period
In the year-to-date period, SKM achieves a 4.03% return, which is significantly lower than SPY's 25.54% return. Over the past 10 years, SKM has underperformed SPY with an annualized return of 0.94%, while SPY has yielded a comparatively higher 12.97% annualized return.
SKM
4.03%
-4.81%
5.05%
6.23%
3.04%
0.94%
SPY
25.54%
-0.42%
8.90%
25.98%
14.66%
12.97%
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Risk-Adjusted Performance
SKM vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SK Telecom Co.,Ltd (SKM) and SPDR S&P 500 ETF (SPY). 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. SPY - Dividend Comparison
SKM's dividend yield for the trailing twelve months is around 5.09%, more than SPY's 0.86% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPY SPDR S&P 500 ETF | 0.86% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
SKM vs. SPY - Drawdown Comparison
The maximum SKM drawdown since its inception was -74.37%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for SKM and SPY. For additional features, visit the drawdowns tool.
Volatility
SKM vs. SPY - Volatility Comparison
SK Telecom Co.,Ltd (SKM) has a higher volatility of 6.75% compared to SPDR S&P 500 ETF (SPY) at 3.72%. This indicates that SKM's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.