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 0.36, 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
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Key characteristics
SKM:
0.03
SPY:
0.50
SKM:
0.38
SPY:
0.88
SKM:
1.05
SPY:
1.13
SKM:
0.12
SPY:
0.56
SKM:
0.43
SPY:
2.17
SKM:
7.70%
SPY:
4.85%
SKM:
21.94%
SPY:
20.02%
SKM:
-74.37%
SPY:
-55.19%
SKM:
-23.85%
SPY:
-7.65%
Returns By Period
In the year-to-date period, SKM achieves a -1.19% return, which is significantly higher than SPY's -3.42% return. Over the past 10 years, SKM has underperformed SPY with an annualized return of 1.34%, while SPY has yielded a comparatively higher 12.35% annualized return.
SKM
-1.19%
-1.75%
-6.52%
0.42%
6.95%
1.34%
SPY
-3.42%
7.58%
-5.06%
9.73%
15.77%
12.35%
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Risk-Adjusted Performance
SKM vs. SPY — Risk-Adjusted Performance Rank
SKM
SPY
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.
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Dividends
SKM vs. SPY - Dividend Comparison
SKM's dividend yield for the trailing twelve months is around 5.15%, more than SPY's 1.27% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SKM SK Telecom Co.,Ltd | 5.15% | 4.76% | 6.86% | 6.81% | 73.99% | 2.45% | 2.37% | 2.20% | 2.25% | 2.84% | 2.91% | 2.15% |
SPY SPDR S&P 500 ETF | 1.27% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
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.
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Volatility
SKM vs. SPY - Volatility Comparison
SK Telecom Co.,Ltd (SKM) has a higher volatility of 10.63% compared to SPDR S&P 500 ETF (SPY) at 7.48%. 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.
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