SKM vs. T
SKM (SK Telecom Co.,Ltd) and T (AT&T Inc.) are both stocks. Both operate in the Telecom Services industry within the Communication Services sector. Over the past 10 years, SKM returned 7.23%/yr vs 1.81%/yr for T. At a 0.21 correlation, their price movements are largely independent.
Performance
SKM vs. T - Performance Comparison
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Returns By Period
In the year-to-date period, SKM achieves a 53.53% return, which is significantly higher than T's -10.13% return. Over the past 10 years, SKM has outperformed T with an annualized return of 7.23%, while T has yielded a comparatively lower 1.81% annualized return.
SKM
- 1D
- -5.15%
- 1M
- -17.75%
- 6M
- 55.04%
- YTD
- 53.53%
- 1Y
- 43.12%
- 3Y*
- 21.36%
- 5Y*
- 5.83%
- 10Y*
- 7.23%
T
- 1D
- 1.99%
- 1M
- -7.39%
- 6M
- -7.05%
- YTD
- -10.13%
- 1Y
- -16.34%
- 3Y*
- 20.29%
- 5Y*
- 6.14%
- 10Y*
- 1.81%
SKM vs. T - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SKM SK Telecom Co.,Ltd | 53.53% | 2.55% | 2.85% | 11.56% | -17.77% | 14.59% | 6.47% | -13.77% | -3.98% | 34.06% |
T AT&T Inc. | -10.13% | 13.97% | 44.08% | -2.74% | 5.76% | -8.09% | -21.37% | 45.55% | -22.25% | -4.01% |
Correlation
The correlation between SKM and T is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 1996 | 0.21 |
The correlation between SKM and T shifts across timeframes, from 0.09 (1 year) to 0.21 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
SKM:
$12.10B
T:
$149.84B
SKM:
₩116.04
T:
$3.05
SKM:
408.08
T:
7.06
SKM:
1.43
T:
1.23
SKM:
₩12.65T
T:
$125.65B
SKM:
₩11.53T
T:
$105.41B
SKM:
₩3.16T
T:
$54.70B
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Return for Risk
SKM vs. T — Risk / Return Rank
SKM
T
SKM vs. T - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SK Telecom Co.,Ltd (SKM) and AT&T Inc. (T). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SKM | T | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.70 | ||
| Sortino ratioReturn per unit of downside risk | +2.61 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 0.90 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 1.33 | -0.57 | +1.90 |
| Martin ratioReturn relative to average drawdown | 4.23 | -1.31 | +5.53 |
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Drawdowns
SKM vs. T - Drawdown Comparison
The maximum SKM drawdown since its inception was -74.42%, which is greater than T's maximum drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for SKM and T.
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Drawdown Indicators
| SKM | T | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.42% | -64.15% | -10.27% |
Max Drawdown (1Y)Largest decline over 1 year | -32.50% | -28.89% | -3.61% |
Max Drawdown (3Y)Largest decline over 3 years | -32.50% | -28.89% | -3.61% |
Max Drawdown (5Y)Largest decline over 5 years | -34.85% | -32.01% | -2.84% |
Max Drawdown (10Y)Largest decline over 10 years | -49.83% | -42.35% | -7.48% |
Current DrawdownCurrent decline from peak | -31.48% | -24.17% | -7.31% |
Average DrawdownAverage peak-to-trough decline | -36.14% | -15.73% | -20.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.23% | 12.52% | -2.29% |
Volatility
SKM vs. T - Volatility Comparison
SK Telecom Co.,Ltd (SKM) has a higher volatility of 11.37% compared to AT&T Inc. (T) at 10.00%. This indicates that SKM's price experiences larger fluctuations and is considered to be riskier than T based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SKM | T | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.37% | 10.00% | +1.37% |
Volatility (6M)Calculated over the trailing 6-month period | 41.02% | 19.81% | +21.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.15% | 23.52% | +19.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.34% | 24.36% | +3.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.56% | 23.90% | +2.66% |
Dividends
SKM vs. T - Dividend Comparison
SKM's dividend yield for the trailing twelve months is around 1.06%, less than T's 5.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SKM SK Telecom Co.,Ltd | 1.06% | 5.22% | 4.76% | 6.86% | 6.81% | 77.93% | 0.38% | 0.00% | 0.00% | 0.35% | 4.68% | 4.78% |
T AT&T Inc. | 5.15% | 4.47% | 4.87% | 6.62% | 6.66% | 8.46% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% |
Financials
SKM vs. T - Financials Comparison
This section allows you to compare key financial metrics between SK Telecom Co.,Ltd and AT&T 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
SKM and T have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SKM has higher volatility (11.37%) compared to T (10.00%). In terms of maximum drawdown, SKM dropped -74.42% vs T's -64.15%.
SKM currently has the higher Sharpe Ratio (1.01 vs -0.70), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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