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STTK vs. KF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

STTK vs. KF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Shattuck Labs, Inc. (STTK) and The Korea Fund Inc (KF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, STTK achieves a 90.14% return, which is significantly lower than KF's 107.08% return.


STTK

1D
1.31%
1M
16.64%
YTD
90.14%
6M
92.78%
1Y
776.48%
3Y*
30.54%
5Y*
-24.85%
10Y*

KF

1D
3.30%
1M
0.68%
YTD
107.08%
6M
104.71%
1Y
182.72%
3Y*
49.92%
5Y*
20.00%
10Y*
16.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

STTK vs. KF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
STTK
Shattuck Labs, Inc.
90.14%201.65%-83.03%210.00%-72.97%-83.76%137.15%
KF
The Korea Fund Inc
107.08%99.36%-19.29%12.34%-30.02%8.44%31.33%

Correlation

The correlation between STTK and KF is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

Correlation (3Y)
Calculated over the trailing 3-year period

0.16

Correlation (5Y)
Calculated over the trailing 5-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Oct 9, 2020

0.13

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Return for Risk

STTK vs. KF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

STTK
STTK Risk / Return Rank: 9898
Overall Rank
STTK Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
STTK Sortino Ratio Rank: 9898
Sortino Ratio Rank
STTK Omega Ratio Rank: 9797
Omega Ratio Rank
STTK Calmar Ratio Rank: 9999
Calmar Ratio Rank
STTK Martin Ratio Rank: 9999
Martin Ratio Rank

KF
KF Risk / Return Rank: 9595
Overall Rank
KF Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
KF Sortino Ratio Rank: 8989
Sortino Ratio Rank
KF Omega Ratio Rank: 9090
Omega Ratio Rank
KF Calmar Ratio Rank: 9898
Calmar Ratio Rank
KF Martin Ratio Rank: 9898
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

STTK vs. KF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Shattuck Labs, Inc. (STTK) and The Korea Fund Inc (KF). 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.


STTKKFDifference
Sharpe ratioReturn per unit of total volatility

+3.71

Sortino ratioReturn per unit of downside risk

+1.21

Omega ratioGain probability vs. loss probability

1.62

1.58

+0.04

Calmar ratioReturn relative to maximum drawdown

15.52

7.23

+8.29

Martin ratioReturn relative to average drawdown

46.03

25.50

+20.53

STTK vs. KF - Sharpe Ratio Comparison

The current STTK Sharpe Ratio is 7.69, which is higher than the KF Sharpe Ratio of 3.98. The chart below compares the historical Sharpe Ratios of STTK and KF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

STTK vs. KF - Drawdown Comparison

The maximum STTK drawdown since its inception was -98.73%, which is greater than KF's maximum drawdown of -85.25%. Use the drawdown chart below to compare losses from any high point for STTK and KF.


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Drawdown Indicators


STTKKFDifference

Max Drawdown

Largest peak-to-trough decline

-98.73%

-85.25%

-13.48%

Max Drawdown (1Y)

Largest decline over 1 year

-50.51%

-25.42%

-25.09%

Max Drawdown (3Y)

Largest decline over 3 years

-93.45%

-28.04%

-65.41%

Max Drawdown (5Y)

Largest decline over 5 years

-97.43%

-47.02%

-50.41%

Max Drawdown (10Y)

Largest decline over 10 years

-52.91%

Current Drawdown

Current decline from peak

-87.95%

-6.05%

-81.90%

Average Drawdown

Average peak-to-trough decline

-83.15%

-37.83%

-45.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.00%

7.20%

+9.80%

Volatility

STTK vs. KF - Volatility Comparison

Shattuck Labs, Inc. (STTK) has a higher volatility of 37.80% compared to The Korea Fund Inc (KF) at 25.49%. This indicates that STTK's price experiences larger fluctuations and is considered to be riskier than KF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STTKKFDifference

Volatility (1M)

Calculated over the trailing 1-month period

37.80%

25.49%

+12.31%

Volatility (6M)

Calculated over the trailing 6-month period

58.42%

43.03%

+15.39%

Volatility (1Y)

Calculated over the trailing 1-year period

102.28%

46.24%

+56.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

118.14%

29.37%

+88.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

114.53%

26.87%

+87.66%

Dividends

STTK vs. KF - Dividend Comparison

STTK has not paid dividends to shareholders, while KF's dividend yield for the trailing twelve months is around 0.58%.


PositionTTM20252024202320222021202020192018201720162015
KF
The Korea Fund Inc
0.58%1.20%2.46%0.00%15.93%26.50%1.30%0.24%18.67%9.75%1.03%13.66%
STTK
Shattuck Labs, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


STTK and KF have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

STTK has higher volatility (37.80%) compared to KF (25.49%). In terms of maximum drawdown, STTK dropped -98.73% vs KF's -85.25%.

STTK currently has the higher Sharpe Ratio (7.69 vs 3.98), 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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