TEVA vs. SHG
TEVA (Teva Pharmaceutical Industries Limited) and SHG (Shinhan Financial Group Co., Ltd.) are both stocks. TEVA operates in Drug Manufacturers - Specialty & Generic (Healthcare), while SHG operates in Banks - Regional (Financial Services). Over the past 10 years, TEVA returned -4.15%/yr vs 9.12%/yr for SHG. At a 0.22 correlation, their price movements are largely independent.
Performance
TEVA vs. SHG - Performance Comparison
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Returns By Period
In the year-to-date period, TEVA achieves a 6.57% return, which is significantly lower than SHG's 19.17% return. Over the past 10 years, TEVA has underperformed SHG with an annualized return of -4.15%, while SHG has yielded a comparatively higher 9.12% annualized return.
TEVA
- 1D
- -2.72%
- 1M
- -6.91%
- YTD
- 6.57%
- 6M
- 17.40%
- 1Y
- 87.17%
- 3Y*
- 65.55%
- 5Y*
- 25.39%
- 10Y*
- -4.15%
SHG
- 1D
- -4.85%
- 1M
- -6.76%
- YTD
- 19.17%
- 6M
- 19.73%
- 1Y
- 50.24%
- 3Y*
- 37.29%
- 5Y*
- 15.51%
- 10Y*
- 9.12%
TEVA vs. SHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TEVA Teva Pharmaceutical Industries Limited | 6.57% | 41.61% | 111.11% | 14.47% | 13.86% | -16.99% | -1.53% | -36.45% | -18.63% | -46.18% |
SHG Shinhan Financial Group Co., Ltd. | 19.17% | 68.28% | 12.80% | 15.25% | -4.61% | 5.27% | -21.83% | 7.27% | -23.51% | 23.27% |
Correlation
The correlation between TEVA and SHG is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Sep 17, 2003 | 0.22 |
Fundamentals
TEVA:
$39.21B
SHG:
$30.83B
TEVA:
$1.34
SHG:
$10.58K
TEVA:
24.87
SHG:
0.01
TEVA:
0.19
SHG:
0.00
TEVA:
2.24
SHG:
0.00
TEVA:
4.76
SHG:
0.00
TEVA:
$17.35B
SHG:
$34.80T
TEVA:
$9.03B
SHG:
$16.62T
TEVA:
$3.05B
SHG:
$8.32T
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Return for Risk
TEVA vs. SHG — Risk / Return Rank
TEVA
SHG
TEVA vs. SHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Teva Pharmaceutical Industries Limited (TEVA) and Shinhan Financial Group Co., Ltd. (SHG). 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.
| TEVA | SHG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.59 | ||
| Sortino ratioReturn per unit of downside risk | +1.01 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.28 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 4.02 | 2.80 | +1.22 |
| Martin ratioReturn relative to average drawdown | 10.94 | 7.79 | +3.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TEVA | SHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.25 | 1.67 | +0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.52 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.09 | 0.30 | -0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.23 | +0.09 |
Drawdowns
TEVA vs. SHG - Drawdown Comparison
The maximum TEVA drawdown since its inception was -90.89%, which is greater than SHG's maximum drawdown of -82.02%. Use the drawdown chart below to compare losses from any high point for TEVA and SHG.
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Drawdown Indicators
| TEVA | SHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.89% | -82.02% | -8.87% |
Max Drawdown (1Y)Largest decline over 1 year | -21.79% | -18.03% | -3.76% |
Max Drawdown (3Y)Largest decline over 3 years | -43.70% | -35.19% | -8.51% |
Max Drawdown (5Y)Largest decline over 5 years | -43.70% | -37.00% | -6.70% |
Max Drawdown (10Y)Largest decline over 10 years | -88.41% | -65.50% | -22.91% |
Current DrawdownCurrent decline from peak | -50.84% | -10.89% | -39.95% |
Average DrawdownAverage peak-to-trough decline | -32.00% | -33.84% | +1.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.00% | 6.47% | +1.53% |
Volatility
TEVA vs. SHG - Volatility Comparison
Teva Pharmaceutical Industries Limited (TEVA) and Shinhan Financial Group Co., Ltd. (SHG) have volatilities of 9.18% and 9.51%, 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.
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Volatility by Period
| TEVA | SHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.18% | 9.51% | -0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 23.54% | 22.62% | +0.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.97% | 30.37% | +8.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.94% | 29.92% | +13.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.34% | 30.32% | +17.02% |
Dividends
TEVA vs. SHG - Dividend Comparison
TEVA has not paid dividends to shareholders, while SHG's dividend yield for the trailing twelve months is around 0.64%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHG Shinhan Financial Group Co., Ltd. | 0.64% | 2.24% | 5.96% | 3.87% | 5.54% | 1.54% | 0.00% | 0.00% | 0.00% | 0.00% | 3.35% | 3.10% |
TEVA Teva Pharmaceutical Industries Limited | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 3.88% | 3.19% | 1.77% |
Financials
TEVA vs. SHG - Financials Comparison
This section allows you to compare key financial metrics between Teva Pharmaceutical Industries Limited and Shinhan Financial Group Co., Ltd.. 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
TEVA vs. SHG - Profitability Comparison
TEVA - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Teva Pharmaceutical Industries Limited reported a gross profit of 1.97B and revenue of 3.98B. Therefore, the gross margin over that period was 49.5%.
SHG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Shinhan Financial Group Co., Ltd. reported a gross profit of 4.19T and revenue of 8.73T. Therefore, the gross margin over that period was 48.0%.
TEVA - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Teva Pharmaceutical Industries Limited reported an operating income of 652.00M and revenue of 3.98B, resulting in an operating margin of 16.4%.
SHG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Shinhan Financial Group Co., Ltd. reported an operating income of 2.29T and revenue of 8.73T, resulting in an operating margin of 26.2%.
TEVA - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Teva Pharmaceutical Industries Limited reported a net income of 369.00M and revenue of 3.98B, resulting in a net margin of 9.3%.
SHG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Shinhan Financial Group Co., Ltd. reported a net income of 1.62T and revenue of 8.73T, resulting in a net margin of 18.6%.
Frequently Asked Questions
TEVA and SHG have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SHG has higher volatility (9.51%) compared to TEVA (9.18%). In terms of maximum drawdown, TEVA dropped -90.89% vs SHG's -82.02%.
TEVA currently has the higher Sharpe Ratio (2.25 vs 1.67), 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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