WF vs. SHG
Compare and contrast key facts about Woori Financial Group Inc. (WF) and Shinhan Financial Group Co., Ltd. (SHG).
Performance
WF vs. SHG - Performance Comparison
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WF vs. SHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WF Woori Financial Group Inc. | 13.28% | 99.65% | 16.76% | 13.14% | -7.19% | 18.91% | -9.52% | -28.16% | -5.75% | 40.44% |
SHG Shinhan Financial Group Co., Ltd. | 14.34% | 68.28% | 12.80% | 15.25% | -4.61% | 5.27% | -21.83% | 7.27% | -23.51% | 23.27% |
Fundamentals
WF:
$16.92B
SHG:
$31.37B
WF:
$12.62K
SHG:
$10.11K
WF:
0.01
SHG:
0.01
WF:
0.00
SHG:
0.00
WF:
0.00
SHG:
0.00
WF:
0.00
SHG:
0.00
WF:
$22.00T
SHG:
$22.28T
WF:
$11.80T
SHG:
$13.29T
WF:
$5.11T
SHG:
$8.10T
Returns By Period
In the year-to-date period, WF achieves a 13.28% return, which is significantly lower than SHG's 14.34% return. Over the past 10 years, WF has outperformed SHG with an annualized return of 14.20%, while SHG has yielded a comparatively lower 8.22% annualized return.
WF
- 1D
- 3.66%
- 1M
- -11.27%
- YTD
- 13.28%
- 6M
- 18.61%
- 1Y
- 103.45%
- 3Y*
- 46.26%
- 5Y*
- 27.21%
- 10Y*
- 14.20%
SHG
- 1D
- 2.78%
- 1M
- -8.22%
- YTD
- 14.34%
- 6M
- 21.74%
- 1Y
- 95.05%
- 3Y*
- 36.73%
- 5Y*
- 17.81%
- 10Y*
- 8.22%
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Return for Risk
WF vs. SHG — Risk / Return Rank
WF
SHG
WF vs. SHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Woori Financial Group Inc. (WF) 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.
| WF | SHG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.09 | 3.02 | +0.07 |
Sortino ratioReturn per unit of downside risk | 3.73 | 3.86 | -0.13 |
Omega ratioGain probability vs. loss probability | 1.48 | 1.47 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 4.33 | 5.34 | -1.01 |
Martin ratioReturn relative to average drawdown | 14.29 | 17.95 | -3.66 |
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
| WF | SHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.09 | 3.02 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.60 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.27 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.22 | -0.01 |
Correlation
The correlation between WF and SHG is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
WF vs. SHG - Dividend Comparison
WF's dividend yield for the trailing twelve months is around 1.30%, less than SHG's 1.34% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WF Woori Financial Group Inc. | 1.30% | 3.84% | 12.93% | 2.71% | 8.20% | 1.19% | 0.00% | 0.00% | 0.00% | 0.58% | 3.29% | 7.86% |
SHG Shinhan Financial Group Co., Ltd. | 1.34% | 2.24% | 5.96% | 3.87% | 5.54% | 1.54% | 0.00% | 0.00% | 0.00% | 0.00% | 3.35% | 3.10% |
Drawdowns
WF vs. SHG - Drawdown Comparison
The maximum WF drawdown since its inception was -89.46%, which is greater than SHG's maximum drawdown of -82.02%. Use the drawdown chart below to compare losses from any high point for WF and SHG.
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Drawdown Indicators
| WF | SHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.46% | -82.02% | -7.44% |
Max Drawdown (1Y)Largest decline over 1 year | -23.94% | -18.03% | -5.91% |
Max Drawdown (5Y)Largest decline over 5 years | -43.52% | -38.45% | -5.07% |
Max Drawdown (10Y)Largest decline over 10 years | -70.84% | -65.50% | -5.34% |
Current DrawdownCurrent decline from peak | -21.16% | -14.50% | -6.66% |
Average DrawdownAverage peak-to-trough decline | -43.08% | -34.05% | -9.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.26% | 5.37% | +1.89% |
Volatility
WF vs. SHG - Volatility Comparison
Woori Financial Group Inc. (WF) has a higher volatility of 10.87% compared to Shinhan Financial Group Co., Ltd. (SHG) at 9.70%. This indicates that WF's price experiences larger fluctuations and is considered to be riskier than SHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WF | SHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.87% | 9.70% | +1.17% |
Volatility (6M)Calculated over the trailing 6-month period | 23.87% | 21.42% | +2.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.68% | 31.66% | +2.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.02% | 29.71% | +1.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.24% | 30.14% | +3.10% |
Financials
WF vs. SHG - Financials Comparison
This section allows you to compare key financial metrics between Woori Financial Group Inc. 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
WF vs. SHG - Profitability Comparison
WF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Woori Financial Group Inc. reported a gross profit of 3.40T and revenue of 7.05T. Therefore, the gross margin over that period was 48.3%.
SHG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Shinhan Financial Group Co., Ltd. reported a gross profit of 896.09B and revenue of 896.09B. Therefore, the gross margin over that period was 100.0%.
WF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Woori Financial Group Inc. reported an operating income of 507.42B and revenue of 7.05T, resulting in an operating margin of 7.2%.
SHG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Shinhan Financial Group Co., Ltd. reported an operating income of 896.09B and revenue of 896.09B, resulting in an operating margin of 100.0%.
WF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Woori Financial Group Inc. reported a net income of 326.73B and revenue of 7.05T, resulting in a net margin of 4.6%.
SHG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Shinhan Financial Group Co., Ltd. reported a net income of 535.29B and revenue of 896.09B, resulting in a net margin of 59.7%.