WMT vs. 000660.KS
WMT (Walmart Inc.) and 000660.KS (SK Hynix Inc) are both stocks. WMT operates in Discount Stores (Consumer Defensive), while 000660.KS operates in Semiconductors (Technology). Over the past 10 years, WMT returned 19.62%/yr vs 50.13%/yr for 000660.KS. At a 0.05 correlation, their price movements are largely independent.
Performance
WMT vs. 000660.KS - Performance Comparison
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Different Trading Currencies
WMT is traded in USD, while 000660.KS is traded in KRW. To make them comparable, the 000660.KS values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, WMT achieves a 7.98% return, which is significantly lower than 000660.KS's 180.72% return. Over the past 10 years, WMT has underperformed 000660.KS with an annualized return of 19.62%, while 000660.KS has yielded a comparatively higher 50.13% annualized return.
WMT
- 1D
- 0.80%
- 1M
- -8.13%
- YTD
- 7.98%
- 6M
- 6.15%
- 1Y
- 23.97%
- 3Y*
- 34.37%
- 5Y*
- 22.47%
- 10Y*
- 19.62%
000660.KS
- 1D
- 0.00%
- 1M
- 9.94%
- YTD
- 180.72%
- 6M
- 223.75%
- 1Y
- 667.98%
- 3Y*
- 143.83%
- 5Y*
- 64.62%
- 10Y*
- 50.13%
WMT vs. 000660.KS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WMT Walmart Inc. | 7.98% | 24.49% | 73.99% | 12.88% | -0.46% | 1.97% | 23.32% | 30.16% | -3.43% | 46.56% |
000660.KS SK Hynix Inc | 180.72% | 287.22% | 8.25% | 86.36% | -45.25% | 2.02% | 35.65% | 51.56% | -22.20% | 95.57% |
Correlation
The correlation between WMT and 000660.KS is -0.19, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Jul 4, 2007 | 0.05 |
The correlation between WMT and 000660.KS shifts across timeframes, from -0.19 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WMT vs. 000660.KS — Risk / Return Rank
WMT
000660.KS
WMT vs. 000660.KS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Walmart Inc. (WMT) and SK Hynix Inc (000660.KS). 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.
| WMT | 000660.KS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -8.96 | ||
| Sortino ratioReturn per unit of downside risk | -4.11 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.75 | -0.55 |
| Calmar ratioReturn relative to maximum drawdown | 1.53 | 23.68 | -22.15 |
| Martin ratioReturn relative to average drawdown | 5.02 | 71.59 | -66.57 |
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
| WMT | 000660.KS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 9.98 | -8.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.04 | 1.35 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.91 | 1.16 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.46 | +0.18 |
Drawdowns
WMT vs. 000660.KS - Drawdown Comparison
The maximum WMT drawdown since its inception was -77.14%, smaller than the maximum 000660.KS drawdown of -90.66%. Use the drawdown chart below to compare losses from any high point for WMT and 000660.KS.
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Drawdown Indicators
| WMT | 000660.KS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.14% | -90.66% | +13.52% |
Max Drawdown (1Y)Largest decline over 1 year | -15.75% | -29.74% | +13.99% |
Max Drawdown (3Y)Largest decline over 3 years | -21.93% | -35.63% | +13.70% |
Max Drawdown (5Y)Largest decline over 5 years | -25.74% | -49.81% | +24.07% |
Max Drawdown (10Y)Largest decline over 10 years | -25.74% | -56.48% | +30.74% |
Current DrawdownCurrent decline from peak | -10.71% | -18.82% | +8.11% |
Average DrawdownAverage peak-to-trough decline | -14.63% | -29.12% | +14.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.79% | 9.69% | -4.90% |
Volatility
WMT vs. 000660.KS - Volatility Comparison
The current volatility for Walmart Inc. (WMT) is 10.26%, while SK Hynix Inc (000660.KS) has a volatility of 27.19%. This indicates that WMT experiences smaller price fluctuations and is considered to be less risky than 000660.KS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WMT | 000660.KS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.26% | 27.19% | -16.93% |
Volatility (6M)Calculated over the trailing 6-month period | 18.59% | 56.68% | -38.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.72% | 70.61% | -46.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.68% | 49.91% | -28.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.73% | 44.88% | -23.15% |
Dividends
WMT vs. 000660.KS - Dividend Comparison
WMT's dividend yield for the trailing twelve months is around 0.81%, more than 000660.KS's 0.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
000660.KS SK Hynix Inc | 0.14% | 0.42% | 0.52% | 0.85% | 1.60% | 1.18% | 0.99% | 1.06% | 2.48% | 1.31% | 1.34% | 1.63% |
WMT Walmart Inc. | 0.81% | 0.84% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% |
Financials
WMT vs. 000660.KS - Financials Comparison
This section allows you to compare key financial metrics between Walmart Inc. and SK Hynix 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
WMT and 000660.KS 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.
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