Compare up to 5 stocks, ETFs or indices: returns rebased to 100, CAGR, volatility, drawdown, Sharpe, beta, correlation. Yahoo Finance data, not advice.
| – |
For information only, not investment advice. Prices come from Yahoo Finance via our server and may be delayed 15–20 minutes or more depending on the exchange, or interrupted. Charts: TradingView Lightweight Charts™
Pick up to five Korean, US or Japanese stocks, ETFs, stock indices, gold, currencies or Bitcoin and compare how they did over the same period. One screen shows cumulative returns rebased to 100 on the first common trading day, a drawdown chart, a table of period return, CAGR, annual volatility, maximum drawdown, Sharpe ratio and beta, and a correlation matrix of returns. Prices are daily bars our server fetches from Yahoo Finance.
Each symbol's daily adjusted close (dividends and splits included) is used only on dates when every selected symbol traded. Period return = last ÷ first − 1 (for YTD, the first value is the close of the last common trading day of last year); CAGR = (last ÷ first)^(365.25 ÷ days in period) − 1, shown only for periods of 300 days or more. Annual volatility is the sample standard deviation of daily returns × √252, and the Sharpe ratio assumes a risk-free rate of 0: mean daily return ÷ standard deviation × √252 (365 instead of 252 when only crypto that trades on weekends is selected). Maximum drawdown is the largest fall from a previous peak. Beta is the covariance of the symbol's and the benchmark's returns divided by the variance of the benchmark's returns, and correlation is the Pearson correlation of two symbols' returns. Beta and correlation need at least 10 samples. For a market that is still open, the last day uses the current (delayed) price, and the period label then says the last day is intraday.
The status badge at the top reads 'Market open · refreshes every 5 min' when at least one selected symbol is in its regular session, and 'Market closed · as of last session' when all are closed. Open or closed is the regular-session status reported by Yahoo Finance, so pre-market and after-hours trading show as closed. If the server is busy you see 'Retrying shortly' and the tool reloads after 30 seconds; after a source error it retries after 65 seconds, up to three times. A common mistake is to read 'open' as real time: prices are daily bars that the server caches for 5 minutes and shares with every visitor, Korean quotes arrive about 20 minutes late, and other exchanges can lag too.
Type a name or code and the tool searches the site's symbol list (large caps in Korea, the US and Japan, ETFs, indices, FX, commodities and crypto). You can pick up to five; each chip's colored dot matches its line, table row and correlation label. A six-digit number offers KOSPI (.KS) and KOSDAQ (.KQ) candidates, a four-digit number offers Tokyo (.T), and anything not listed can be entered as a Yahoo Finance symbol. US Treasury yields are rates, not prices, so they cannot be added. The tool starts with Samsung Electronics, SK hynix, KOSPI and the S&P 500, and remembers your picks in this browser and in the URL. A symbol that cannot be found gets a warning border. There are five preset buttons.
Periods are 3M, 6M, YTD, 1Y, 2Y, 5Y and 10Y, all measured on daily bars. YTD loads a year of data and sets the close of last year's final common trading day to 100, so the first session of the year is included. Currency defaults to 'Own currency'; 'In KRW' and 'In USD' convert foreign symbols at each day's closing exchange rate (the previous value on missing days) and measure again. Viewed in won, a US stock such as Nvidia picks up the full move in the dollar-won rate, so when you set it against Samsung Electronics it is fairer to put both in the same currency. Conversion fees and taxes are not included. Changing the period reloads the data and refits the time axis.
Lines start at 100 on the first day every selected symbol traded. Markets have different holidays, so a day on which any one symbol was closed is dropped for all. The legend above the chart shows values on the date under the crosshair, or on the last day when there is no crosshair. You can switch between adjusted close (with dividends) and raw close, and between linear and log scales; with 5Y or 10Y and symbols that multiplied in value, the log scale draws equal percentage moves at equal heights. When a symbol is still trading on the last day, 'last day is intraday' appears by the title and that end point moves with each refresh until the close. Pick US stocks during the Korean session and the last common date stops at the previous day, because the US bar for today's date does not exist yet, so the Korean intraday value is not on the lines.
Over the same period as the chart above, this line shows how far below its highest value so far each symbol was on each day. 0% means a new high that day; the deeper the line, the further below the peak. Its time axis is linked to the chart above, so dragging or zooming one moves the other. The peak is counted from the first day of the selected period, so stretching the view from 1Y to 5Y can make the drawdown on the same date deeper. The deepest drawdown, its peak and trough dates and the recovery date ('not yet recovered' if none) are in the Max drawdown column below. Korean stocks have a daily price limit of ±30%, while individual US stocks have no daily limit, so a one-day plunge after an earnings report stays in this line as a deep notch.
For each symbol the table shows the period return, CAGR (only for periods of 300 days or more), annual volatility (standard deviation of daily returns × √252, or √365 when only crypto is picked), max drawdown, the Sharpe ratio with a risk-free rate of 0, beta, the FX effect when a currency view is on, and the last price. The beta benchmark is automatic (KOSPI if the first symbol is Korean, Nikkei 225 if Japanese, otherwise the S&P 500) or chosen by you, and beta needs at least 10 samples. The price cell adds the day change, the time in the exchange's city and open or closed, so unlike the common-date chart it shows each symbol's latest value. Click a header to sort, click again to reverse, and click Symbol to restore the order. Notes below list days dropped for holidays, late starters and whether the last day is intraday.
The matrix shows the Pearson correlation of returns for every pair. Near 1 means they moved in the same direction, near −1 in opposite directions, and a deeper cell shade means a larger absolute value. Choose daily returns or weekly returns (the last common trading day of each week starting Monday); fewer than 10 samples and nothing is shown. Mixing markets that close at different times, such as Samsung Electronics and the S&P 500, puts different hours into the same date's daily return and makes the correlation look lower than it is, so switch to weekly in that case. A common mistake is to think high correlation means moving by the same amount. Correlation measures only how closely they moved together; for size, look at beta and volatility.
This box turns the table and matrix into sentences. It names the highest and lowest period return, the most and least volatile symbol, the deepest drawdown with its peak-to-trough dates, the best Sharpe ratio, and the pairs that moved most and least alike, and in a currency view it adds the exchange-rate moves over the period. With a single symbol it gives only that symbol's return, volatility and max drawdown. The sentences are rebuilt at each refresh, so the rankings can change during the session. Every sentence describes a measured past period and says nothing about future returns or when to trade.
The tool reloads every 5 minutes while any selected market is open and every 30 minutes when all are closed (the server also caches daily bars for 5 minutes). A good scan order is the status badge, the end values in the legend, the price, day change and time in the table, then the intraday note under it. In Korea time the Korean session (09:00–15:30) runs during the day and the US session at night (22:30–05:00 during US daylight saving time, 23:30–06:00 otherwise), so a set with Samsung Electronics, SK hynix and the Nasdaq-100 changes its end point twice a day. Bookmark the URL to reopen the same symbols, period and currency. A market overview board, a sector returns grid and an intraday candlestick chart in other tabs help you see the big picture next to individual moves.
It starts on the first day on which every selected symbol traded. If one of them listed recently, its first trading day becomes the start, and the note under the table names it. Comparing markets with different holidays can also move the last date back by a few days.
With a risk-free rate of 0: the mean daily return divided by its standard deviation, multiplied by √252 to annualise. Because deposit rates are not subtracted, it reads higher than the usual Sharpe ratio when interest rates are high. Use it to compare risk-adjusted returns among the selected symbols.
Each day's price is multiplied by that day's closing exchange rate to get a KRW price, and the same measures are taken from that series. Rates are derived through Yahoo Finance's US dollar rates (USD/KRW, USD/JPY and so on), using the previous value on days without a quote. The FX effect column is how much one unit of that currency changed in KRW over the period.
When the benchmark moved 1%, the symbol moved more than 1% on average. A beta of 0.5 means about half as much, and a negative beta means it tended to move the other way. It describes the past period and may not hold in the future.
For information only, not investment advice. Prices come from Yahoo Finance via our server and may be delayed 15–20 minutes or more depending on the exchange, or interrupted.