PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Korea Electric Power Corporation (KEP)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN

US5006311063

CUSIP

500631106

Sector

Utilities

IPO Date

Oct 27, 1994

Highlights

Market Cap

$9.84B

EPS (TTM)

$1.47

PE Ratio

5.20

Total Revenue (TTM)

$66.30T

Gross Profit (TTM)

$6.98T

EBITDA (TTM)

$11.11T

Year Range

$6.69 - $9.55

Target Price

$10.00

Short %

0.03%

Short Ratio

1.87

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
KEP vs. KB KEP vs. GE
Popular comparisons:
KEP vs. KB KEP vs. GE

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Korea Electric Power Corporation, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
14.57%
11.03%
KEP (Korea Electric Power Corporation)
Benchmark (^GSPC)

Returns By Period

Korea Electric Power Corporation had a return of 18.21% year-to-date (YTD) and 23.84% in the last 12 months. Over the past 10 years, Korea Electric Power Corporation had an annualized return of -6.77%, while the S&P 500 had an annualized return of 11.10%, indicating that Korea Electric Power Corporation did not perform as well as the benchmark.


KEP

YTD

18.21%

1M

11.73%

6M

14.57%

1Y

23.84%

5Y (annualized)

-5.80%

10Y (annualized)

-6.77%

^GSPC (Benchmark)

YTD

23.56%

1M

0.49%

6M

11.03%

1Y

30.56%

5Y (annualized)

13.70%

10Y (annualized)

11.10%

Monthly Returns

The table below presents the monthly returns of KEP, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.93%26.12%-10.62%-8.16%-5.62%-1.80%3.67%11.02%-4.90%7.60%18.21%
2023-7.18%-17.33%4.68%1.15%3.42%6.75%-1.94%-11.97%-3.74%-5.43%19.54%-0.41%-16.09%
2022-5.14%11.88%-4.02%-4.62%4.28%-5.18%-1.82%-11.48%-10.88%-13.68%37.65%6.93%-5.47%
2021-16.22%-2.24%2.09%3.12%8.51%-5.92%-0.28%-4.09%-4.45%-2.84%-8.45%4.10%-25.51%
2020-10.65%-16.84%-14.11%27.29%-8.53%-9.22%-1.88%9.07%1.99%-0.80%9.84%35.45%8.66%
20193.93%-0.13%-15.02%-6.46%-9.78%1.09%5.68%-9.38%1.97%0.37%8.27%0.42%-19.80%
2018-6.15%-9.51%2.33%13.00%-12.59%-5.66%2.37%-7.22%-3.30%-9.19%10.53%11.57%-16.71%
2017-0.76%3.49%9.22%-4.44%-3.28%-6.21%11.69%-3.59%-13.39%5.13%-0.96%3.59%-2.18%
20162.98%7.98%9.39%4.47%-1.82%-1.82%4.86%-4.89%-5.72%-10.54%-9.26%-2.04%-8.43%
2015-0.21%7.04%-0.87%5.07%-4.04%-1.50%5.85%-5.24%0.34%9.32%-5.49%6.84%16.83%
2014-1.81%6.13%-0.81%11.47%0.52%-4.37%10.16%3.01%7.47%-2.58%-5.17%-5.50%17.94%
20137.44%-0.33%-9.16%5.37%-17.74%-3.99%11.67%8.63%2.33%-5.70%14.96%9.42%19.21%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of KEP is 60, suggesting that the investment has average results relative to other stocks in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of KEP is 6060
Combined Rank
The Sharpe Ratio Rank of KEP is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of KEP is 5959
Sortino Ratio Rank
The Omega Ratio Rank of KEP is 5858
Omega Ratio Rank
The Calmar Ratio Rank of KEP is 5757
Calmar Ratio Rank
The Martin Ratio Rank of KEP is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Korea Electric Power Corporation (KEP) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for KEP, currently valued at 0.73, compared to the broader market-4.00-2.000.002.004.000.732.51
The chart of Sortino ratio for KEP, currently valued at 1.20, compared to the broader market-4.00-2.000.002.004.001.203.36
The chart of Omega ratio for KEP, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.47
The chart of Calmar ratio for KEP, currently valued at 0.34, compared to the broader market0.002.004.006.000.343.62
The chart of Martin ratio for KEP, currently valued at 1.53, compared to the broader market-10.000.0010.0020.0030.001.5316.12
KEP
^GSPC

The current Korea Electric Power Corporation Sharpe ratio is 0.73. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Korea Electric Power Corporation with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.73
2.51
KEP (Korea Electric Power Corporation)
Benchmark (^GSPC)

Dividends

Dividend History

Korea Electric Power Corporation provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20$1.4020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.00$0.00$0.00$0.00$0.54$0.00$0.00$0.37$0.86$1.37$0.23$0.04

Dividend yield

0.00%0.00%0.00%0.00%4.43%0.00%0.00%2.08%4.68%6.46%1.20%0.26%

Monthly Dividends

The table displays the monthly dividend distributions for Korea Electric Power Corporation. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.54$0.54
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.37$0.37
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.86$0.86
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.37$1.37
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.23$0.23
2013$0.04$0.04

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-66.04%
-1.80%
KEP (Korea Electric Power Corporation)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Korea Electric Power Corporation. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Korea Electric Power Corporation was 77.02%, occurring on Oct 24, 2022. The portfolio has not yet recovered.

The current Korea Electric Power Corporation drawdown is 66.04%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-77.02%Aug 11, 20161562Oct 24, 2022
-76.1%Apr 25, 1996540Jun 15, 19981964Apr 5, 20062504
-72.69%Jul 26, 2007403Mar 2, 20091760Feb 25, 20162163
-28.21%May 9, 200648Jul 17, 2006248Jul 12, 2007296
-20.16%Nov 9, 199452Jan 24, 199569May 3, 1995121

Volatility

Volatility Chart

The current Korea Electric Power Corporation volatility is 11.09%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
11.09%
4.06%
KEP (Korea Electric Power Corporation)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Korea Electric Power Corporation over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Valuation

The Valuation section provides an assessment of the market value of Korea Electric Power Corporation compared to its peers in the Utilities - Regulated Electric industry.


PE Ratio
20.040.060.080.0100.05.2
The chart displays the price to earnings (P/E) ratio for KEP in comparison to other companies of the Utilities - Regulated Electric industry. Currently, KEP has a PE value of 5.2. This PE value is considered to be low compared to the rest of the industry.
PEG Ratio
5.010.015.00.0
The chart displays the price to earnings to growth (PEG) ratio for KEP in comparison to other companies of the Utilities - Regulated Electric industry. Currently, KEP has a PEG value of 0.0. This PEG ratio falls in the average range for the industry.

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Korea Electric Power Corporation.


Loading data...

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items