PortfoliosLab logo
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

$11.89B

EPS (TTM)

$1.91

PE Ratio

4.85

Total Revenue (TTM)

$93.63T

Gross Profit (TTM)

$38.73T

EBITDA (TTM)

$16.16T

Year Range

$6.68 - $9.65

Target Price

$10.00

Short %

0.06%

Short Ratio

1.99

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.


Performance

Performance Chart


Loading data...

Returns By Period

Korea Electric Power Corporation (KEP) returned 40.12% year-to-date (YTD) and 20.33% over the past 12 months. Over the past 10 years, KEP returned -6.03% annually, underperforming the S&P 500 benchmark at 10.45%.


KEP

YTD

40.12%

1M

22.65%

6M

23.07%

1Y

20.33%

5Y*

2.36%

10Y*

-6.03%

^GSPC (Benchmark)

YTD

-3.77%

1M

3.72%

6M

-5.60%

1Y

8.55%

5Y*

14.11%

10Y*

10.45%

*Annualized

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
20255.38%0.69%1.51%22.67%6.05%40.12%
20241.93%26.12%-10.62%-8.16%-5.62%-1.80%3.67%11.02%-4.90%7.60%7.78%-22.71%-4.05%
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%27.28%-8.53%-9.21%-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%-0.97%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%5.84%-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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of KEP is 68, indicating average performance compared to other stocks on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of KEP is 6868
Overall Rank
The Sharpe Ratio Rank of KEP is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of KEP is 6666
Sortino Ratio Rank
The Omega Ratio Rank of KEP is 6565
Omega Ratio Rank
The Calmar Ratio Rank of KEP is 6464
Calmar Ratio Rank
The Martin Ratio Rank of KEP is 7070
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.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Korea Electric Power Corporation Sharpe ratios as of May 10, 2025 (values are recalculated daily):

  • 1-Year: 0.60
  • 5-Year: 0.07
  • 10-Year: -0.19
  • All Time: -0.02

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Korea Electric Power Corporation compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Loading data...

Dividends

Dividend History

Korea Electric Power Corporation provided a 0.77% dividend yield over the last twelve months, with an annual payout of $0.07 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$1.4020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.07$0.07$0.00$0.00$0.00$0.54$0.00$0.00$0.37$0.86$1.37$0.23

Dividend yield

0.77%1.08%0.00%0.00%0.00%4.43%0.00%0.00%2.08%4.68%6.46%1.20%

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
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.07$0.07
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$0.23$0.23

Dividend Yield & Payout


Dividend Yield

Korea Electric Power Corporation has a dividend yield of 0.77%, which signifies it pays a smaller percentage of its stock price in dividends to its shareholders compared to other companies in the market.

Payout Ratio

Korea Electric Power Corporation has a payout ratio of 4.48%, which is below the market average. This means Korea Electric Power Corporation returns a smaller proportion of its earnings to shareholders as dividends, suggesting it retains a higher portion for reinvestment, growth, or debt payment.

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.


Loading data...

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 61.38%.


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 chart below shows the rolling one-month volatility.


Loading data...

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

Earnings Per Share

The chart presents the Earnings Per Share (EPS) performance of Korea Electric Power Corporation, comparing actual results with analytics estimates. The company has exceeded analyst expectations for EPS in the past quarter, achieving a 2,266.9% positive surprise.


-5.00-4.00-3.00-2.00-1.000.001.00AprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
0.57
0.01
Actual
Estimate

Valuation

The Valuation section provides an overview of how Korea Electric Power Corporation is priced in the market compared to other companies in the Utilities - Regulated Electric industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PE Ratio

The chart displays the Price-to-Earnings (P/E) ratio for KEP, comparing it with other companies in the Utilities - Regulated Electric industry. Currently, KEP has a P/E ratio of 4.8. This P/E ratio is considered low compared to industry peers, which may suggest that the stock is undervalued or that the company has weaker growth prospects.

PEG Ratio

The chart shows the Price/Earnings to Growth (PEG) ratio for KEP compared to other companies in the Utilities - Regulated Electric industry. KEP currently has a PEG ratio of 0.0. This PEG ratio is low compared to industry peers, which could indicate the stock is undervalued relative to its expected growth.

PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for KEP relative to other companies in the Utilities - Regulated Electric industry. Currently, KEP has a P/S ratio of 0.0. This P/S ratio is low compared to the industry average. It may indicate that the stock is undervalued relative to its revenue, or that the market expects slower growth or lower margins.

PB Ratio

The chart illustrates the Price-to-Book (P/B) ratio for KEP in comparison with other companies in the Utilities - Regulated Electric industry. Currently, KEP has a P/B value of 0.4. This P/B ratio is low compared to industry peers. It might indicate the stock is undervalued or that the company’s assets are not expected to generate strong returns.

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