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Korea Electric Power Corporation (KEP)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS5006311063
CUSIP500631106
SectorUtilities
IndustryUtilities—Regulated Electric

Highlights

Market Cap$10.96B
EPS-$2.79
PE Ratio141.47
Revenue (TTM)$88.22T
Gross Profit (TTM)-$29.82T
EBITDA (TTM)$7.84T
Year Range$5.93 - $9.55
Target Price$10.00
Short %0.15%
Short Ratio3.52

Share Price Chart


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Korea Electric Power Corporation

Popular comparisons: KEP vs. KB

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.


0.00%200.00%400.00%600.00%800.00%1,000.00%OctoberNovemberDecember2024FebruaryMarch
-33.28%
1,026.65%
KEP (Korea Electric Power Corporation)
Benchmark (^GSPC)

S&P 500

Returns By Period

Korea Electric Power Corporation had a return of 14.76% year-to-date (YTD) and 16.04% in the last 12 months. Over the past 10 years, Korea Electric Power Corporation had an annualized return of -5.34%, while the S&P 500 had an annualized return of 10.96%, indicating that Korea Electric Power Corporation did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date14.76%10.04%
1 month-11.02%3.53%
6 months28.99%22.79%
1 year16.04%32.16%
5 years (annualized)-7.72%13.15%
10 years (annualized)-5.34%10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.93%26.12%
2023-11.97%-3.74%-5.43%19.54%-0.41%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for Korea Electric Power Corporation (KEP) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
KEP
Korea Electric Power Corporation
0.60
^GSPC
S&P 500
2.76

Sharpe Ratio

The current Korea Electric Power Corporation Sharpe ratio is 0.60. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
0.60
2.76
KEP (Korea Electric Power Corporation)
Benchmark (^GSPC)

Dividends

Dividend History

Korea Electric Power Corporation granted a 0.00% dividend yield in the last twelve months. The annual payout for that period amounted to $0.00 per share.


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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$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
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
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
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
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
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
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
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
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
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
2013$0.04

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-80.00%-60.00%-40.00%-20.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-67.03%
0
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 67.03%.


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 9.79%, 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.


0.00%5.00%10.00%15.00%OctoberNovemberDecember2024FebruaryMarch
9.79%
2.82%
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

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
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TTM
Revenue

Total Revenue

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Cost Of Revenue

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Gross Profit

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Operating Expenses

Selling, General & Admin Expenses

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R&D Expenses

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Total Operating Expenses

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Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

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Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items