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KEN vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between KEN and SCHD is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

KEN vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kenon Holdings Ltd. (KEN) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%December2025FebruaryMarchAprilMay
854.94%
172.61%
KEN
SCHD

Key characteristics

Sharpe Ratio

KEN:

1.55

SCHD:

0.15

Sortino Ratio

KEN:

2.17

SCHD:

0.32

Omega Ratio

KEN:

1.27

SCHD:

1.04

Calmar Ratio

KEN:

1.05

SCHD:

0.15

Martin Ratio

KEN:

10.04

SCHD:

0.50

Ulcer Index

KEN:

5.32%

SCHD:

4.85%

Daily Std Dev

KEN:

34.42%

SCHD:

16.02%

Max Drawdown

KEN:

-66.48%

SCHD:

-33.37%

Current Drawdown

KEN:

-22.13%

SCHD:

-11.57%

Returns By Period

In the year-to-date period, KEN achieves a 4.96% return, which is significantly higher than SCHD's -5.30% return. Over the past 10 years, KEN has outperformed SCHD with an annualized return of 26.28%, while SCHD has yielded a comparatively lower 10.27% annualized return.


KEN

YTD

4.96%

1M

13.97%

6M

23.99%

1Y

56.51%

5Y*

29.04%

10Y*

26.28%

SCHD

YTD

-5.30%

1M

2.81%

6M

-10.08%

1Y

2.08%

5Y*

12.56%

10Y*

10.27%

*Annualized

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Risk-Adjusted Performance

KEN vs. SCHD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

KEN
The Risk-Adjusted Performance Rank of KEN is 8989
Overall Rank
The Sharpe Ratio Rank of KEN is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of KEN is 8888
Sortino Ratio Rank
The Omega Ratio Rank of KEN is 8585
Omega Ratio Rank
The Calmar Ratio Rank of KEN is 8585
Calmar Ratio Rank
The Martin Ratio Rank of KEN is 9595
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 2929
Overall Rank
The Sharpe Ratio Rank of SCHD is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 2727
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2727
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3131
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 2929
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.

KEN vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Kenon Holdings Ltd. (KEN) and Schwab US Dividend Equity ETF (SCHD). 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.


The current KEN Sharpe Ratio is 1.55, which is higher than the SCHD Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of KEN and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00December2025FebruaryMarchAprilMay
1.55
0.15
KEN
SCHD

Dividends

KEN vs. SCHD - Dividend Comparison

KEN's dividend yield for the trailing twelve months is around 15.60%, more than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
KEN
Kenon Holdings Ltd.
15.60%11.18%11.46%41.67%7.35%7.41%5.75%96.34%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
4.05%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

KEN vs. SCHD - Drawdown Comparison

The maximum KEN drawdown since its inception was -66.48%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for KEN and SCHD. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-22.13%
-11.57%
KEN
SCHD

Volatility

KEN vs. SCHD - Volatility Comparison

Kenon Holdings Ltd. (KEN) has a higher volatility of 14.67% compared to Schwab US Dividend Equity ETF (SCHD) at 8.81%. This indicates that KEN's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2025FebruaryMarchAprilMay
14.67%
8.81%
KEN
SCHD