KEN vs. SCHD

In the year-to-date period, KEN achieves a 13.07% return, which is significantly higher than SCHD's -4.38% return. Over the past 10 years, KEN has outperformed SCHD with an annualized return of 22.28%, while SCHD has yielded a comparatively lower 10.46% annualized return.

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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 1.80, which is higher than the SCHD Sharpe Ratio of 0.21. 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.

KEN's dividend yield for the trailing twelve months is around 14.48%, more than SCHD's 4.02% yield.

The maximum KEN drawdown since its inception was -66.55%, 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.

Kenon Holdings Ltd. (KEN) has a higher volatility of 9.10% compared to Schwab US Dividend Equity ETF (SCHD) at 4.60%. 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.