KEN vs. SCHD
Compare and contrast key facts about Kenon Holdings Ltd. (KEN) and Schwab U.S. Dividend Equity ETF (SCHD).
SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Performance
KEN vs. SCHD - Performance Comparison
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KEN vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KEN Kenon Holdings Ltd. | 28.80% | 126.18% | 62.44% | -19.16% | -23.73% | 93.65% | 57.17% | 50.73% | 23.06% | 85.88% |
SCHD Schwab U.S. Dividend Equity ETF | 12.17% | 4.34% | 11.66% | 4.54% | -3.26% | 29.87% | 15.03% | 27.29% | -5.56% | 20.85% |
Returns By Period
In the year-to-date period, KEN achieves a 28.80% return, which is significantly higher than SCHD's 12.17% return. Over the past 10 years, KEN has outperformed SCHD with an annualized return of 46.37%, while SCHD has yielded a comparatively lower 12.25% annualized return.
KEN
- 1D
- 3.70%
- 1M
- 0.89%
- YTD
- 28.80%
- 6M
- 89.09%
- 1Y
- 209.54%
- 3Y*
- 62.54%
- 5Y*
- 40.34%
- 10Y*
- 46.37%
SCHD
- 1D
- -0.55%
- 1M
- -3.43%
- YTD
- 12.17%
- 6M
- 12.91%
- 1Y
- 13.70%
- 3Y*
- 11.84%
- 5Y*
- 8.32%
- 10Y*
- 12.25%
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Return for Risk
KEN vs. SCHD — Risk / Return Rank
KEN
SCHD
KEN vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kenon Holdings Ltd. (KEN) and Schwab U.S. 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.
| KEN | SCHD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 5.68 | 0.88 | +4.80 |
Sortino ratioReturn per unit of downside risk | 5.27 | 1.32 | +3.95 |
Omega ratioGain probability vs. loss probability | 1.73 | 1.19 | +0.55 |
Calmar ratioReturn relative to maximum drawdown | 13.42 | 1.05 | +12.37 |
Martin ratioReturn relative to average drawdown | 40.22 | 3.55 | +36.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| KEN | SCHD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.68 | 0.88 | +4.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.03 | 0.58 | +0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.10 | 0.74 | +0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.84 | -0.05 |
Correlation
The correlation between KEN and SCHD is 0.22, 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.
Dividends
KEN vs. SCHD - Dividend Comparison
KEN's dividend yield for the trailing twelve months is around 5.62%, more than SCHD's 3.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KEN Kenon Holdings Ltd. | 5.62% | 7.24% | 11.18% | 11.46% | 25.00% | 7.35% | 7.41% | 5.75% | 96.34% | 0.00% | 0.00% | 45.52% |
SCHD Schwab U.S. Dividend Equity ETF | 3.46% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Drawdowns
KEN vs. SCHD - Drawdown Comparison
The maximum KEN drawdown since its inception was -69.20%, 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.
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Drawdown Indicators
| KEN | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.20% | -33.37% | -35.83% |
Max Drawdown (1Y)Largest decline over 1 year | -15.63% | -12.74% | -2.89% |
Max Drawdown (5Y)Largest decline over 5 years | -69.20% | -16.85% | -52.35% |
Max Drawdown (10Y)Largest decline over 10 years | -69.20% | -33.37% | -35.83% |
Current DrawdownCurrent decline from peak | -1.81% | -3.43% | +1.62% |
Average DrawdownAverage peak-to-trough decline | -23.47% | -3.34% | -20.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.22% | 3.75% | +1.47% |
Volatility
KEN vs. SCHD - Volatility Comparison
Kenon Holdings Ltd. (KEN) has a higher volatility of 11.77% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.33%. 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.
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Volatility by Period
| KEN | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.77% | 2.33% | +9.44% |
Volatility (6M)Calculated over the trailing 6-month period | 25.43% | 7.96% | +17.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.16% | 15.69% | +21.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.22% | 14.40% | +24.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.17% | 16.70% | +25.47% |