PortfoliosLab logoPortfoliosLab logo
KEN vs. SE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

KEN vs. SE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kenon Holdings Ltd. (KEN) and Sea Limited (SE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, KEN achieves a 20.71% return, which is significantly higher than SE's -33.77% return.


KEN

1D
1.93%
1M
-13.88%
YTD
20.71%
6M
30.64%
1Y
116.81%
3Y*
61.79%
5Y*
34.36%
10Y*
42.04%

SE

1D
-2.39%
1M
-2.58%
YTD
-33.77%
6M
-34.14%
1Y
-48.98%
3Y*
10.06%
5Y*
-20.32%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KEN vs. SE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KEN
Kenon Holdings Ltd.
20.71%126.18%62.44%-19.16%-23.73%93.65%57.17%50.73%23.06%28.49%
SE
Sea Limited
-33.77%20.24%161.98%-22.16%-76.74%12.39%394.90%255.30%-15.08%-18.02%

Correlation

The correlation between KEN and SE is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.29

Correlation (3Y)
Calculated over the trailing 3-year period

0.21

Correlation (5Y)
Calculated over the trailing 5-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Oct 23, 2017

0.19

The correlation between KEN and SE shifts across timeframes, from 0.19 (all time) to 0.29 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

KEN:

$4.06B

SE:

$53.75B

EPS

KEN:

$1.54

SE:

$2.57

PE Ratio

KEN:

49.63

SE:

32.82

PEG Ratio

KEN:

8.33

SE:

0.15

PS Ratio

KEN:

4.01

SE:

2.10

PB Ratio

KEN:

2.71

SE:

4.18

Total Revenue (TTM)

KEN:

$1.01B

SE:

$25.19B

Gross Profit (TTM)

KEN:

$166.82M

SE:

$11.15B

EBITDA (TTM)

KEN:

$339.95M

SE:

$2.33B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

KEN vs. SE — Risk / Return Rank

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

KEN
KEN Risk / Return Rank: 9393
Overall Rank
KEN Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
KEN Sortino Ratio Rank: 9292
Sortino Ratio Rank
KEN Omega Ratio Rank: 9191
Omega Ratio Rank
KEN Calmar Ratio Rank: 9393
Calmar Ratio Rank
KEN Martin Ratio Rank: 9595
Martin Ratio Rank

SE
SE Risk / Return Rank: 88
Overall Rank
SE Sharpe Ratio Rank: 55
Sharpe Ratio Rank
SE Sortino Ratio Rank: 66
Sortino Ratio Rank
SE Omega Ratio Rank: 77
Omega Ratio Rank
SE Calmar Ratio Rank: 1111
Calmar Ratio Rank
SE Martin Ratio Rank: 99
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

KEN vs. SE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kenon Holdings Ltd. (KEN) and Sea Limited (SE). 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.


KENSEDifference
Sharpe ratioReturn per unit of total volatility

+3.98

Sortino ratioReturn per unit of downside risk

+4.92

Omega ratioGain probability vs. loss probability

1.44

0.82

+0.63

Calmar ratioReturn relative to maximum drawdown

5.49

-0.82

+6.31

Martin ratioReturn relative to average drawdown

19.50

-1.37

+20.86

KEN vs. SE - Sharpe Ratio Comparison

The current KEN Sharpe Ratio is 3.01, which is higher than the SE Sharpe Ratio of -0.97. The chart below compares the historical Sharpe Ratios of KEN and SE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


KENSEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.01

-0.97

+3.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

-0.32

+1.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.34

+0.42

Drawdowns

KEN vs. SE - Drawdown Comparison

The maximum KEN drawdown since its inception was -69.20%, smaller than the maximum SE drawdown of -90.51%. Use the drawdown chart below to compare losses from any high point for KEN and SE.


Loading charts...

Drawdown Indicators


KENSEDifference

Max Drawdown

Largest peak-to-trough decline

-69.20%

-90.51%

+21.31%

Max Drawdown (1Y)

Largest decline over 1 year

-21.39%

-60.22%

+38.83%

Max Drawdown (3Y)

Largest decline over 3 years

-32.27%

-60.22%

+27.95%

Max Drawdown (5Y)

Largest decline over 5 years

-69.20%

-90.51%

+21.31%

Max Drawdown (10Y)

Largest decline over 10 years

-69.20%

Current Drawdown

Current decline from peak

-19.88%

-76.98%

+57.10%

Average Drawdown

Average peak-to-trough decline

-23.18%

-44.06%

+20.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.02%

35.90%

-29.88%

Volatility

KEN vs. SE - Volatility Comparison

The current volatility for Kenon Holdings Ltd. (KEN) is 14.44%, while Sea Limited (SE) has a volatility of 19.06%. This indicates that KEN experiences smaller price fluctuations and is considered to be less risky than SE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


KENSEDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.44%

19.06%

-4.62%

Volatility (6M)

Calculated over the trailing 6-month period

29.95%

37.96%

-8.01%

Volatility (1Y)

Calculated over the trailing 1-year period

39.14%

50.73%

-11.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.77%

64.12%

-24.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.90%

62.63%

-20.73%

Dividends

KEN vs. SE - Dividend Comparison

KEN's dividend yield for the trailing twelve months is around 5.03%, while SE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
KEN
Kenon Holdings Ltd.
5.03%7.24%11.18%11.46%25.00%7.35%7.41%5.75%96.34%0.00%0.00%45.52%
SE
Sea Limited
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

KEN vs. SE - Financials Comparison

This section allows you to compare key financial metrics between Kenon Holdings Ltd. and Sea Limited. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.002.00B4.00B6.00B8.00B20222023202420252026
317.00M
7.10B
(KEN) Total Revenue
(SE) Total Revenue
Values in USD except per share items

KEN vs. SE - Profitability Comparison

The chart below illustrates the profitability comparison between Kenon Holdings Ltd. and Sea Limited over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%20222023202420252026
14.8%
44.3%
Portfolio components
KEN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Kenon Holdings Ltd. reported a gross profit of 47.00M and revenue of 317.00M. Therefore, the gross margin over that period was 14.8%.

SE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sea Limited reported a gross profit of 3.15B and revenue of 7.10B. Therefore, the gross margin over that period was 44.3%.

KEN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Kenon Holdings Ltd. reported an operating income of 4.00M and revenue of 317.00M, resulting in an operating margin of 1.3%.

SE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sea Limited reported an operating income of 565.39M and revenue of 7.10B, resulting in an operating margin of 8.0%.

KEN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Kenon Holdings Ltd. reported a net income of 26.00M and revenue of 317.00M, resulting in a net margin of 8.2%.

SE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sea Limited reported a net income of 427.94M and revenue of 7.10B, resulting in a net margin of 6.0%.


Frequently Asked Questions


KEN and SE have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SE has higher volatility (19.06%) compared to KEN (14.44%). In terms of maximum drawdown, KEN dropped -69.20% vs SE's -90.51%.

KEN currently has the higher Sharpe Ratio (3.01 vs -0.97), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for KEN and SE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer