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

Correlation

The correlation between KEN and VOO is 0.26, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

KEN vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kenon Holdings Ltd. (KEN) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%700.00%800.00%NovemberDecember2025FebruaryMarchApril
788.21%
214.96%
KEN
VOO

Key characteristics

Sharpe Ratio

KEN:

1.65

VOO:

0.32

Sortino Ratio

KEN:

2.28

VOO:

0.57

Omega Ratio

KEN:

1.29

VOO:

1.08

Calmar Ratio

KEN:

1.02

VOO:

0.32

Martin Ratio

KEN:

10.49

VOO:

1.42

Ulcer Index

KEN:

5.29%

VOO:

4.19%

Daily Std Dev

KEN:

33.64%

VOO:

18.73%

Max Drawdown

KEN:

-66.48%

VOO:

-33.99%

Current Drawdown

KEN:

-27.57%

VOO:

-13.85%

Returns By Period

In the year-to-date period, KEN achieves a -2.38% return, which is significantly higher than VOO's -9.88% return. Over the past 10 years, KEN has outperformed VOO with an annualized return of 24.95%, while VOO has yielded a comparatively lower 11.61% annualized return.


KEN

YTD

-2.38%

1M

1.97%

6M

21.80%

1Y

57.16%

5Y*

34.89%

10Y*

24.95%

VOO

YTD

-9.88%

1M

-6.64%

6M

-9.35%

1Y

7.75%

5Y*

15.13%

10Y*

11.61%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

KEN vs. VOO — 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 9090
Overall Rank
The Sharpe Ratio Rank of KEN is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of KEN is 9090
Sortino Ratio Rank
The Omega Ratio Rank of KEN is 8787
Omega Ratio Rank
The Calmar Ratio Rank of KEN is 8686
Calmar Ratio Rank
The Martin Ratio Rank of KEN is 9595
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 5757
Overall Rank
The Sharpe Ratio Rank of VOO is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5555
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 5757
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 5959
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 5959
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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Kenon Holdings Ltd. (KEN) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for KEN, currently valued at 1.65, compared to the broader market-2.00-1.000.001.002.003.00
KEN: 1.65
VOO: 0.32
The chart of Sortino ratio for KEN, currently valued at 2.28, compared to the broader market-6.00-4.00-2.000.002.004.00
KEN: 2.28
VOO: 0.57
The chart of Omega ratio for KEN, currently valued at 1.29, compared to the broader market0.501.001.502.00
KEN: 1.29
VOO: 1.08
The chart of Calmar ratio for KEN, currently valued at 1.02, compared to the broader market0.001.002.003.004.00
KEN: 1.02
VOO: 0.32
The chart of Martin ratio for KEN, currently valued at 10.49, compared to the broader market-5.000.005.0010.0015.0020.00
KEN: 10.49
VOO: 1.42

The current KEN Sharpe Ratio is 1.65, which is higher than the VOO Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of KEN and VOO, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.65
0.32
KEN
VOO

Dividends

KEN vs. VOO - Dividend Comparison

KEN's dividend yield for the trailing twelve months is around 16.77%, more than VOO's 1.44% yield.


TTM20242023202220212020201920182017201620152014
KEN
Kenon Holdings Ltd.
16.77%11.18%11.46%41.67%7.35%7.41%5.75%96.34%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.44%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

KEN vs. VOO - Drawdown Comparison

The maximum KEN drawdown since its inception was -66.48%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for KEN and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-27.57%
-13.85%
KEN
VOO

Volatility

KEN vs. VOO - Volatility Comparison

Kenon Holdings Ltd. (KEN) and Vanguard S&P 500 ETF (VOO) have volatilities of 13.95% and 13.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
13.95%
13.31%
KEN
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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