KEP vs. DUK
KEP (Korea Electric Power Corporation) and DUK (Duke Energy Corporation) are both stocks. Both operate in the Utilities - Regulated Electric industry within the Utilities sector. Over the past 10 years, KEP returned -6.17%/yr vs 8.62%/yr for DUK. At a 0.18 correlation, their price movements are largely independent.
Performance
KEP vs. DUK - Performance Comparison
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Returns By Period
In the year-to-date period, KEP achieves a -27.21% return, which is significantly lower than DUK's 8.84% return. Over the past 10 years, KEP has underperformed DUK with an annualized return of -6.17%, while DUK has yielded a comparatively higher 8.62% annualized return.
KEP
- 1D
- -5.13%
- 1M
- -8.25%
- YTD
- -27.21%
- 6M
- -25.94%
- 1Y
- 19.44%
- 3Y*
- 21.72%
- 5Y*
- 2.87%
- 10Y*
- -6.17%
DUK
- 1D
- 1.24%
- 1M
- -0.21%
- YTD
- 8.84%
- 6M
- 9.23%
- 1Y
- 10.96%
- 3Y*
- 16.19%
- 5Y*
- 8.96%
- 10Y*
- 8.62%
KEP vs. DUK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KEP Korea Electric Power Corporation | -27.21% | 147.56% | -4.05% | -16.09% | -5.47% | -25.51% | 3.72% | -19.80% | -16.71% | -4.17% |
DUK Duke Energy Corporation | 8.84% | 12.72% | 15.56% | -1.63% | 2.03% | 19.11% | 4.77% | 10.29% | 7.41% | 12.96% |
Correlation
The correlation between KEP and DUK is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 1994 | 0.18 |
The correlation between KEP and DUK shifts across timeframes, from 0.03 (1 year) to 0.20 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
KEP:
$15.58B
DUK:
$97.41B
KEP:
₩6.83K
DUK:
$6.61
KEP:
2.70
DUK:
18.93
KEP:
0.06
DUK:
1.48
KEP:
0.24
DUK:
2.92
KEP:
0.48
DUK:
1.82
KEP:
₩97.47T
DUK:
$33.29B
KEP:
₩16.07T
DUK:
$19.45B
KEP:
₩29.23T
DUK:
$15.91B
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Return for Risk
KEP vs. DUK — Risk / Return Rank
KEP
DUK
KEP vs. DUK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Korea Electric Power Corporation (KEP) and Duke Energy Corporation (DUK). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| KEP | DUK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.13 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.40 | 1.01 | -0.61 |
| Martin ratioReturn relative to average drawdown | 0.88 | 2.36 | -1.48 |
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Drawdowns
KEP vs. DUK - Drawdown Comparison
The maximum KEP drawdown since its inception was -78.55%, which is greater than DUK's maximum drawdown of -71.92%. Use the drawdown chart below to compare losses from any high point for KEP and DUK.
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Drawdown Indicators
| KEP | DUK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.55% | -71.92% | -6.63% |
Max Drawdown (1Y)Largest decline over 1 year | -48.84% | -10.88% | -37.96% |
Max Drawdown (3Y)Largest decline over 3 years | -48.84% | -11.59% | -37.25% |
Max Drawdown (5Y)Largest decline over 5 years | -48.84% | -24.16% | -24.68% |
Max Drawdown (10Y)Largest decline over 10 years | -78.55% | -37.37% | -41.18% |
Current DrawdownCurrent decline from peak | -53.64% | -5.22% | -48.42% |
Average DrawdownAverage peak-to-trough decline | -44.51% | -10.85% | -33.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.08% | 4.65% | +17.43% |
Volatility
KEP vs. DUK - Volatility Comparison
Korea Electric Power Corporation (KEP) has a higher volatility of 13.33% compared to Duke Energy Corporation (DUK) at 5.33%. This indicates that KEP's price experiences larger fluctuations and is considered to be riskier than DUK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KEP | DUK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.33% | 5.33% | +8.00% |
Volatility (6M)Calculated over the trailing 6-month period | 38.76% | 11.14% | +27.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 54.01% | 14.81% | +39.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.26% | 17.79% | +20.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.51% | 20.41% | +15.10% |
Dividends
KEP vs. DUK - Dividend Comparison
KEP's dividend yield for the trailing twelve months is around 4.35%, more than DUK's 3.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DUK Duke Energy Corporation | 3.69% | 3.60% | 3.84% | 4.18% | 3.86% | 3.72% | 4.17% | 4.11% | 4.21% | 4.15% | 4.33% | 4.54% |
KEP Korea Electric Power Corporation | 4.35% | 3.16% | 1.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 4.68% | 6.46% |
Financials
KEP vs. DUK - Financials Comparison
This section allows you to compare key financial metrics between Korea Electric Power Corporation and Duke Energy Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
KEP vs. DUK - Profitability Comparison
KEP - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Korea Electric Power Corporation reported a gross profit of 4.68T and revenue of 25.13T. Therefore, the gross margin over that period was 18.6%.
DUK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Duke Energy Corporation reported a gross profit of 6.23B and revenue of 9.18B. Therefore, the gross margin over that period was 67.9%.
KEP - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Korea Electric Power Corporation reported an operating income of 3.93T and revenue of 25.13T, resulting in an operating margin of 15.6%.
DUK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Duke Energy Corporation reported an operating income of 2.73B and revenue of 9.18B, resulting in an operating margin of 29.7%.
KEP - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Korea Electric Power Corporation reported a net income of 2.59T and revenue of 25.13T, resulting in a net margin of 10.3%.
DUK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Duke Energy Corporation reported a net income of 1.55B and revenue of 9.18B, resulting in a net margin of 16.9%.
Frequently Asked Questions
KEP and DUK have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KEP has higher volatility (13.33%) compared to DUK (5.33%). In terms of maximum drawdown, KEP dropped -78.55% vs DUK's -71.92%.
DUK currently has the higher Sharpe Ratio (0.75 vs 0.36), 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.
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