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KEP vs. FIGS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

KEP vs. FIGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Korea Electric Power Corporation (KEP) and FIGS, Inc. (FIGS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, KEP achieves a -22.67% return, which is significantly lower than FIGS's 5.28% return.


KEP

1D
4.33%
1M
-7.40%
YTD
-22.67%
6M
-21.03%
1Y
23.10%
3Y*
21.69%
5Y*
2.57%
10Y*
-5.73%

FIGS

1D
6.03%
1M
-2.05%
YTD
5.28%
6M
-0.08%
1Y
129.56%
3Y*
11.41%
5Y*
-18.94%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KEP vs. FIGS - Yearly Performance Comparison


2026 (YTD)20252024202320222021
KEP
Korea Electric Power Corporation
-22.67%147.56%-4.05%-16.09%-5.47%-21.95%
FIGS
FIGS, Inc.
5.28%83.52%-10.94%3.27%-75.58%-2.61%

Correlation

The correlation between KEP and FIGS is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

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

0.12

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

0.15

Correlation (All Time)
Calculated using the full available price history since May 27, 2021

0.14

Fundamentals

Market Cap

KEP:

$16.55B

FIGS:

$2.35B

EPS

KEP:

₩6.83K

FIGS:

$0.22

PE Ratio

KEP:

2.84

FIGS:

54.44

PEG Ratio

KEP:

0.06

FIGS:

0.21

PS Ratio

KEP:

0.26

FIGS:

3.32

PB Ratio

KEP:

0.51

FIGS:

5.45

Total Revenue (TTM)

KEP:

₩97.47T

FIGS:

$666.10M

Gross Profit (TTM)

KEP:

₩16.07T

FIGS:

$443.68M

EBITDA (TTM)

KEP:

₩29.23T

FIGS:

$56.86M

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Return for Risk

KEP vs. FIGS — Risk / Return Rank

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

KEP
KEP Risk / Return Rank: 5656
Overall Rank
KEP Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
KEP Sortino Ratio Rank: 5858
Sortino Ratio Rank
KEP Omega Ratio Rank: 5656
Omega Ratio Rank
KEP Calmar Ratio Rank: 5454
Calmar Ratio Rank
KEP Martin Ratio Rank: 5555
Martin Ratio Rank

FIGS
FIGS Risk / Return Rank: 8888
Overall Rank
FIGS Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
FIGS Sortino Ratio Rank: 8686
Sortino Ratio Rank
FIGS Omega Ratio Rank: 8888
Omega Ratio Rank
FIGS Calmar Ratio Rank: 8888
Calmar Ratio Rank
FIGS Martin Ratio Rank: 8989
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.

KEP vs. FIGS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Korea Electric Power Corporation (KEP) and FIGS, Inc. (FIGS). 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.


KEPFIGSDifference
Sharpe ratioReturn per unit of total volatility

-1.65

Sortino ratioReturn per unit of downside risk

-1.63

Omega ratioGain probability vs. loss probability

1.12

1.38

-0.25

Calmar ratioReturn relative to maximum drawdown

0.48

3.82

-3.35

Martin ratioReturn relative to average drawdown

1.10

10.67

-9.57

KEP vs. FIGS - Sharpe Ratio Comparison

The current KEP Sharpe Ratio is 0.43, which is lower than the FIGS Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of KEP and FIGS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

KEP vs. FIGS - Drawdown Comparison

The maximum KEP drawdown since its inception was -78.55%, smaller than the maximum FIGS drawdown of -92.77%. Use the drawdown chart below to compare losses from any high point for KEP and FIGS.


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Drawdown Indicators


KEPFIGSDifference

Max Drawdown

Largest peak-to-trough decline

-78.55%

-92.77%

+14.22%

Max Drawdown (1Y)

Largest decline over 1 year

-48.84%

-34.11%

-14.73%

Max Drawdown (3Y)

Largest decline over 3 years

-48.84%

-57.56%

+8.72%

Max Drawdown (5Y)

Largest decline over 5 years

-51.34%

-92.77%

+41.43%

Max Drawdown (10Y)

Largest decline over 10 years

-78.55%

Current Drawdown

Current decline from peak

-50.75%

-76.13%

+25.38%

Average Drawdown

Average peak-to-trough decline

-44.51%

-75.87%

+31.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.99%

12.19%

+8.80%

Volatility

KEP vs. FIGS - Volatility Comparison

The current volatility for Korea Electric Power Corporation (KEP) is 11.47%, while FIGS, Inc. (FIGS) has a volatility of 13.33%. This indicates that KEP experiences smaller price fluctuations and is considered to be less risky than FIGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KEPFIGSDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.47%

13.33%

-1.86%

Volatility (6M)

Calculated over the trailing 6-month period

37.85%

51.28%

-13.43%

Volatility (1Y)

Calculated over the trailing 1-year period

53.54%

62.47%

-8.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.10%

70.12%

-32.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.40%

70.30%

-34.90%

Dividends

KEP vs. FIGS - Dividend Comparison

KEP's dividend yield for the trailing twelve months is around 4.09%, while FIGS has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FIGS
FIGS, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KEP
Korea Electric Power Corporation
4.09%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. FIGS - Financials Comparison

This section allows you to compare key financial metrics between Korea Electric Power Corporation and FIGS, Inc.. 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


0.005.00T10.00T15.00T20.00T25.00T20222023202420252026
25.13T
159.90M
(KEP) Total Revenue
(FIGS) Total Revenue
Please note, different currencies. KEP values in KRW, FIGS values in USD

KEP vs. FIGS - Profitability Comparison

The chart below illustrates the profitability comparison between Korea Electric Power Corporation and FIGS, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-60.0%-40.0%-20.0%0.0%20.0%40.0%60.0%80.0%20222023202420252026
18.6%
67.7%
Portfolio components
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%.

FIGS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, FIGS, Inc. reported a gross profit of 108.30M and revenue of 159.90M. Therefore, the gross margin over that period was 67.7%.

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%.

FIGS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, FIGS, Inc. reported an operating income of 4.48M and revenue of 159.90M, resulting in an operating margin of 2.8%.

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%.

FIGS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, FIGS, Inc. reported a net income of 6.29M and revenue of 159.90M, resulting in a net margin of 3.9%.


Frequently Asked Questions


KEP and FIGS have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FIGS has higher volatility (13.33%) compared to KEP (11.47%). In terms of maximum drawdown, KEP dropped -78.55% vs FIGS's -92.77%.

FIGS currently has the higher Sharpe Ratio (2.09 vs 0.43), 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

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