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KEP vs. GE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between KEP and GE is 0.25, 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.


-0.50.00.51.00.2

Performance

KEP vs. GE - Performance Comparison

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

0.00%200.00%400.00%600.00%800.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
-42.74%
788.33%
KEP
GE

Key characteristics

Sharpe Ratio

KEP:

0.03

GE:

2.36

Sortino Ratio

KEP:

0.29

GE:

2.89

Omega Ratio

KEP:

1.04

GE:

1.42

Calmar Ratio

KEP:

0.01

GE:

1.92

Martin Ratio

KEP:

0.06

GE:

14.71

Ulcer Index

KEP:

17.24%

GE:

4.89%

Daily Std Dev

KEP:

36.15%

GE:

30.50%

Max Drawdown

KEP:

-77.02%

GE:

-85.53%

Current Drawdown

KEP:

-71.71%

GE:

-13.31%

Fundamentals

Market Cap

KEP:

$9.60B

GE:

$179.44B

EPS

KEP:

$2.01

GE:

$5.07

PE Ratio

KEP:

3.72

GE:

32.70

PEG Ratio

KEP:

0.00

GE:

1.92

Total Revenue (TTM)

KEP:

$92.40T

GE:

$54.41B

Gross Profit (TTM)

KEP:

$33.08T

GE:

$16.59B

EBITDA (TTM)

KEP:

$18.06T

GE:

$8.68B

Returns By Period

In the year-to-date period, KEP achieves a -1.52% return, which is significantly lower than GE's 66.12% return. Over the past 10 years, KEP has underperformed GE with an annualized return of -7.92%, while GE has yielded a comparatively higher 4.67% annualized return.


KEP

YTD

-1.52%

1M

-16.39%

6M

3.18%

1Y

-0.70%

5Y*

-9.14%

10Y*

-7.92%

GE

YTD

66.12%

1M

-5.40%

6M

2.84%

1Y

67.08%

5Y*

25.65%

10Y*

4.67%

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Risk-Adjusted Performance

KEP vs. GE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Korea Electric Power Corporation (KEP) and General Electric Company (GE). 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 KEP, currently valued at 0.03, compared to the broader market-4.00-2.000.002.000.032.36
The chart of Sortino ratio for KEP, currently valued at 0.29, compared to the broader market-4.00-2.000.002.004.000.292.89
The chart of Omega ratio for KEP, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.42
The chart of Calmar ratio for KEP, currently valued at 0.01, compared to the broader market0.002.004.006.000.011.92
The chart of Martin ratio for KEP, currently valued at 0.06, compared to the broader market-5.000.005.0010.0015.0020.0025.000.0614.71
KEP
GE

The current KEP Sharpe Ratio is 0.03, which is lower than the GE Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of KEP and GE, 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 Ratio0.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
0.03
2.36
KEP
GE

Dividends

KEP vs. GE - Dividend Comparison

KEP has not paid dividends to shareholders, while GE's dividend yield for the trailing twelve months is around 0.54%.


TTM20232022202120202019201820172016201520142013
KEP
Korea Electric Power Corporation
0.00%0.00%0.00%0.00%4.43%0.00%0.00%2.08%4.68%6.46%1.20%0.26%
GE
General Electric Company
0.54%0.25%0.38%0.34%0.37%0.36%4.89%4.81%2.94%2.95%3.52%2.82%

Drawdowns

KEP vs. GE - Drawdown Comparison

The maximum KEP drawdown since its inception was -77.02%, smaller than the maximum GE drawdown of -85.53%. Use the drawdown chart below to compare losses from any high point for KEP and GE. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-71.71%
-13.31%
KEP
GE

Volatility

KEP vs. GE - Volatility Comparison

Korea Electric Power Corporation (KEP) has a higher volatility of 11.66% compared to General Electric Company (GE) at 9.57%. This indicates that KEP's price experiences larger fluctuations and is considered to be riskier than GE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
11.66%
9.57%
KEP
GE

Financials

KEP vs. GE - Financials Comparison

This section allows you to compare key financial metrics between Korea Electric Power Corporation and General Electric Company. 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


Values in USD except per share items
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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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