KEP vs. GE
Compare and contrast key facts about Korea Electric Power Corporation (KEP) and General Electric Company (GE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KEP or GE.
Performance
KEP vs. GE - Performance Comparison
Returns By Period
In the year-to-date period, KEP achieves a 18.21% return, which is significantly lower than GE's 75.14% return. Over the past 10 years, KEP has underperformed GE with an annualized return of -6.77%, while GE has yielded a comparatively higher 4.89% annualized return.
KEP
18.21%
11.73%
14.57%
23.84%
-5.80%
-6.77%
GE
75.14%
-7.83%
11.81%
86.51%
26.24%
4.89%
Fundamentals
| KEP | GE | |
|---|---|---|
| Market Cap | $9.84B | $192.13B |
| EPS | $1.47 | $5.08 |
| PE Ratio | 5.20 | 34.94 |
| PEG Ratio | 0.00 | 1.92 |
| Total Revenue (TTM) | $66.30T | $54.41B |
| Gross Profit (TTM) | $6.98T | $16.59B |
| EBITDA (TTM) | $11.11T | $8.68B |
Key characteristics
| KEP | GE | |
|---|---|---|
| Sharpe Ratio | 0.73 | 3.00 |
| Sortino Ratio | 1.20 | 3.54 |
| Omega Ratio | 1.15 | 1.52 |
| Calmar Ratio | 0.34 | 2.19 |
| Martin Ratio | 1.53 | 24.50 |
| Ulcer Index | 16.50% | 3.59% |
| Daily Std Dev | 34.83% | 29.45% |
| Max Drawdown | -77.02% | -85.53% |
| Current Drawdown | -66.04% | -8.60% |
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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.
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.
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 0.51%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 0.51% | 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.
Volatility
KEP vs. GE - Volatility Comparison
The current volatility for Korea Electric Power Corporation (KEP) is 11.09%, while General Electric Company (GE) has a volatility of 12.14%. This indicates that KEP experiences smaller price fluctuations and is considered to be less risky than GE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities