KEP vs. IREN
KEP (Korea Electric Power Corporation) and IREN (IREN Limited) are both stocks. KEP operates in Utilities - Regulated Electric (Utilities), while IREN operates in Capital Markets (Financial Services). Over the past 3 years, KEP returned 21.69%/yr vs 155.58%/yr for IREN. At a 0.18 correlation, their price movements are largely independent.
Performance
KEP vs. IREN - Performance Comparison
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Returns By Period
In the year-to-date period, KEP achieves a -22.67% return, which is significantly lower than IREN's 58.25% 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%
IREN
- 1D
- 5.40%
- 1M
- 8.34%
- YTD
- 58.25%
- 6M
- 48.94%
- 1Y
- 487.71%
- 3Y*
- 155.58%
- 5Y*
- —
- 10Y*
- —
KEP vs. IREN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
KEP Korea Electric Power Corporation | -22.67% | 147.56% | -4.05% | -16.09% | -5.47% | -4.59% |
IREN IREN Limited | 58.25% | 284.62% | 37.34% | 472.00% | -92.27% | -42.25% |
Correlation
The correlation between KEP and IREN is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Nov 17, 2021 | 0.18 |
Fundamentals
KEP:
₩6.83K
IREN:
$0.45
KEP:
2.84
IREN:
131.80
KEP:
0.26
IREN:
13.39
KEP:
₩97.47T
IREN:
$757.07M
KEP:
₩16.07T
IREN:
$433.88M
KEP:
₩29.23T
IREN:
-$173.05M
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Return for Risk
KEP vs. IREN — Risk / Return Rank
KEP
IREN
KEP vs. IREN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Korea Electric Power Corporation (KEP) and IREN Limited (IREN). 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 | IREN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.33 | ||
| Sortino ratioReturn per unit of downside risk | -2.61 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.42 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 0.48 | 8.39 | -7.92 |
| Martin ratioReturn relative to average drawdown | 1.10 | 15.97 | -14.86 |
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Drawdowns
KEP vs. IREN - Drawdown Comparison
The maximum KEP drawdown since its inception was -78.55%, smaller than the maximum IREN drawdown of -96.21%. Use the drawdown chart below to compare losses from any high point for KEP and IREN.
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Drawdown Indicators
| KEP | IREN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.55% | -96.21% | +17.66% |
Max Drawdown (1Y)Largest decline over 1 year | -48.84% | -58.62% | +9.78% |
Max Drawdown (3Y)Largest decline over 3 years | -48.84% | -65.56% | +16.72% |
Max Drawdown (5Y)Largest decline over 5 years | -51.34% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -78.55% | — | — |
Current DrawdownCurrent decline from peak | -50.75% | -21.78% | -28.97% |
Average DrawdownAverage peak-to-trough decline | -44.51% | -65.42% | +20.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.99% | 30.74% | -9.75% |
Volatility
KEP vs. IREN - Volatility Comparison
The current volatility for Korea Electric Power Corporation (KEP) is 11.47%, while IREN Limited (IREN) has a volatility of 34.10%. This indicates that KEP experiences smaller price fluctuations and is considered to be less risky than IREN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KEP | IREN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.47% | 34.10% | -22.63% |
Volatility (6M)Calculated over the trailing 6-month period | 37.85% | 75.79% | -37.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 53.54% | 103.25% | -49.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.10% | 118.61% | -80.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.40% | 118.61% | -83.21% |
Dividends
KEP vs. IREN - Dividend Comparison
KEP's dividend yield for the trailing twelve months is around 4.09%, while IREN has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IREN IREN Limited | 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. IREN - Financials Comparison
This section allows you to compare key financial metrics between Korea Electric Power Corporation and IREN Limited. 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
Frequently Asked Questions
KEP and IREN have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IREN has higher volatility (34.10%) compared to KEP (11.47%). In terms of maximum drawdown, KEP dropped -78.55% vs IREN's -96.21%.
IREN currently has the higher Sharpe Ratio (4.76 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.
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