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KEP vs. MSTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KEP vs. MSTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Korea Electric Power Corporation (KEP) and YieldMax™ MSTR Option Income Strategy ETF (MSTY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with KEP having a -27.21% return and MSTY slightly lower at -27.80%.


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%

MSTY

1D
-4.55%
1M
-31.74%
YTD
-27.80%
6M
-29.80%
1Y
-66.58%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KEP vs. MSTY - Yearly Performance Comparison


2026 (YTD)20252024
KEP
Korea Electric Power Corporation
-27.21%147.56%-18.55%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
-27.80%-42.71%212.16%

Correlation

The correlation between KEP and MSTY is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

Correlation (All Time)
Calculated using the full available price history since Feb 22, 2024

0.20

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Return for Risk

KEP vs. MSTY — Risk / Return Rank

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

KEP
KEP Risk / Return Rank: 5454
Overall Rank
KEP Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
KEP Sortino Ratio Rank: 5555
Sortino Ratio Rank
KEP Omega Ratio Rank: 5252
Omega Ratio Rank
KEP Calmar Ratio Rank: 5252
Calmar Ratio Rank
KEP Martin Ratio Rank: 5353
Martin Ratio Rank

MSTY
MSTY Risk / Return Rank: 11
Overall Rank
MSTY Sharpe Ratio Rank: 11
Sharpe Ratio Rank
MSTY Sortino Ratio Rank: 11
Sortino Ratio Rank
MSTY Omega Ratio Rank: 11
Omega Ratio Rank
MSTY Calmar Ratio Rank: 11
Calmar Ratio Rank
MSTY Martin Ratio Rank: 22
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. MSTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Korea Electric Power Corporation (KEP) and YieldMax™ MSTR Option Income Strategy ETF (MSTY). 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.


KEPMSTYDifference
Sharpe ratioReturn per unit of total volatility

+1.44

Sortino ratioReturn per unit of downside risk

+2.92

Omega ratioGain probability vs. loss probability

1.11

0.79

+0.33

Calmar ratioReturn relative to maximum drawdown

0.40

-0.93

+1.33

Martin ratioReturn relative to average drawdown

0.88

-1.35

+2.23

KEP vs. MSTY - Sharpe Ratio Comparison

The current KEP Sharpe Ratio is 0.36, which is higher than the MSTY Sharpe Ratio of -1.08. The chart below compares the historical Sharpe Ratios of KEP and MSTY, 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. MSTY - Drawdown Comparison

The maximum KEP drawdown since its inception was -78.55%, which is greater than MSTY's maximum drawdown of -71.79%. Use the drawdown chart below to compare losses from any high point for KEP and MSTY.


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Drawdown Indicators


KEPMSTYDifference

Max Drawdown

Largest peak-to-trough decline

-78.55%

-71.79%

-6.76%

Max Drawdown (1Y)

Largest decline over 1 year

-48.84%

-71.79%

+22.95%

Max Drawdown (3Y)

Largest decline over 3 years

-48.84%

Max Drawdown (5Y)

Largest decline over 5 years

-48.84%

Max Drawdown (10Y)

Largest decline over 10 years

-78.55%

Current Drawdown

Current decline from peak

-53.64%

-71.62%

+17.98%

Average Drawdown

Average peak-to-trough decline

-44.51%

-26.97%

-17.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.08%

49.36%

-27.28%

Volatility

KEP vs. MSTY - Volatility Comparison

The current volatility for Korea Electric Power Corporation (KEP) is 13.33%, while YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a volatility of 19.32%. This indicates that KEP experiences smaller price fluctuations and is considered to be less risky than MSTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KEPMSTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.33%

19.32%

-5.99%

Volatility (6M)

Calculated over the trailing 6-month period

38.76%

49.66%

-10.90%

Volatility (1Y)

Calculated over the trailing 1-year period

54.01%

62.02%

-8.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.26%

71.82%

-33.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.51%

71.82%

-36.31%

Dividends

KEP vs. MSTY - Dividend Comparison

KEP's dividend yield for the trailing twelve months is around 4.35%, less than MSTY's 286.06% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
286.06%294.61%104.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


KEP and MSTY have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSTY has higher volatility (19.32%) compared to KEP (13.33%). In terms of maximum drawdown, KEP dropped -78.55% vs MSTY's -71.79%.

KEP currently has the higher Sharpe Ratio (0.36 vs -1.08), 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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