KEP vs. MSTY
KEP (Korea Electric Power Corporation) is a stock, while MSTY (YieldMax™ MSTR Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax. Over the past year, KEP returned -6.05% vs -68.40% for MSTY. Their 0.21 correlation means their historical movements had little consistent relationship.
Performance
KEP vs. MSTY - Performance Comparison
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Returns By Period
In the year-to-date period, KEP achieves a -27.58% return, which is significantly higher than MSTY's -33.29% return.
KEP
- 1D
- -1.32%
- 1M
- -4.40%
- 6M
- -40.87%
- YTD
- -27.58%
- 1Y
- -6.05%
- 3Y*
- 18.06%
- 5Y*
- 2.98%
- 10Y*
- -7.28%
- ALL TIME*
- -0.32%
MSTY
- 1D
- -2.60%
- 1M
- -2.63%
- 6M
- -31.98%
- YTD
- -33.29%
- 1Y
- -68.40%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 7.52%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $12.63M | $14.14M | $14.69M | |
| $12.71M | $13.42M | $28.94M |
KEP vs. MSTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
KEP Korea Electric Power Corporation | -27.58% | 147.56% | -18.55% |
MSTY YieldMax™ MSTR Option Income Strategy ETF | -33.29% | -42.71% | 212.16% |
Correlation
The correlation between KEP and MSTY is 0.25, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.25 |
Correlation (All Time) Calculated using the full available price history since Feb 22, 2024 | 0.21 |
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Return for Risk
KEP vs. MSTY — Risk / Return Rank
KEP
MSTY
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.
| KEP | MSTY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.88 | ||
| Sortino ratioReturn per unit of downside risk | +2.16 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 0.77 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | -0.20 | -0.95 | +0.75 |
| Martin ratioReturn relative to average drawdown | -0.38 | -1.40 | +1.02 |
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Drawdowns
KEP vs. MSTY - Drawdown Comparison
The maximum KEP drawdown since its inception was -78.55%, roughly equal to the maximum MSTY drawdown of -77.40%. Use the drawdown chart below to compare losses from any high point for KEP and MSTY.
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Drawdown Indicators
| KEP | MSTY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.55% | -77.40% | -1.15% |
Max Drawdown (1Y)Largest decline over 1 year | -51.33% | -74.91% | +23.58% |
Max Drawdown (3Y)Largest decline over 3 years | -51.33% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -51.33% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -78.55% | — | — |
Current DrawdownCurrent decline from peak | -53.87% | -73.77% | +19.90% |
Average DrawdownAverage peak-to-trough decline | -44.55% | -29.05% | -15.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.11% | 50.99% | -23.88% |
Volatility
KEP vs. MSTY - Volatility Comparison
The current volatility for Korea Electric Power Corporation (KEP) is 13.39%, while YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a volatility of 14.46%. 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
| KEP | MSTY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.39% | 14.46% | -1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 35.43% | 52.28% | -16.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.91% | 65.31% | -16.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.70% | 71.91% | -33.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.74% | 71.91% | -36.17% |
Dividends
KEP vs. MSTY - Dividend Comparison
KEP's dividend yield for the trailing twelve months is around 4.37%, less than MSTY's 251.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KEP Korea Electric Power Corporation | 4.37% | 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 | 251.54% | 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 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSTY has higher volatility (14.46%) compared to KEP (13.39%). In terms of maximum drawdown, KEP dropped -78.55% vs MSTY's -77.40%.
KEP currently has the higher Sharpe Ratio (-0.21 vs -1.09), 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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