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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

In the year-to-date period, KEP achieves a -29.21% return, which is significantly higher than MSTY's -35.55% return.


KEP

1D
-5.73%
1M
-8.46%
6M
-34.16%
YTD
-29.21%
1Y
-10.82%
3Y*
15.12%
5Y*
2.51%
10Y*
-6.96%

MSTY

1D
-2.03%
1M
-23.27%
6M
-39.01%
YTD
-35.55%
1Y
-73.76%
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
-29.21%147.56%-18.55%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
-35.55%-42.71%212.16%

Correlation

The correlation between KEP and MSTY is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

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

KEP
KEP Risk / Return Rank: 3636
Overall Rank
KEP Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
KEP Sortino Ratio Rank: 3434
Sortino Ratio Rank
KEP Omega Ratio Rank: 3434
Omega Ratio Rank
KEP Calmar Ratio Rank: 3838
Calmar Ratio Rank
KEP Martin Ratio Rank: 3737
Martin Ratio Rank

MSTY
MSTY Risk / Return Rank: 11
Overall Rank
MSTY Sharpe Ratio Rank: 11
Sharpe Ratio Rank
MSTY Sortino Ratio Rank: 00
Sortino Ratio Rank
MSTY Omega Ratio Rank: 00
Omega Ratio Rank
MSTY Calmar Ratio Rank: 11
Calmar Ratio Rank
MSTY Martin Ratio Rank: 11
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

+0.92

Sortino ratioReturn per unit of downside risk

+2.36

Omega ratioGain probability vs. loss probability

1.00

0.75

+0.25

Calmar ratioReturn relative to maximum drawdown

-0.22

-0.95

+0.74

Martin ratioReturn relative to average drawdown

-0.44

-1.41

+0.97

KEP vs. MSTY - Sharpe Ratio Comparison

The current KEP Sharpe Ratio is -0.22, which is higher than the MSTY Sharpe Ratio of -1.15. 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%, 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


KEPMSTYDifference

Max Drawdown

Largest peak-to-trough decline

-78.55%

-77.40%

-1.15%

Max Drawdown (1Y)

Largest decline over 1 year

-49.79%

-77.40%

+27.61%

Max Drawdown (3Y)

Largest decline over 3 years

-49.79%

Max Drawdown (5Y)

Largest decline over 5 years

-49.79%

Max Drawdown (10Y)

Largest decline over 10 years

-78.55%

Current Drawdown

Current decline from peak

-54.91%

-74.66%

+19.75%

Average Drawdown

Average peak-to-trough decline

-44.53%

-28.01%

-16.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.48%

52.19%

-27.71%

Volatility

KEP vs. MSTY - Volatility Comparison

The current volatility for Korea Electric Power Corporation (KEP) is 15.53%, while YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a volatility of 23.76%. 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

15.53%

23.76%

-8.23%

Volatility (6M)

Calculated over the trailing 6-month period

39.34%

53.06%

-13.72%

Volatility (1Y)

Calculated over the trailing 1-year period

48.96%

64.61%

-15.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.52%

72.32%

-33.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.64%

72.32%

-36.68%

Dividends

KEP vs. MSTY - Dividend Comparison

KEP's dividend yield for the trailing twelve months is around 4.47%, less than MSTY's 289.43% yield.


PositionTTM20252024202320222021202020192018201720162015
KEP
Korea Electric Power Corporation
4.47%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
289.43%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 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSTY has higher volatility (23.76%) compared to KEP (15.53%). In terms of maximum drawdown, KEP dropped -78.55% vs MSTY's -77.40%.

KEP currently has the higher Sharpe Ratio (-0.22 vs -1.15), 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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