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 21.91% vs -65.11% for MSTY. At a 0.20 correlation, their price movements are largely independent.
Performance
KEP vs. MSTY - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with KEP having a -23.27% return and MSTY slightly lower at -24.36%.
KEP
- 1D
- -2.62%
- 1M
- -3.28%
- YTD
- -23.27%
- 6M
- -21.37%
- 1Y
- 21.91%
- 3Y*
- 23.88%
- 5Y*
- 4.29%
- 10Y*
- -5.68%
MSTY
- 1D
- -1.97%
- 1M
- -28.49%
- YTD
- -24.36%
- 6M
- -28.98%
- 1Y
- -65.11%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
KEP vs. MSTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
KEP Korea Electric Power Corporation | -23.27% | 147.56% | -18.55% |
MSTY YieldMax™ MSTR Option Income Strategy ETF | -24.36% | -42.71% | 212.16% |
Correlation
The correlation between KEP and MSTY is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
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
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 | +1.46 | ||
| Sortino ratioReturn per unit of downside risk | +2.91 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 0.79 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 0.45 | -0.91 | +1.36 |
| Martin ratioReturn relative to average drawdown | 1.00 | -1.33 | +2.33 |
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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
| KEP | MSTY | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -51.13% | -70.26% | +19.13% |
Average DrawdownAverage peak-to-trough decline | -44.51% | -26.90% | -17.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.87% | 49.15% | -27.28% |
Volatility
KEP vs. MSTY - Volatility Comparison
The current volatility for Korea Electric Power Corporation (KEP) is 12.87%, while YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a volatility of 19.16%. 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 | 12.87% | 19.16% | -6.29% |
Volatility (6M)Calculated over the trailing 6-month period | 38.54% | 49.48% | -10.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 53.86% | 62.00% | -8.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.21% | 71.81% | -33.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.48% | 71.81% | -36.33% |
Dividends
KEP vs. MSTY - Dividend Comparison
KEP's dividend yield for the trailing twelve months is around 4.12%, less than MSTY's 273.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KEP Korea Electric Power Corporation | 4.12% | 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 | 273.05% | 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 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSTY has higher volatility (19.16%) compared to KEP (12.87%). In terms of maximum drawdown, KEP dropped -78.55% vs MSTY's -71.79%.
KEP currently has the higher Sharpe Ratio (0.41 vs -1.05), 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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