VG vs. KEP

Last updated Jun 4, 2026

VG (Venture Global, Inc) and KEP (Korea Electric Power Corporation) are both stocks. VG operates in Oil & Gas Midstream (Energy), while KEP operates in Utilities - Regulated Electric (Utilities). Over the past year, VG returned -11.76% vs 20.01% for KEP. At a correlation of -0.05, they often move in opposite directions.

Performance

VG vs. KEP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Venture Global, Inc (VG) and Korea Electric Power Corporation (KEP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VG achieves a 83.83% return, which is significantly higher than KEP's -22.00% return.

VG

• 1D: 1.21%
• 1M: -9.08%
• YTD: 83.83%
• 6M: 82.47%
• 1Y: -11.76%
• 3Y*: —
• 5Y*: —
• 10Y*: —

KEP

• 1D: 0.00%
• 1M: -14.66%
• YTD: -22.00%
• 6M: -23.78%
• 1Y: 20.01%
• 3Y*: 21.44%
• 5Y*: 2.84%
• 10Y*: -5.91%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VG vs. KEP - Yearly Performance Comparison

	2026 (YTD)	2025
VG Venture Global, Inc	83.83%	-71.39%
KEP Korea Electric Power Corporation	-22.00%	132.05%

Correlation

The correlation between VG and KEP is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.10
Correlation (All Time) Calculated using the full available price history since Jan 27, 2025	-0.05

Fundamentals

Market Cap VG : $32.99B KEP : $16.70B
EPS VG : $0.94 KEP : $6.83K
PE Ratio VG : 13.28 KEP : 0.00
PEG Ratio VG : 1.46 KEP : 0.00
PS Ratio VG : 2.13 KEP : 0.00
PB Ratio VG : 4.56 KEP : 0.00
Total Revenue (TTM) VG : $15.47B KEP : $97.47T
Gross Profit (TTM) VG : $5.17B KEP : $16.07T
EBITDA (TTM) VG : $5.22B KEP : $29.23T

Return for Risk

VG vs. KEP — Risk / Return Rank

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

VG

VG Risk / Return Rank: 36
VG Sharpe Ratio Rank: 35
VG Sortino Ratio Rank: 38
VG Omega Ratio Rank: 37
VG Calmar Ratio Rank: 35
VG Martin Ratio Rank: 36

KEP

KEP Risk / Return Rank: 52
KEP Sharpe Ratio Rank: 54
KEP Sortino Ratio Rank: 53
KEP Omega Ratio Rank: 51
KEP Calmar Ratio Rank: 51
KEP Martin Ratio Rank: 52

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.

VG vs. KEP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Venture Global, Inc (VG) and Korea Electric Power Corporation (KEP). 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.

	VG	KEP	Difference
Sharpe ratio Return per unit of total volatility	-0.15	0.37	-0.52
Sortino ratio Return per unit of downside risk	0.34	0.96	-0.62
Omega ratio Gain probability vs. loss probability	1.04	1.12	-0.07
Calmar ratio Return relative to maximum drawdown	-0.17	0.45	-0.62
Martin ratio Return relative to average drawdown	-0.29	1.03	-1.31
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VG vs. KEP - Sharpe Ratio Comparison

The current VG Sharpe Ratio is -0.15, which is lower than the KEP Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of VG and KEP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VG	KEP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.15	0.37	-0.52
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.07	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	-0.17	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.43	-0.00	-0.43

Drawdowns

VG vs. KEP - Drawdown Comparison

The maximum VG drawdown since its inception was -75.16%, roughly equal to the maximum KEP drawdown of -78.55%. Use the drawdown chart below to compare losses from any high point for VG and KEP.

Drawdown Indicators

	VG	KEP	Difference
Max Drawdown Largest peak-to-trough decline	-75.16%	-78.55%	+3.39%
Max Drawdown (1Y) Largest decline over 1 year	-68.73%	-45.10%	-23.63%
Max Drawdown (3Y) Largest decline over 3 years	—	-45.10%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-52.38%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-78.55%	—
Current Drawdown Current decline from peak	-47.40%	-50.32%	+2.92%
Average Drawdown Average peak-to-trough decline	-50.35%	-44.51%	-5.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	41.16%	19.54%	+21.62%

Volatility

VG vs. KEP - Volatility Comparison

Venture Global, Inc (VG) has a higher volatility of 23.98% compared to Korea Electric Power Corporation (KEP) at 12.16%. This indicates that VG's price experiences larger fluctuations and is considered to be riskier than KEP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VG	KEP	Difference
Volatility (1M) Calculated over the trailing 1-month period	23.98%	12.16%	+11.82%
Volatility (6M) Calculated over the trailing 6-month period	58.07%	37.34%	+20.73%
Volatility (1Y) Calculated over the trailing 1-year period	81.21%	54.37%	+26.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	88.27%	38.06%	+50.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	88.27%	35.34%	+52.93%

Dividends

VG vs. KEP - Dividend Comparison

VG's dividend yield for the trailing twelve months is around 0.55%, less than KEP's 4.06% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
KEP Korea Electric Power Corporation	4.06%	3.16%	1.08%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	4.68%	6.46%
VG Venture Global, Inc	0.55%	0.98%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

VG vs. KEP - Profitability Comparison

The chart below illustrates the profitability comparison between Venture Global, Inc and Korea Electric Power Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

VG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Venture Global, Inc reported a gross profit of 0.00 and revenue of 4.60B. Therefore, the gross margin over that period was 0.0%.

KEP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Korea Electric Power Corporation reported a gross profit of 4.68T and revenue of 25.13T. Therefore, the gross margin over that period was 18.6%.

VG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Venture Global, Inc reported an operating income of 1.15B and revenue of 4.60B, resulting in an operating margin of 25.0%.

KEP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Korea Electric Power Corporation reported an operating income of 3.93T and revenue of 25.13T, resulting in an operating margin of 15.6%.

VG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Venture Global, Inc reported a net income of 488.00M and revenue of 4.60B, resulting in a net margin of 10.6%.

KEP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Korea Electric Power Corporation reported a net income of 2.59T and revenue of 25.13T, resulting in a net margin of 10.3%.

Frequently Asked Questions

Can I hold both VG and KEP in my portfolio?

VG and KEP have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VG or KEP?

VG has higher volatility (23.98%) compared to KEP (12.16%). In terms of maximum drawdown, VG dropped -75.16% vs KEP's -78.55%.

Which has better risk-adjusted returns?

KEP currently has the higher Sharpe Ratio (0.37 vs -0.15), 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.