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YY vs. KEN
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

YY vs. KEN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YY Inc. (YY) and Kenon Holdings Ltd. (KEN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, YY achieves a 7.41% return, which is significantly lower than KEN's 28.36% return. Over the past 10 years, YY has underperformed KEN with an annualized return of 7.08%, while KEN has yielded a comparatively higher 43.50% annualized return.


YY

1D
-2.55%
1M
13.41%
YTD
7.41%
6M
12.33%
1Y
53.07%
3Y*
37.82%
5Y*
3.39%
10Y*
7.08%

KEN

1D
-5.81%
1M
-9.66%
YTD
28.36%
6M
35.84%
1Y
135.91%
3Y*
65.33%
5Y*
35.58%
10Y*
43.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

YY vs. KEN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
YY
YY Inc.
7.41%63.93%5.42%30.70%-25.95%-41.43%52.97%-11.81%-47.05%186.81%
KEN
Kenon Holdings Ltd.
28.36%126.18%62.44%-19.16%-23.73%93.65%57.17%50.73%23.06%85.88%

Correlation

The correlation between YY and KEN is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.20

Correlation (10Y)
Calculated over the trailing 10-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Jan 15, 2015

0.16

Fundamentals

Total Revenue (TTM)

YY:

$549.45M

KEN:

$1.01B

Gross Profit (TTM)

YY:

$382.40M

KEN:

$166.82M

EBITDA (TTM)

YY:

$57.07M

KEN:

$339.95M

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Return for Risk

YY vs. KEN — Risk / Return Rank

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

YY
YY Risk / Return Rank: 8181
Overall Rank
YY Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
YY Sortino Ratio Rank: 8383
Sortino Ratio Rank
YY Omega Ratio Rank: 8181
Omega Ratio Rank
YY Calmar Ratio Rank: 7979
Calmar Ratio Rank
YY Martin Ratio Rank: 7979
Martin Ratio Rank

KEN
KEN Risk / Return Rank: 9595
Overall Rank
KEN Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
KEN Sortino Ratio Rank: 9494
Sortino Ratio Rank
KEN Omega Ratio Rank: 9393
Omega Ratio Rank
KEN Calmar Ratio Rank: 9696
Calmar Ratio Rank
KEN Martin Ratio Rank: 9696
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.

YY vs. KEN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YY Inc. (YY) and Kenon Holdings Ltd. (KEN). 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.


YYKENDifference

Sharpe ratio

Return per unit of total volatility

1.57

3.55

-1.98

Sortino ratio

Return per unit of downside risk

2.58

3.86

-1.28

Omega ratio

Gain probability vs. loss probability

1.32

1.51

-0.19

Calmar ratio

Return relative to maximum drawdown

2.54

8.75

-6.20

Martin ratio

Return relative to average drawdown

5.95

24.21

-18.26

YY vs. KEN - Sharpe Ratio Comparison

The current YY Sharpe Ratio is 1.57, which is lower than the KEN Sharpe Ratio of 3.55. The chart below compares the historical Sharpe Ratios of YY and KEN, 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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Sharpe Ratios by Period


YYKENDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

3.55

-1.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.90

-0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

1.04

-0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.77

-0.49

Drawdowns

YY vs. KEN - Drawdown Comparison

The maximum YY drawdown since its inception was -83.52%, which is greater than KEN's maximum drawdown of -69.20%. Use the drawdown chart below to compare losses from any high point for YY and KEN.


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Drawdown Indicators


YYKENDifference

Max Drawdown

Largest peak-to-trough decline

-83.52%

-69.20%

-14.32%

Max Drawdown (1Y)

Largest decline over 1 year

-20.97%

-15.63%

-5.34%

Max Drawdown (3Y)

Largest decline over 3 years

-33.72%

-32.27%

-1.45%

Max Drawdown (5Y)

Largest decline over 5 years

-67.31%

-69.20%

+1.89%

Max Drawdown (10Y)

Largest decline over 10 years

-83.52%

-69.20%

-14.32%

Current Drawdown

Current decline from peak

-43.06%

-14.80%

-28.26%

Average Drawdown

Average peak-to-trough decline

-46.21%

-23.19%

-23.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.95%

5.64%

+3.31%

Volatility

YY vs. KEN - Volatility Comparison

YY Inc. (YY) has a higher volatility of 18.59% compared to Kenon Holdings Ltd. (KEN) at 16.12%. This indicates that YY's price experiences larger fluctuations and is considered to be riskier than KEN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YYKENDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.59%

16.12%

+2.47%

Volatility (6M)

Calculated over the trailing 6-month period

25.98%

29.55%

-3.57%

Volatility (1Y)

Calculated over the trailing 1-year period

34.09%

38.55%

-4.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.61%

39.67%

+19.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.12%

41.86%

+15.26%

Dividends

YY vs. KEN - Dividend Comparison

YY's dividend yield for the trailing twelve months is around 6.33%, more than KEN's 4.73% yield.


PositionTTM20252024202320222021202020192018201720162015
KEN
Kenon Holdings Ltd.
4.73%7.24%11.18%11.46%25.00%7.35%7.41%5.75%96.34%0.00%0.00%45.52%
YY
YY Inc.
6.33%4.35%0.00%3.07%6.46%4.48%1.02%0.00%0.00%0.00%0.00%0.00%

Financials

YY vs. KEN - Financials Comparison

This section allows you to compare key financial metrics between YY Inc. and Kenon Holdings Ltd.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


100.00M200.00M300.00M400.00M500.00M600.00M700.00M20222023202420252026
549.45M
317.00M
(YY) Total Revenue
(KEN) Total Revenue
Values in USD except per share items

Frequently Asked Questions


YY and KEN have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

YY has higher volatility (18.59%) compared to KEN (16.12%). In terms of maximum drawdown, YY dropped -83.52% vs KEN's -69.20%.

KEN currently has the higher Sharpe Ratio (3.55 vs 1.57), 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.

Portfolio Optimizer

Find the right allocation for YY and KEN

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