YY vs. KEN
YY (YY Inc.) and KEN (Kenon Holdings Ltd.) are both stocks. YY operates in Internet Content & Information (Communication Services), while KEN operates in Utilities - Regulated Electric (Utilities). Over the past 10 years, YY returned 7.08%/yr vs 43.50%/yr for KEN. At a 0.16 correlation, their price movements are largely independent.
Performance
YY vs. KEN - Performance Comparison
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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%
YY vs. KEN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
YY:
$549.45M
KEN:
$1.01B
YY:
$382.40M
KEN:
$166.82M
YY:
$57.07M
KEN:
$339.95M
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Return for Risk
YY vs. KEN — Risk / Return Rank
YY
KEN
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.
| YY | KEN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.57 | 3.55 | -1.98 |
Sortino ratioReturn per unit of downside risk | 2.58 | 3.86 | -1.28 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.51 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 2.54 | 8.75 | -6.20 |
Martin ratioReturn relative to average drawdown | 5.95 | 24.21 | -18.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| YY | KEN | Difference | |
|---|---|---|---|
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
| YY | KEN | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -43.06% | -14.80% | -28.26% |
Average DrawdownAverage peak-to-trough decline | -46.21% | -23.19% | -23.02% |
Ulcer IndexDepth 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
| YY | KEN | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Total Revenue: Total amount of money received from sales and other business activities
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.
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