PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AMBP vs. ET
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AMBPET
YTD Return-9.12%15.14%
1Y Return-2.62%41.71%
3Y Return (Ann)-25.69%35.72%
Sharpe Ratio-0.032.91
Daily Std Dev44.52%15.22%
Max Drawdown-75.71%-87.81%
Current Drawdown-66.19%-7.37%

Fundamentals


AMBPET
Market Cap$2.04B$52.40B
EPS-$0.12$1.09
PE Ratio0.0014.28
Revenue (TTM)$4.81B$78.59B
Gross Profit (TTM)$593.00M$13.42B
EBITDA (TTM)$588.00M$12.69B

Correlation

0.21
-1.001.00

The correlation between AMBP and ET is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

AMBP vs. ET - Performance Comparison

In the year-to-date period, AMBP achieves a -9.12% return, which is significantly lower than ET's 15.14% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-100.00%0.00%100.00%200.00%300.00%OctoberNovemberDecember2024FebruaryMarch
-58.92%
272.40%
AMBP
ET

Compare stocks, funds, or ETFs


Ardagh Metal Packaging S.A.

Energy Transfer LP

Risk-Adjusted Performance

AMBP vs. ET - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ardagh Metal Packaging S.A. (AMBP) and Energy Transfer LP (ET). 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AMBP
Ardagh Metal Packaging S.A.
-0.03
ET
Energy Transfer LP
2.91

AMBP vs. ET - Sharpe Ratio Comparison

The current AMBP Sharpe Ratio is -0.03, which is lower than the ET Sharpe Ratio of 2.91. The chart below compares the 12-month rolling Sharpe Ratio of AMBP and ET.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
-0.03
2.91
AMBP
ET

Dividends

AMBP vs. ET - Dividend Comparison

AMBP's dividend yield for the trailing twelve months is around 11.80%, more than ET's 8.01% yield.


TTM20232022202120202019201820172016201520142013
AMBP
Ardagh Metal Packaging S.A.
11.80%10.42%6.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ET
Energy Transfer LP
8.01%8.95%7.33%7.41%17.27%9.51%9.24%6.66%5.90%7.42%2.61%3.19%

Drawdowns

AMBP vs. ET - Drawdown Comparison

The maximum AMBP drawdown since its inception was -75.71%, smaller than the maximum ET drawdown of -87.81%. The drawdown chart below compares losses from any high point along the way for AMBP and ET


-80.00%-60.00%-40.00%-20.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-66.19%
-0.89%
AMBP
ET

Volatility

AMBP vs. ET - Volatility Comparison

Ardagh Metal Packaging S.A. (AMBP) has a higher volatility of 10.03% compared to Energy Transfer LP (ET) at 4.10%. This indicates that AMBP's price experiences larger fluctuations and is considered to be riskier than ET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%OctoberNovemberDecember2024FebruaryMarch
10.03%
4.10%
AMBP
ET