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AWI vs. ET
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


AWIET
YTD Return57.75%35.89%
1Y Return94.65%44.03%
3Y Return (Ann)11.77%33.61%
5Y Return (Ann)11.61%17.52%
10Y Return (Ann)12.68%2.35%
Sharpe Ratio3.732.76
Sortino Ratio5.263.90
Omega Ratio1.661.50
Calmar Ratio3.051.81
Martin Ratio19.4822.75
Ulcer Index4.77%1.91%
Daily Std Dev24.92%15.76%
Max Drawdown-80.98%-87.81%
Current Drawdown0.00%0.00%

Fundamentals


AWIET
Market Cap$6.70B$59.23B
EPS$5.72$1.35
PE Ratio26.8712.81
PEG Ratio1.660.55
Total Revenue (TTM)$1.39B$83.66B
Gross Profit (TTM)$557.20M$14.03B
EBITDA (TTM)$418.70M$12.39B

Correlation

-0.50.00.51.00.3

The correlation between AWI and ET is 0.32, 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

AWI vs. ET - Performance Comparison

In the year-to-date period, AWI achieves a 57.75% return, which is significantly higher than ET's 35.89% return. Over the past 10 years, AWI has outperformed ET with an annualized return of 12.68%, while ET has yielded a comparatively lower 2.35% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
31.27%
12.80%
AWI
ET

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Risk-Adjusted Performance

AWI vs. ET - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Armstrong World Industries, Inc. (AWI) 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.


AWI
Sharpe ratio
The chart of Sharpe ratio for AWI, currently valued at 3.73, compared to the broader market-4.00-2.000.002.004.003.73
Sortino ratio
The chart of Sortino ratio for AWI, currently valued at 5.26, compared to the broader market-4.00-2.000.002.004.006.005.26
Omega ratio
The chart of Omega ratio for AWI, currently valued at 1.66, compared to the broader market0.501.001.502.001.66
Calmar ratio
The chart of Calmar ratio for AWI, currently valued at 3.05, compared to the broader market0.002.004.006.003.05
Martin ratio
The chart of Martin ratio for AWI, currently valued at 19.48, compared to the broader market0.0010.0020.0030.0019.48
ET
Sharpe ratio
The chart of Sharpe ratio for ET, currently valued at 2.76, compared to the broader market-4.00-2.000.002.004.002.76
Sortino ratio
The chart of Sortino ratio for ET, currently valued at 3.90, compared to the broader market-4.00-2.000.002.004.006.003.90
Omega ratio
The chart of Omega ratio for ET, currently valued at 1.50, compared to the broader market0.501.001.502.001.50
Calmar ratio
The chart of Calmar ratio for ET, currently valued at 1.81, compared to the broader market0.002.004.006.001.81
Martin ratio
The chart of Martin ratio for ET, currently valued at 22.75, compared to the broader market0.0010.0020.0030.0022.75

AWI vs. ET - Sharpe Ratio Comparison

The current AWI Sharpe Ratio is 3.73, which is higher than the ET Sharpe Ratio of 2.76. The chart below compares the historical Sharpe Ratios of AWI and ET, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
3.73
2.76
AWI
ET

Dividends

AWI vs. ET - Dividend Comparison

AWI's dividend yield for the trailing twelve months is around 0.75%, less than ET's 7.37% yield.


TTM20232022202120202019201820172016201520142013
AWI
Armstrong World Industries, Inc.
0.75%1.06%1.38%0.74%1.09%0.77%0.30%0.00%0.00%0.00%0.00%0.00%
ET
Energy Transfer LP
7.37%8.96%7.33%7.44%17.28%9.51%9.24%6.66%5.90%7.42%2.61%3.19%

Drawdowns

AWI vs. ET - Drawdown Comparison

The maximum AWI drawdown since its inception was -80.98%, smaller than the maximum ET drawdown of -87.81%. Use the drawdown chart below to compare losses from any high point for AWI and ET. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
AWI
ET

Volatility

AWI vs. ET - Volatility Comparison

Armstrong World Industries, Inc. (AWI) has a higher volatility of 6.97% compared to Energy Transfer LP (ET) at 4.24%. This indicates that AWI'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.


2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
6.97%
4.24%
AWI
ET

Financials

AWI vs. ET - Financials Comparison

This section allows you to compare key financial metrics between Armstrong World Industries, Inc. and Energy Transfer LP. 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



Values in USD except per share items