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BKR vs. KMI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BKR and KMI is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

BKR vs. KMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baker Hughes Company (BKR) and Kinder Morgan, Inc. (KMI). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
23.88%
39.67%
BKR
KMI

Key characteristics

Sharpe Ratio

BKR:

0.79

KMI:

3.35

Sortino Ratio

BKR:

1.35

KMI:

4.67

Omega Ratio

BKR:

1.16

KMI:

1.61

Calmar Ratio

BKR:

0.93

KMI:

1.53

Martin Ratio

BKR:

2.73

KMI:

23.51

Ulcer Index

BKR:

7.90%

KMI:

2.65%

Daily Std Dev

BKR:

27.39%

KMI:

18.61%

Max Drawdown

BKR:

-73.51%

KMI:

-72.70%

Current Drawdown

BKR:

-10.16%

KMI:

-5.92%

Fundamentals

Market Cap

BKR:

$40.98B

KMI:

$59.12B

EPS

BKR:

$2.23

KMI:

$1.13

PE Ratio

BKR:

18.57

KMI:

23.55

PEG Ratio

BKR:

0.93

KMI:

1.95

Total Revenue (TTM)

BKR:

$27.30B

KMI:

$15.17B

Gross Profit (TTM)

BKR:

$5.76B

KMI:

$7.02B

EBITDA (TTM)

BKR:

$4.30B

KMI:

$6.63B

Returns By Period

In the year-to-date period, BKR achieves a 21.01% return, which is significantly lower than KMI's 61.12% return.


BKR

YTD

21.01%

1M

-9.00%

6M

23.88%

1Y

21.51%

5Y*

13.30%

10Y*

N/A

KMI

YTD

61.12%

1M

-4.11%

6M

39.67%

1Y

61.12%

5Y*

11.97%

10Y*

0.70%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

BKR vs. KMI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Baker Hughes Company (BKR) and Kinder Morgan, Inc. (KMI). 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 ratio
The chart of Sharpe ratio for BKR, currently valued at 0.79, compared to the broader market-4.00-2.000.002.000.793.35
The chart of Sortino ratio for BKR, currently valued at 1.34, compared to the broader market-4.00-2.000.002.004.001.354.67
The chart of Omega ratio for BKR, currently valued at 1.16, compared to the broader market0.501.001.502.001.161.61
The chart of Calmar ratio for BKR, currently valued at 0.93, compared to the broader market0.002.004.006.000.936.57
The chart of Martin ratio for BKR, currently valued at 2.73, compared to the broader market-5.000.005.0010.0015.0020.0025.002.7323.51
BKR
KMI

The current BKR Sharpe Ratio is 0.79, which is lower than the KMI Sharpe Ratio of 3.35. The chart below compares the historical Sharpe Ratios of BKR and KMI, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.79
3.35
BKR
KMI

Dividends

BKR vs. KMI - Dividend Comparison

BKR's dividend yield for the trailing twelve months is around 2.08%, less than KMI's 4.26% yield.


TTM20232022202120202019201820172016201520142013
BKR
Baker Hughes Company
2.08%2.28%2.47%2.99%3.45%2.81%3.35%56.42%0.00%0.00%0.00%0.00%
KMI
Kinder Morgan, Inc.
4.26%6.38%6.10%6.76%7.59%4.49%4.71%2.77%2.41%12.94%4.02%4.33%

Drawdowns

BKR vs. KMI - Drawdown Comparison

The maximum BKR drawdown since its inception was -73.51%, roughly equal to the maximum KMI drawdown of -72.70%. Use the drawdown chart below to compare losses from any high point for BKR and KMI. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.16%
-5.92%
BKR
KMI

Volatility

BKR vs. KMI - Volatility Comparison

The current volatility for Baker Hughes Company (BKR) is 6.66%, while Kinder Morgan, Inc. (KMI) has a volatility of 7.08%. This indicates that BKR experiences smaller price fluctuations and is considered to be less risky than KMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
6.66%
7.08%
BKR
KMI

Financials

BKR vs. KMI - Financials Comparison

This section allows you to compare key financial metrics between Baker Hughes Company and Kinder Morgan, Inc.. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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