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CBT vs. KMI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CBT vs. KMI - Performance Comparison

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

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Returns By Period

In the year-to-date period, CBT achieves a 33.22% return, which is significantly higher than KMI's 16.54% return. Over the past 10 years, CBT has underperformed KMI with an annualized return of 9.16%, while KMI has yielded a comparatively higher 11.24% annualized return.


CBT

1D
0.67%
1M
13.50%
YTD
33.22%
6M
38.07%
1Y
20.78%
3Y*
7.58%
5Y*
8.61%
10Y*
9.16%

KMI

1D
1.91%
1M
-2.46%
YTD
16.54%
6M
19.32%
1Y
14.28%
3Y*
29.77%
5Y*
17.16%
10Y*
11.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBT vs. KMI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CBT
Cabot Corporation
33.22%-25.68%11.25%27.63%21.38%28.40%-2.16%14.25%-28.70%24.65%
KMI
Kinder Morgan, Inc.
16.54%4.74%64.42%4.10%21.23%23.75%-30.77%44.43%-11.18%-10.56%

Correlation

The correlation between CBT and KMI is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.09

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

0.18

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

0.36

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

0.41

Correlation (All Time)
Calculated using the full available price history since Feb 14, 2011

0.40

The correlation between CBT and KMI shifts across timeframes, from -0.09 (1 year) to 0.41 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

CBT:

$5.83

KMI:

$1.53

PE Ratio

CBT:

14.98

KMI:

20.55

PEG Ratio

CBT:

0.81

KMI:

1.25

PS Ratio

CBT:

1.29

KMI:

3.99

Total Revenue (TTM)

CBT:

$3.61B

KMI:

$17.52B

Gross Profit (TTM)

CBT:

$916.00M

KMI:

$5.86B

EBITDA (TTM)

CBT:

$773.00M

KMI:

$6.90B

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Return for Risk

CBT vs. KMI — Risk / Return Rank

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

CBT
CBT Risk / Return Rank: 5858
Overall Rank
CBT Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
CBT Sortino Ratio Rank: 5858
Sortino Ratio Rank
CBT Omega Ratio Rank: 5656
Omega Ratio Rank
CBT Calmar Ratio Rank: 5555
Calmar Ratio Rank
CBT Martin Ratio Rank: 5757
Martin Ratio Rank

KMI
KMI Risk / Return Rank: 6161
Overall Rank
KMI Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
KMI Sortino Ratio Rank: 5555
Sortino Ratio Rank
KMI Omega Ratio Rank: 5454
Omega Ratio Rank
KMI Calmar Ratio Rank: 6868
Calmar Ratio Rank
KMI Martin Ratio Rank: 6666
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.

CBT vs. KMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cabot Corporation (CBT) 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.


CBTKMIDifference

Sharpe ratio

Return per unit of total volatility

0.66

0.71

-0.05

Sortino ratio

Return per unit of downside risk

1.23

1.06

+0.17

Omega ratio

Gain probability vs. loss probability

1.14

1.14

+0.01

Calmar ratio

Return relative to maximum drawdown

0.68

1.51

-0.82

Martin ratio

Return relative to average drawdown

1.64

3.07

-1.43

CBT vs. KMI - Sharpe Ratio Comparison

The current CBT Sharpe Ratio is 0.66, which is comparable to the KMI Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of CBT and KMI, 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


CBTKMIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

0.71

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.76

-0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

0.41

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.17

+0.05

Drawdowns

CBT vs. KMI - Drawdown Comparison

The maximum CBT drawdown since its inception was -82.87%, which is greater than KMI's maximum drawdown of -72.70%. Use the drawdown chart below to compare losses from any high point for CBT and KMI.


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Drawdown Indicators


CBTKMIDifference

Max Drawdown

Largest peak-to-trough decline

-82.87%

-72.70%

-10.17%

Max Drawdown (1Y)

Largest decline over 1 year

-28.82%

-11.11%

-17.71%

Max Drawdown (3Y)

Largest decline over 3 years

-48.78%

-18.40%

-30.38%

Max Drawdown (5Y)

Largest decline over 5 years

-48.78%

-20.31%

-28.47%

Max Drawdown (10Y)

Largest decline over 10 years

-67.20%

-55.13%

-12.07%

Current Drawdown

Current decline from peak

-22.42%

-8.36%

-14.06%

Average Drawdown

Average peak-to-trough decline

-20.82%

-32.06%

+11.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.03%

5.47%

+6.56%

Volatility

CBT vs. KMI - Volatility Comparison

Cabot Corporation (CBT) has a higher volatility of 11.97% compared to Kinder Morgan, Inc. (KMI) at 7.20%. This indicates that CBT's price experiences larger fluctuations and is considered to be riskier than KMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CBTKMIDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.97%

7.20%

+4.77%

Volatility (6M)

Calculated over the trailing 6-month period

22.21%

15.03%

+7.18%

Volatility (1Y)

Calculated over the trailing 1-year period

31.89%

20.43%

+11.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.54%

22.58%

+10.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.33%

27.75%

+7.58%

Dividends

CBT vs. KMI - Dividend Comparison

CBT's dividend yield for the trailing twelve months is around 2.09%, less than KMI's 3.74% yield.


PositionTTM20252024202320222021202020192018201720162015
CBT
Cabot Corporation
2.09%2.69%1.85%1.88%2.21%2.53%3.12%2.90%3.04%2.02%2.22%2.15%
KMI
Kinder Morgan, Inc.
3.74%4.24%4.18%6.38%6.10%6.76%7.59%4.49%4.71%2.77%2.41%12.94%

Financials

CBT vs. KMI - Financials Comparison

This section allows you to compare key financial metrics between Cabot Corporation 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


1.00B2.00B3.00B4.00B5.00B6.00B20222023202420252026
849.00M
4.83B
(CBT) Total Revenue
(KMI) Total Revenue
Values in USD except per share items

CBT vs. KMI - Profitability Comparison

The chart below illustrates the profitability comparison between Cabot Corporation and Kinder Morgan, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%60.0%70.0%20222023202420252026
24.9%
0
Portfolio components
CBT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Cabot Corporation reported a gross profit of 211.00M and revenue of 849.00M. Therefore, the gross margin over that period was 24.9%.

KMI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Kinder Morgan, Inc. reported a gross profit of 0.00 and revenue of 4.83B. Therefore, the gross margin over that period was 0.0%.

CBT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Cabot Corporation reported an operating income of 129.00M and revenue of 849.00M, resulting in an operating margin of 15.2%.

KMI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Kinder Morgan, Inc. reported an operating income of 1.44B and revenue of 4.83B, resulting in an operating margin of 29.9%.

CBT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Cabot Corporation reported a net income of 73.00M and revenue of 849.00M, resulting in a net margin of 8.6%.

KMI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Kinder Morgan, Inc. reported a net income of 1.06B and revenue of 4.83B, resulting in a net margin of 22.0%.


Frequently Asked Questions


CBT and KMI have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CBT has higher volatility (11.97%) compared to KMI (7.20%). In terms of maximum drawdown, CBT dropped -82.87% vs KMI's -72.70%.

KMI currently has the higher Sharpe Ratio (0.71 vs 0.66), 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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