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

Correlation

The correlation between CHRD and ET is 0.55, 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.


-0.50.00.51.00.5

Performance

CHRD vs. ET - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Chord Energy Corp (CHRD) and Energy Transfer LP (ET). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
-31.93%
20.95%
CHRD
ET

Key characteristics

Sharpe Ratio

CHRD:

-1.17

ET:

2.54

Sortino Ratio

CHRD:

-1.57

ET:

3.58

Omega Ratio

CHRD:

0.81

ET:

1.45

Calmar Ratio

CHRD:

-0.76

ET:

2.14

Martin Ratio

CHRD:

-1.67

ET:

19.73

Ulcer Index

CHRD:

17.69%

ET:

2.17%

Daily Std Dev

CHRD:

25.17%

ET:

16.86%

Max Drawdown

CHRD:

-38.74%

ET:

-87.81%

Current Drawdown

CHRD:

-38.74%

ET:

-8.01%

Fundamentals

Market Cap

CHRD:

$7.04B

ET:

$63.82B

EPS

CHRD:

$19.31

ET:

$1.36

PE Ratio

CHRD:

5.96

ET:

13.71

Total Revenue (TTM)

CHRD:

$4.76B

ET:

$83.66B

Gross Profit (TTM)

CHRD:

$1.36B

ET:

$12.71B

EBITDA (TTM)

CHRD:

$2.20B

ET:

$14.83B

Returns By Period

In the year-to-date period, CHRD achieves a -29.15% return, which is significantly lower than ET's 43.51% return.


CHRD

YTD

-29.15%

1M

-12.74%

6M

-31.93%

1Y

-28.89%

5Y*

N/A

10Y*

N/A

ET

YTD

43.51%

1M

1.73%

6M

20.95%

1Y

44.35%

5Y*

17.23%

10Y*

3.91%

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Risk-Adjusted Performance

CHRD vs. ET - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Chord Energy Corp (CHRD) 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 ratio
The chart of Sharpe ratio for CHRD, currently valued at -1.17, compared to the broader market-4.00-2.000.002.00-1.172.54
The chart of Sortino ratio for CHRD, currently valued at -1.57, compared to the broader market-4.00-2.000.002.004.00-1.573.58
The chart of Omega ratio for CHRD, currently valued at 0.81, compared to the broader market0.501.001.502.000.811.45
The chart of Calmar ratio for CHRD, currently valued at -0.76, compared to the broader market0.002.004.006.00-0.765.12
The chart of Martin ratio for CHRD, currently valued at -1.67, compared to the broader market0.0010.0020.00-1.6719.73
CHRD
ET

The current CHRD Sharpe Ratio is -1.17, which is lower than the ET Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of CHRD 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 Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-1.17
2.54
CHRD
ET

Dividends

CHRD vs. ET - Dividend Comparison

CHRD's dividend yield for the trailing twelve months is around 9.19%, more than ET's 6.98% yield.


TTM20232022202120202019201820172016201520142013
CHRD
Chord Energy Corp
9.19%9.28%19.76%4.46%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ET
Energy Transfer LP
6.98%8.95%7.33%7.41%17.27%9.51%9.24%6.66%5.90%7.42%2.61%3.19%

Drawdowns

CHRD vs. ET - Drawdown Comparison

The maximum CHRD drawdown since its inception was -38.74%, smaller than the maximum ET drawdown of -87.81%. Use the drawdown chart below to compare losses from any high point for CHRD and ET. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-38.74%
-8.01%
CHRD
ET

Volatility

CHRD vs. ET - Volatility Comparison

Chord Energy Corp (CHRD) has a higher volatility of 8.58% compared to Energy Transfer LP (ET) at 7.57%. This indicates that CHRD'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%JulyAugustSeptemberOctoberNovemberDecember
8.58%
7.57%
CHRD
ET

Financials

CHRD vs. ET - Financials Comparison

This section allows you to compare key financial metrics between Chord Energy Corp 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
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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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