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DTM vs. OKE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

DTM vs. OKE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DT Midstream, Inc. (DTM) and ONEOK, Inc. (OKE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DTM achieves a 22.73% return, which is significantly higher than OKE's 20.44% return.


DTM

1D
1.21%
1M
-3.43%
YTD
22.73%
6M
22.89%
1Y
40.19%
3Y*
51.46%
5Y*
10Y*

OKE

1D
1.48%
1M
-8.23%
YTD
20.44%
6M
21.56%
1Y
10.53%
3Y*
20.40%
5Y*
15.54%
10Y*
13.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DTM vs. OKE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DTM
DT Midstream, Inc.
22.73%24.13%88.95%4.71%20.73%27.38%
OKE
ONEOK, Inc.
20.44%-22.94%50.10%13.21%18.86%9.03%

Correlation

The correlation between DTM and OKE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.47

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

0.58

Correlation (All Time)
Calculated using the full available price history since Jul 1, 2021

0.64

The correlation between DTM and OKE shifts across timeframes, from 0.47 (1 year) to 0.64 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

DTM:

$14.90B

OKE:

$54.50B

EPS

DTM:

$4.55

OKE:

$5.61

PE Ratio

DTM:

31.87

OKE:

15.38

PEG Ratio

DTM:

3.27

OKE:

1.09

PS Ratio

DTM:

11.66

OKE:

1.54

PB Ratio

DTM:

3.13

OKE:

2.44

Total Revenue (TTM)

DTM:

$1.28B

OKE:

$35.20B

Gross Profit (TTM)

DTM:

$810.00M

OKE:

$8.43B

EBITDA (TTM)

DTM:

$1.06B

OKE:

$7.85B

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Return for Risk

DTM vs. OKE — Risk / Return Rank

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

DTM
DTM Risk / Return Rank: 8787
Overall Rank
DTM Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
DTM Sortino Ratio Rank: 8686
Sortino Ratio Rank
DTM Omega Ratio Rank: 8484
Omega Ratio Rank
DTM Calmar Ratio Rank: 8989
Calmar Ratio Rank
DTM Martin Ratio Rank: 8787
Martin Ratio Rank

OKE
OKE Risk / Return Rank: 5252
Overall Rank
OKE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
OKE Sortino Ratio Rank: 4848
Sortino Ratio Rank
OKE Omega Ratio Rank: 4747
Omega Ratio Rank
OKE Calmar Ratio Rank: 5454
Calmar Ratio Rank
OKE Martin Ratio Rank: 5555
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.

DTM vs. OKE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DT Midstream, Inc. (DTM) and ONEOK, Inc. (OKE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DTMOKEDifference
Sharpe ratioReturn per unit of total volatility

+1.49

Sortino ratioReturn per unit of downside risk

+1.96

Omega ratioGain probability vs. loss probability

1.34

1.09

+0.25

Calmar ratioReturn relative to maximum drawdown

4.13

0.51

+3.62

Martin ratioReturn relative to average drawdown

9.73

1.16

+8.57

DTM vs. OKE - Sharpe Ratio Comparison

The current DTM Sharpe Ratio is 1.89, which is higher than the OKE Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of DTM and OKE, 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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Drawdowns

DTM vs. OKE - Drawdown Comparison

The maximum DTM drawdown since its inception was -23.56%, smaller than the maximum OKE drawdown of -80.17%. Use the drawdown chart below to compare losses from any high point for DTM and OKE.


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Drawdown Indicators


DTMOKEDifference

Max Drawdown

Largest peak-to-trough decline

-23.56%

-80.17%

+56.61%

Max Drawdown (1Y)

Largest decline over 1 year

-9.77%

-20.76%

+10.99%

Max Drawdown (3Y)

Largest decline over 3 years

-23.56%

-42.17%

+18.61%

Max Drawdown (5Y)

Largest decline over 5 years

-42.17%

Max Drawdown (10Y)

Largest decline over 10 years

-80.17%

Current Drawdown

Current decline from peak

-3.43%

-20.39%

+16.96%

Average Drawdown

Average peak-to-trough decline

-5.99%

-16.67%

+10.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.14%

9.13%

-4.99%

Volatility

DTM vs. OKE - Volatility Comparison

The current volatility for DT Midstream, Inc. (DTM) is 5.93%, while ONEOK, Inc. (OKE) has a volatility of 9.24%. This indicates that DTM experiences smaller price fluctuations and is considered to be less risky than OKE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DTMOKEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.93%

9.24%

-3.31%

Volatility (6M)

Calculated over the trailing 6-month period

15.30%

20.89%

-5.59%

Volatility (1Y)

Calculated over the trailing 1-year period

21.42%

26.26%

-4.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.75%

28.21%

-2.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.75%

38.91%

-13.16%

Dividends

DTM vs. OKE - Dividend Comparison

DTM's dividend yield for the trailing twelve months is around 2.34%, less than OKE's 4.87% yield.


PositionTTM20252024202320222021202020192018201720162015
DTM
DT Midstream, Inc.
2.34%2.74%2.96%5.04%4.63%2.50%0.00%0.00%0.00%0.00%0.00%0.00%
OKE
ONEOK, Inc.
4.87%5.61%3.94%5.44%5.69%6.36%9.74%4.66%6.01%5.09%4.28%9.85%

Financials

DTM vs. OKE - Financials Comparison

This section allows you to compare key financial metrics between DT Midstream, Inc. and ONEOK, 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


0.002.00B4.00B6.00B8.00B10.00B20222023202420252026
336.00M
9.62B
(DTM) Total Revenue
(OKE) Total Revenue
Values in USD except per share items

DTM vs. OKE - Profitability Comparison

The chart below illustrates the profitability comparison between DT Midstream, Inc. and ONEOK, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%60.0%70.0%20222023202420252026
74.7%
26.7%
Portfolio components
DTM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, DT Midstream, Inc. reported a gross profit of 251.00M and revenue of 336.00M. Therefore, the gross margin over that period was 74.7%.

OKE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, ONEOK, Inc. reported a gross profit of 2.57B and revenue of 9.62B. Therefore, the gross margin over that period was 26.7%.

DTM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, DT Midstream, Inc. reported an operating income of 166.00M and revenue of 336.00M, resulting in an operating margin of 49.4%.

OKE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, ONEOK, Inc. reported an operating income of 1.43B and revenue of 9.62B, resulting in an operating margin of 14.9%.

DTM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, DT Midstream, Inc. reported a net income of 134.00M and revenue of 336.00M, resulting in a net margin of 39.9%.

OKE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, ONEOK, Inc. reported a net income of 774.00M and revenue of 9.62B, resulting in a net margin of 8.1%.


Frequently Asked Questions


DTM and OKE have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OKE has higher volatility (9.24%) compared to DTM (5.93%). In terms of maximum drawdown, DTM dropped -23.56% vs OKE's -80.17%.

DTM currently has the higher Sharpe Ratio (1.89 vs 0.40), 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.

Portfolio Optimizer

Find the right allocation for DTM and OKE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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