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EQT vs. WMB
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

EQT vs. WMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EQT Corporation (EQT) and The Williams Companies, Inc. (WMB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EQT achieves a -4.07% return, which is significantly lower than WMB's 20.27% return. Over the past 10 years, EQT has underperformed WMB with an annualized return of 2.91%, while WMB has yielded a comparatively higher 18.06% annualized return.


EQT

1D
-0.47%
1M
-11.00%
YTD
-4.07%
6M
-5.41%
1Y
-12.13%
3Y*
10.41%
5Y*
23.13%
10Y*
2.91%

WMB

1D
-0.32%
1M
-7.61%
YTD
20.27%
6M
22.86%
1Y
25.66%
3Y*
37.97%
5Y*
28.02%
10Y*
18.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EQT vs. WMB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EQT
EQT Corporation
-4.07%17.64%21.41%16.20%57.64%71.60%17.27%-41.82%-38.82%-12.80%
WMB
The Williams Companies, Inc.
20.27%14.91%62.35%11.86%32.83%38.36%-8.20%14.18%-23.88%2.02%

Correlation

The correlation between EQT and WMB is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

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

0.52

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

0.56

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

0.48

Correlation (All Time)
Calculated using the full available price history since Nov 5, 1987

0.38

The correlation between EQT and WMB shifts across timeframes, from 0.38 (all time) to 0.56 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

EQT:

$31.96B

WMB:

$87.14B

EPS

EQT:

$5.40

WMB:

$2.28

PE Ratio

EQT:

9.46

WMB:

31.19

PEG Ratio

EQT:

0.08

WMB:

1.62

PS Ratio

EQT:

3.16

WMB:

7.30

PB Ratio

EQT:

1.27

WMB:

6.73

Total Revenue (TTM)

EQT:

$10.03B

WMB:

$11.92B

Gross Profit (TTM)

EQT:

$6.43B

WMB:

$7.49B

EBITDA (TTM)

EQT:

$7.48B

WMB:

$6.88B

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Return for Risk

EQT vs. WMB — Risk / Return Rank

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

EQT
EQT Risk / Return Rank: 2323
Overall Rank
EQT Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
EQT Sortino Ratio Rank: 2323
Sortino Ratio Rank
EQT Omega Ratio Rank: 2424
Omega Ratio Rank
EQT Calmar Ratio Rank: 2525
Calmar Ratio Rank
EQT Martin Ratio Rank: 2020
Martin Ratio Rank

WMB
WMB Risk / Return Rank: 7373
Overall Rank
WMB Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
WMB Sortino Ratio Rank: 6969
Sortino Ratio Rank
WMB Omega Ratio Rank: 6868
Omega Ratio Rank
WMB Calmar Ratio Rank: 7777
Calmar Ratio Rank
WMB Martin Ratio Rank: 7474
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.

EQT vs. WMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for EQT Corporation (EQT) and The Williams Companies, Inc. (WMB). 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.


EQTWMBDifference
Sharpe ratioReturn per unit of total volatility

-1.50

Sortino ratioReturn per unit of downside risk

-1.93

Omega ratioGain probability vs. loss probability

0.96

1.20

-0.24

Calmar ratioReturn relative to maximum drawdown

-0.49

2.09

-2.57

Martin ratioReturn relative to average drawdown

-1.03

4.35

-5.38

EQT vs. WMB - Sharpe Ratio Comparison

The current EQT Sharpe Ratio is -0.38, which is lower than the WMB Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of EQT and WMB, 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

EQT vs. WMB - Drawdown Comparison

The maximum EQT drawdown since its inception was -91.51%, smaller than the maximum WMB drawdown of -98.03%. Use the drawdown chart below to compare losses from any high point for EQT and WMB.


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Drawdown Indicators


EQTWMBDifference

Max Drawdown

Largest peak-to-trough decline

-91.51%

-98.03%

+6.52%

Max Drawdown (1Y)

Largest decline over 1 year

-25.08%

-12.36%

-12.72%

Max Drawdown (3Y)

Largest decline over 3 years

-31.62%

-12.36%

-19.26%

Max Drawdown (5Y)

Largest decline over 5 years

-42.56%

-23.01%

-19.55%

Max Drawdown (10Y)

Largest decline over 10 years

-88.28%

-68.08%

-20.20%

Current Drawdown

Current decline from peak

-24.52%

-9.60%

-14.92%

Average Drawdown

Average peak-to-trough decline

-23.34%

-27.06%

+3.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.78%

5.91%

+5.87%

Volatility

EQT vs. WMB - Volatility Comparison

EQT Corporation (EQT) has a higher volatility of 8.16% compared to The Williams Companies, Inc. (WMB) at 6.76%. This indicates that EQT's price experiences larger fluctuations and is considered to be riskier than WMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EQTWMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.16%

6.76%

+1.40%

Volatility (6M)

Calculated over the trailing 6-month period

21.13%

15.55%

+5.58%

Volatility (1Y)

Calculated over the trailing 1-year period

32.36%

22.97%

+9.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.74%

23.61%

+19.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.91%

30.89%

+18.02%

Dividends

EQT vs. WMB - Dividend Comparison

EQT's dividend yield for the trailing twelve months is around 1.28%, less than WMB's 2.88% yield.


PositionTTM20252024202320222021202020192018201720162015
EQT
EQT Corporation
1.28%1.19%1.37%1.57%1.63%0.00%0.24%1.10%0.42%0.21%0.18%0.23%
WMB
The Williams Companies, Inc.
2.88%3.33%3.51%5.14%5.17%6.30%7.98%6.41%6.17%3.94%5.39%9.53%

Financials

EQT vs. WMB - Financials Comparison

This section allows you to compare key financial metrics between EQT Corporation and The Williams Companies, 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


1.00B1.50B2.00B2.50B3.00B3.50B20222023202420252026
3.38B
3.03B
(EQT) Total Revenue
(WMB) Total Revenue
Values in USD except per share items

EQT vs. WMB - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
98.4%
82.1%
Portfolio components
EQT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, EQT Corporation reported a gross profit of 3.32B and revenue of 3.38B. Therefore, the gross margin over that period was 98.4%.

WMB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Williams Companies, Inc. reported a gross profit of 2.49B and revenue of 3.03B. Therefore, the gross margin over that period was 82.1%.

EQT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, EQT Corporation reported an operating income of 2.04B and revenue of 3.38B, resulting in an operating margin of 60.3%.

WMB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Williams Companies, Inc. reported an operating income of 1.32B and revenue of 3.03B, resulting in an operating margin of 43.6%.

EQT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, EQT Corporation reported a net income of 1.55B and revenue of 3.38B, resulting in a net margin of 46.0%.

WMB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Williams Companies, Inc. reported a net income of 865.00M and revenue of 3.03B, resulting in a net margin of 28.6%.


Frequently Asked Questions


EQT and WMB have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EQT has higher volatility (8.16%) compared to WMB (6.76%). In terms of maximum drawdown, EQT dropped -91.51% vs WMB's -98.03%.

WMB currently has the higher Sharpe Ratio (1.12 vs -0.38), 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

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