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

Correlation

The correlation between ERIE and ET is 0.49, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

ERIE vs. ET - Performance Comparison

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

900.00%1,000.00%1,100.00%1,200.00%1,300.00%1,400.00%NovemberDecember2025FebruaryMarchApril
1,133.10%
1,032.68%
ERIE
ET

Key characteristics

Sharpe Ratio

ERIE:

-0.15

ET:

0.70

Sortino Ratio

ERIE:

0.01

ET:

1.08

Omega Ratio

ERIE:

1.00

ET:

1.15

Calmar Ratio

ERIE:

-0.15

ET:

0.74

Martin Ratio

ERIE:

-0.28

ET:

2.82

Ulcer Index

ERIE:

17.61%

ET:

6.46%

Daily Std Dev

ERIE:

32.71%

ET:

26.00%

Max Drawdown

ERIE:

-50.74%

ET:

-87.81%

Current Drawdown

ERIE:

-32.97%

ET:

-15.88%

Fundamentals

Market Cap

ERIE:

$18.92B

ET:

$59.87B

EPS

ERIE:

$11.49

ET:

$1.28

PE Ratio

ERIE:

31.49

ET:

13.63

PEG Ratio

ERIE:

3.05

ET:

0.77

PS Ratio

ERIE:

4.85

ET:

0.72

PB Ratio

ERIE:

9.15

ET:

1.71

Total Revenue (TTM)

ERIE:

$3.32B

ET:

$61.04B

Gross Profit (TTM)

ERIE:

$1.70B

ET:

$10.60B

EBITDA (TTM)

ERIE:

$524.63M

ET:

$11.63B

Returns By Period

In the year-to-date period, ERIE achieves a -11.62% return, which is significantly lower than ET's -9.48% return. Over the past 10 years, ERIE has outperformed ET with an annualized return of 18.55%, while ET has yielded a comparatively lower 1.76% annualized return.


ERIE

YTD

-11.62%

1M

-13.45%

6M

-17.95%

1Y

-4.01%

5Y*

17.34%

10Y*

18.55%

ET

YTD

-9.48%

1M

-7.57%

6M

9.83%

1Y

17.78%

5Y*

30.61%

10Y*

1.76%

*Annualized

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Risk-Adjusted Performance

ERIE vs. ET — Risk-Adjusted Performance Rank

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

ERIE
The Risk-Adjusted Performance Rank of ERIE is 4242
Overall Rank
The Sharpe Ratio Rank of ERIE is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of ERIE is 3838
Sortino Ratio Rank
The Omega Ratio Rank of ERIE is 3838
Omega Ratio Rank
The Calmar Ratio Rank of ERIE is 4343
Calmar Ratio Rank
The Martin Ratio Rank of ERIE is 4747
Martin Ratio Rank

ET
The Risk-Adjusted Performance Rank of ET is 7575
Overall Rank
The Sharpe Ratio Rank of ET is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of ET is 6969
Sortino Ratio Rank
The Omega Ratio Rank of ET is 6969
Omega Ratio Rank
The Calmar Ratio Rank of ET is 8080
Calmar Ratio Rank
The Martin Ratio Rank of ET is 7979
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ERIE vs. ET - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Erie Indemnity Company (ERIE) 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.


The chart of Sharpe ratio for ERIE, currently valued at -0.15, compared to the broader market-2.00-1.000.001.002.003.00
ERIE: -0.15
ET: 0.70
The chart of Sortino ratio for ERIE, currently valued at 0.01, compared to the broader market-6.00-4.00-2.000.002.004.00
ERIE: 0.01
ET: 1.08
The chart of Omega ratio for ERIE, currently valued at 1.00, compared to the broader market0.501.001.502.00
ERIE: 1.00
ET: 1.15
The chart of Calmar ratio for ERIE, currently valued at -0.15, compared to the broader market0.001.002.003.004.005.00
ERIE: -0.15
ET: 0.74
The chart of Martin ratio for ERIE, currently valued at -0.28, compared to the broader market-5.000.005.0010.0015.0020.00
ERIE: -0.28
ET: 2.82

The current ERIE Sharpe Ratio is -0.15, which is lower than the ET Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of ERIE 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.15
0.70
ERIE
ET

Dividends

ERIE vs. ET - Dividend Comparison

ERIE's dividend yield for the trailing twelve months is around 1.46%, less than ET's 7.37% yield.


TTM20242023202220212020201920182017201620152014
ERIE
Erie Indemnity Company
1.46%1.24%1.42%1.79%2.15%2.39%2.17%2.52%2.57%1.95%3.61%2.80%
ET
Energy Transfer LP
7.37%6.51%8.96%7.33%7.44%17.28%9.51%9.24%6.66%5.90%7.42%2.61%

Drawdowns

ERIE vs. ET - Drawdown Comparison

The maximum ERIE drawdown since its inception was -50.74%, smaller than the maximum ET drawdown of -87.81%. Use the drawdown chart below to compare losses from any high point for ERIE and ET. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-32.97%
-15.88%
ERIE
ET

Volatility

ERIE vs. ET - Volatility Comparison

Erie Indemnity Company (ERIE) and Energy Transfer LP (ET) have volatilities of 17.04% and 16.28%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
17.04%
16.28%
ERIE
ET

Financials

ERIE vs. ET - Financials Comparison

This section allows you to compare key financial metrics between Erie Indemnity Company 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