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ET vs. ARCC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ET vs. ARCC - Performance Comparison

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

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Returns By Period

In the year-to-date period, ET achieves a 21.54% return, which is significantly higher than ARCC's -4.69% return. Both investments have delivered pretty close results over the past 10 years, with ET having a 13.08% annualized return and ARCC not far behind at 12.83%.


ET

1D
-0.26%
1M
-0.00%
YTD
21.54%
6M
19.30%
1Y
16.21%
3Y*
24.40%
5Y*
21.43%
10Y*
13.08%

ARCC

1D
-0.11%
1M
-1.26%
YTD
-4.69%
6M
-6.11%
1Y
-7.10%
3Y*
9.21%
5Y*
8.47%
10Y*
12.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ET vs. ARCC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ET
Energy Transfer LP
21.54%-9.37%53.87%27.87%55.74%42.96%-44.92%5.88%-17.74%-4.66%
ARCC
Ares Capital Corporation
-4.69%1.07%19.78%20.03%-3.84%36.14%0.86%31.30%8.81%4.50%

Correlation

The correlation between ET and ARCC is 0.08, 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

0.08

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

0.28

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

0.37

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

0.34

Correlation (All Time)
Calculated using the full available price history since Feb 3, 2006

0.32

Over the past year, the correlation between ET and ARCC has dropped to 0.08 - well below their long-term average of 0.32, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

ET:

$66.87B

ARCC:

$13.48B

EPS

ET:

$1.36

ARCC:

$1.63

PE Ratio

ET:

14.21

ARCC:

11.51

PS Ratio

ET:

0.77

ARCC:

5.03

PB Ratio

ET:

1.34

ARCC:

0.96

Total Revenue (TTM)

ET:

$89.38B

ARCC:

$2.63B

Gross Profit (TTM)

ET:

$20.48B

ARCC:

$1.86B

EBITDA (TTM)

ET:

$13.02B

ARCC:

$2.05B

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Return for Risk

ET vs. ARCC — Risk / Return Rank

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

ET
ET Risk / Return Rank: 6969
Overall Rank
ET Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
ET Sortino Ratio Rank: 6868
Sortino Ratio Rank
ET Omega Ratio Rank: 6363
Omega Ratio Rank
ET Calmar Ratio Rank: 7171
Calmar Ratio Rank
ET Martin Ratio Rank: 7070
Martin Ratio Rank

ARCC
ARCC Risk / Return Rank: 2626
Overall Rank
ARCC Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
ARCC Sortino Ratio Rank: 2222
Sortino Ratio Rank
ARCC Omega Ratio Rank: 2323
Omega Ratio Rank
ARCC Calmar Ratio Rank: 3030
Calmar Ratio Rank
ARCC Martin Ratio Rank: 3030
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.

ET vs. ARCC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Energy Transfer LP (ET) and Ares Capital Corporation (ARCC). 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.


ETARCCDifference
Sharpe ratioReturn per unit of total volatility

+1.40

Sortino ratioReturn per unit of downside risk

+2.01

Omega ratioGain probability vs. loss probability

1.18

0.95

+0.23

Calmar ratioReturn relative to maximum drawdown

1.62

-0.37

+1.99

Martin ratioReturn relative to average drawdown

3.55

-0.67

+4.22

ET vs. ARCC - Sharpe Ratio Comparison

The current ET Sharpe Ratio is 1.01, which is higher than the ARCC Sharpe Ratio of -0.39. The chart below compares the historical Sharpe Ratios of ET and ARCC, 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


ETARCCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

-0.39

+1.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

0.43

+0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.50

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.37

-0.02

Drawdowns

ET vs. ARCC - Drawdown Comparison

The maximum ET drawdown since its inception was -87.81%, which is greater than ARCC's maximum drawdown of -79.36%. Use the drawdown chart below to compare losses from any high point for ET and ARCC.


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Drawdown Indicators


ETARCCDifference

Max Drawdown

Largest peak-to-trough decline

-87.81%

-79.36%

-8.45%

Max Drawdown (1Y)

Largest decline over 1 year

-10.02%

-19.35%

+9.33%

Max Drawdown (3Y)

Largest decline over 3 years

-24.56%

-19.35%

-5.21%

Max Drawdown (5Y)

Largest decline over 5 years

-25.82%

-21.76%

-4.06%

Max Drawdown (10Y)

Largest decline over 10 years

-72.82%

-56.77%

-16.05%

Current Drawdown

Current decline from peak

-5.15%

-13.24%

+8.09%

Average Drawdown

Average peak-to-trough decline

-25.74%

-9.10%

-16.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.57%

10.58%

-6.01%

Volatility

ET vs. ARCC - Volatility Comparison

Energy Transfer LP (ET) has a higher volatility of 5.27% compared to Ares Capital Corporation (ARCC) at 3.82%. This indicates that ET's price experiences larger fluctuations and is considered to be riskier than ARCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETARCCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.27%

3.82%

+1.45%

Volatility (6M)

Calculated over the trailing 6-month period

11.84%

14.73%

-2.89%

Volatility (1Y)

Calculated over the trailing 1-year period

16.12%

18.45%

-2.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.87%

19.97%

+4.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.02%

25.59%

+9.43%

Dividends

ET vs. ARCC - Dividend Comparison

ET's dividend yield for the trailing twelve months is around 6.90%, less than ARCC's 10.23% yield.


PositionTTM20252024202320222021202020192018201720162015
ARCC
Ares Capital Corporation
10.23%9.49%8.77%9.59%10.12%7.65%9.47%9.01%9.88%9.67%9.22%11.02%
ET
Energy Transfer LP
6.90%7.97%6.51%8.95%7.33%7.41%17.27%9.51%9.24%6.66%5.90%7.42%

Financials

ET vs. ARCC - Financials Comparison

This section allows you to compare key financial metrics between Energy Transfer LP and Ares Capital Corporation. 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


0.005.00B10.00B15.00B20.00B25.00B20222023202420252026
27.77B
763.00M
(ET) Total Revenue
(ARCC) Total Revenue
Values in USD except per share items

ET vs. ARCC - Profitability Comparison

The chart below illustrates the profitability comparison between Energy Transfer LP and Ares Capital Corporation 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%40.0%60.0%80.0%20222023202420252026
23.9%
72.1%
Portfolio components
ET - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Energy Transfer LP reported a gross profit of 6.62B and revenue of 27.77B. Therefore, the gross margin over that period was 23.9%.

ARCC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ares Capital Corporation reported a gross profit of 550.00M and revenue of 763.00M. Therefore, the gross margin over that period was 72.1%.

ET - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Energy Transfer LP reported an operating income of 2.98B and revenue of 27.77B, resulting in an operating margin of 10.7%.

ARCC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ares Capital Corporation reported an operating income of 404.00M and revenue of 763.00M, resulting in an operating margin of 53.0%.

ET - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Energy Transfer LP reported a net income of 1.25B and revenue of 27.77B, resulting in a net margin of 4.5%.

ARCC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ares Capital Corporation reported a net income of 92.00M and revenue of 763.00M, resulting in a net margin of 12.1%.


Frequently Asked Questions


ET and ARCC have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ET has higher volatility (5.27%) compared to ARCC (3.82%). In terms of maximum drawdown, ET dropped -87.81% vs ARCC's -79.36%.

ET currently has the higher Sharpe Ratio (1.01 vs -0.39), 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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