PortfoliosLab logo
ET vs. EQT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ET and EQT is 0.45, 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: 0.4

Performance

ET vs. EQT - Performance Comparison

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

0.00%200.00%400.00%600.00%800.00%1,000.00%1,200.00%NovemberDecember2025FebruaryMarchApril
1,032.68%
171.64%
ET
EQT

Key characteristics

Sharpe Ratio

ET:

0.70

EQT:

0.92

Sortino Ratio

ET:

1.08

EQT:

1.36

Omega Ratio

ET:

1.15

EQT:

1.19

Calmar Ratio

ET:

0.74

EQT:

0.74

Martin Ratio

ET:

2.82

EQT:

3.02

Ulcer Index

ET:

6.46%

EQT:

11.40%

Daily Std Dev

ET:

26.00%

EQT:

37.39%

Max Drawdown

ET:

-87.81%

EQT:

-91.57%

Current Drawdown

ET:

-15.88%

EQT:

-9.88%

Fundamentals

Market Cap

ET:

$59.87B

EQT:

$30.07B

EPS

ET:

$1.28

EQT:

$0.61

PE Ratio

ET:

13.63

EQT:

82.36

PEG Ratio

ET:

0.77

EQT:

0.50

PS Ratio

ET:

0.72

EQT:

4.89

PB Ratio

ET:

1.71

EQT:

1.45

Total Revenue (TTM)

ET:

$61.04B

EQT:

$5.66B

Gross Profit (TTM)

ET:

$10.60B

EQT:

$3.09B

EBITDA (TTM)

ET:

$11.63B

EQT:

$3.35B

Returns By Period

In the year-to-date period, ET achieves a -9.48% return, which is significantly lower than EQT's 9.28% return. Over the past 10 years, ET has outperformed EQT with an annualized return of 1.76%, while EQT has yielded a comparatively lower 1.03% annualized return.


ET

YTD

-9.48%

1M

-7.57%

6M

9.83%

1Y

17.78%

5Y*

30.61%

10Y*

1.76%

EQT

YTD

9.28%

1M

-3.98%

6M

35.02%

1Y

25.76%

5Y*

31.03%

10Y*

1.03%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ET vs. EQT — Risk-Adjusted Performance Rank

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

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

EQT
The Risk-Adjusted Performance Rank of EQT is 7979
Overall Rank
The Sharpe Ratio Rank of EQT is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of EQT is 7575
Sortino Ratio Rank
The Omega Ratio Rank of EQT is 7575
Omega Ratio Rank
The Calmar Ratio Rank of EQT is 8080
Calmar Ratio Rank
The Martin Ratio Rank of EQT is 8080
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.

ET vs. EQT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Energy Transfer LP (ET) and EQT Corporation (EQT). 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 ET, currently valued at 0.70, compared to the broader market-2.00-1.000.001.002.003.00
ET: 0.70
EQT: 0.92
The chart of Sortino ratio for ET, currently valued at 1.08, compared to the broader market-6.00-4.00-2.000.002.004.00
ET: 1.08
EQT: 1.36
The chart of Omega ratio for ET, currently valued at 1.15, compared to the broader market0.501.001.502.00
ET: 1.15
EQT: 1.19
The chart of Calmar ratio for ET, currently valued at 0.74, compared to the broader market0.001.002.003.004.005.00
ET: 0.74
EQT: 0.74
The chart of Martin ratio for ET, currently valued at 2.82, compared to the broader market-5.000.005.0010.0015.0020.00
ET: 2.82
EQT: 3.02

The current ET Sharpe Ratio is 0.70, which is comparable to the EQT Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of ET and EQT, 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
0.70
0.92
ET
EQT

Dividends

ET vs. EQT - Dividend Comparison

ET's dividend yield for the trailing twelve months is around 7.37%, more than EQT's 1.27% yield.


TTM20242023202220212020201920182017201620152014
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%
EQT
EQT Corporation
1.27%1.39%1.58%1.66%0.00%0.24%1.10%83.70%0.00%0.00%0.00%0.00%

Drawdowns

ET vs. EQT - Drawdown Comparison

The maximum ET drawdown since its inception was -87.81%, roughly equal to the maximum EQT drawdown of -91.57%. Use the drawdown chart below to compare losses from any high point for ET and EQT. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.88%
-9.88%
ET
EQT

Volatility

ET vs. EQT - Volatility Comparison

The current volatility for Energy Transfer LP (ET) is 16.28%, while EQT Corporation (EQT) has a volatility of 17.44%. This indicates that ET experiences smaller price fluctuations and is considered to be less risky than EQT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
16.28%
17.44%
ET
EQT

Financials

ET vs. EQT - Financials Comparison

This section allows you to compare key financial metrics between Energy Transfer LP and EQT 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


Values in USD except per share items