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

Correlation

The correlation between ET and KHC is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

ET vs. KHC - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
27.25%
-38.21%
ET
KHC

Key characteristics

Sharpe Ratio

ET:

2.54

KHC:

-0.69

Sortino Ratio

ET:

3.58

KHC:

-0.83

Omega Ratio

ET:

1.45

KHC:

0.90

Calmar Ratio

ET:

2.14

KHC:

-0.24

Martin Ratio

ET:

19.73

KHC:

-1.41

Ulcer Index

ET:

2.17%

KHC:

9.64%

Daily Std Dev

ET:

16.86%

KHC:

19.76%

Max Drawdown

ET:

-87.81%

KHC:

-76.07%

Current Drawdown

ET:

-8.01%

KHC:

-55.69%

Fundamentals

Market Cap

ET:

$63.82B

KHC:

$37.79B

EPS

ET:

$1.36

KHC:

$1.11

PE Ratio

ET:

13.71

KHC:

28.15

PEG Ratio

ET:

0.66

KHC:

0.84

Total Revenue (TTM)

ET:

$83.66B

KHC:

$26.13B

Gross Profit (TTM)

ET:

$12.71B

KHC:

$9.11B

EBITDA (TTM)

ET:

$14.83B

KHC:

$3.93B

Returns By Period

In the year-to-date period, ET achieves a 43.51% return, which is significantly higher than KHC's -14.69% return.


ET

YTD

43.51%

1M

1.73%

6M

20.95%

1Y

44.35%

5Y*

17.23%

10Y*

3.91%

KHC

YTD

-14.69%

1M

-0.32%

6M

-5.54%

1Y

-11.75%

5Y*

3.25%

10Y*

N/A

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Risk-Adjusted Performance

ET vs. KHC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Energy Transfer LP (ET) and The Kraft Heinz Company (KHC). 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.


Sharpe ratio
The chart of Sharpe ratio for ET, currently valued at 2.54, compared to the broader market-4.00-2.000.002.002.54-0.69
The chart of Sortino ratio for ET, currently valued at 3.58, compared to the broader market-4.00-2.000.002.004.003.58-0.83
The chart of Omega ratio for ET, currently valued at 1.45, compared to the broader market0.501.001.502.001.450.90
The chart of Calmar ratio for ET, currently valued at 3.06, compared to the broader market0.002.004.006.003.06-0.24
The chart of Martin ratio for ET, currently valued at 19.73, compared to the broader market0.0010.0020.0019.73-1.41
ET
KHC

The current ET Sharpe Ratio is 2.54, which is higher than the KHC Sharpe Ratio of -0.69. The chart below compares the historical Sharpe Ratios of ET and KHC, 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 Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
2.54
-0.69
ET
KHC

Dividends

ET vs. KHC - Dividend Comparison

ET's dividend yield for the trailing twelve months is around 6.98%, more than KHC's 5.32% yield.


TTM20232022202120202019201820172016201520142013
ET
Energy Transfer LP
6.98%8.95%7.33%7.41%17.27%9.51%9.24%6.66%5.90%7.42%2.61%3.19%
KHC
The Kraft Heinz Company
5.32%4.33%3.93%4.46%4.62%4.98%5.81%3.15%2.69%2.34%0.00%0.00%

Drawdowns

ET vs. KHC - Drawdown Comparison

The maximum ET drawdown since its inception was -87.81%, which is greater than KHC's maximum drawdown of -76.07%. Use the drawdown chart below to compare losses from any high point for ET and KHC. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.01%
-55.69%
ET
KHC

Volatility

ET vs. KHC - Volatility Comparison

Energy Transfer LP (ET) has a higher volatility of 7.57% compared to The Kraft Heinz Company (KHC) at 6.43%. This indicates that ET's price experiences larger fluctuations and is considered to be riskier than KHC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
7.57%
6.43%
ET
KHC

Financials

ET vs. KHC - Financials Comparison

This section allows you to compare key financial metrics between Energy Transfer LP and The Kraft Heinz Company. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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