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

Performance

ET vs. MO - Performance Comparison

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

0.00%200.00%400.00%600.00%800.00%1,000.00%JuneJulyAugustSeptemberOctoberNovember
1,004.93%
137.43%
ET
MO

Returns By Period

In the year-to-date period, ET achieves a 35.81% return, which is significantly lower than MO's 47.68% return. Over the past 10 years, ET has underperformed MO with an annualized return of 2.15%, while MO has yielded a comparatively higher 7.89% annualized return.


ET

YTD

35.81%

1M

7.35%

6M

12.60%

1Y

38.63%

5Y (annualized)

19.22%

10Y (annualized)

2.15%

MO

YTD

47.68%

1M

11.50%

6M

26.47%

1Y

49.84%

5Y (annualized)

11.87%

10Y (annualized)

7.89%

Fundamentals


ETMO
Market Cap$58.38B$91.40B
EPS$1.36$5.92
PE Ratio12.549.11
PEG Ratio0.554.31
Total Revenue (TTM)$83.66B$21.28B
Gross Profit (TTM)$14.03B$14.22B
EBITDA (TTM)$12.39B$12.67B

Key characteristics


ETMO
Sharpe Ratio2.552.79
Sortino Ratio3.643.99
Omega Ratio1.461.56
Calmar Ratio1.742.65
Martin Ratio21.0515.69
Ulcer Index1.91%3.17%
Daily Std Dev15.78%17.80%
Max Drawdown-87.81%-82.48%
Current Drawdown-0.06%0.00%

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Correlation

-0.50.00.51.00.2

The correlation between ET and MO 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.

Risk-Adjusted Performance

ET vs. MO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Energy Transfer LP (ET) and Altria Group, Inc. (MO). 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 2.55, compared to the broader market-4.00-2.000.002.002.552.79
The chart of Sortino ratio for ET, currently valued at 3.64, compared to the broader market-4.00-2.000.002.004.003.643.99
The chart of Omega ratio for ET, currently valued at 1.46, compared to the broader market0.501.001.502.001.461.56
The chart of Calmar ratio for ET, currently valued at 1.74, compared to the broader market0.002.004.006.001.742.65
The chart of Martin ratio for ET, currently valued at 21.05, compared to the broader market0.0010.0020.0030.0021.0515.69
ET
MO

The current ET Sharpe Ratio is 2.55, which is comparable to the MO Sharpe Ratio of 2.79. The chart below compares the historical Sharpe Ratios of ET and MO, 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 Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.55
2.79
ET
MO

Dividends

ET vs. MO - Dividend Comparison

ET's dividend yield for the trailing twelve months is around 7.38%, more than MO's 7.08% yield.


TTM20232022202120202019201820172016201520142013
ET
Energy Transfer LP
7.38%8.96%7.33%7.44%17.28%9.51%9.24%6.66%5.90%7.42%2.61%3.19%
MO
Altria Group, Inc.
7.08%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%4.79%

Drawdowns

ET vs. MO - Drawdown Comparison

The maximum ET drawdown since its inception was -87.81%, which is greater than MO's maximum drawdown of -82.48%. Use the drawdown chart below to compare losses from any high point for ET and MO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.06%
0
ET
MO

Volatility

ET vs. MO - Volatility Comparison

The current volatility for Energy Transfer LP (ET) is 4.27%, while Altria Group, Inc. (MO) has a volatility of 8.43%. This indicates that ET experiences smaller price fluctuations and is considered to be less risky than MO 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%JuneJulyAugustSeptemberOctoberNovember
4.27%
8.43%
ET
MO

Financials

ET vs. MO - Financials Comparison

This section allows you to compare key financial metrics between Energy Transfer LP and Altria Group, 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


Values in USD except per share items