ET vs. MO
Compare and contrast key facts about Energy Transfer LP (ET) and Altria Group, Inc. (MO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ET or MO.
Performance
ET vs. MO - Performance Comparison
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
35.81%
7.35%
12.60%
38.63%
19.22%
2.15%
MO
47.68%
11.50%
26.47%
49.84%
11.87%
7.89%
Fundamentals
ET | MO | |
---|---|---|
Market Cap | $58.38B | $91.40B |
EPS | $1.36 | $5.92 |
PE Ratio | 12.54 | 9.11 |
PEG Ratio | 0.55 | 4.31 |
Total Revenue (TTM) | $83.66B | $21.28B |
Gross Profit (TTM) | $14.03B | $14.22B |
EBITDA (TTM) | $12.39B | $12.67B |
Key characteristics
ET | MO | |
---|---|---|
Sharpe Ratio | 2.55 | 2.79 |
Sortino Ratio | 3.64 | 3.99 |
Omega Ratio | 1.46 | 1.56 |
Calmar Ratio | 1.74 | 2.65 |
Martin Ratio | 21.05 | 15.69 |
Ulcer Index | 1.91% | 3.17% |
Daily Std Dev | 15.78% | 17.80% |
Max Drawdown | -87.81% | -82.48% |
Current Drawdown | -0.06% | 0.00% |
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Correlation
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.
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.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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.
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.
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.
Total Revenue: Total amount of money received from sales and other business activities