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

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.


-0.50.00.51.00.2

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.

-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
28.73%
7.81%
ET
MO

Key characteristics

Sharpe Ratio

ET:

3.28

MO:

2.02

Sortino Ratio

ET:

4.51

MO:

3.03

Omega Ratio

ET:

1.57

MO:

1.39

Calmar Ratio

ET:

2.90

MO:

1.90

Martin Ratio

ET:

25.99

MO:

9.31

Ulcer Index

ET:

2.23%

MO:

3.82%

Daily Std Dev

ET:

17.67%

MO:

17.65%

Max Drawdown

ET:

-87.81%

MO:

-82.48%

Current Drawdown

ET:

0.00%

MO:

-9.67%

Fundamentals

Market Cap

ET:

$68.62B

MO:

$86.50B

EPS

ET:

$1.37

MO:

$5.92

PE Ratio

ET:

14.63

MO:

8.62

PEG Ratio

ET:

0.69

MO:

3.59

Total Revenue (TTM)

ET:

$63.13B

MO:

$15.34B

Gross Profit (TTM)

ET:

$9.12B

MO:

$10.76B

EBITDA (TTM)

ET:

$11.50B

MO:

$9.32B

Returns By Period

In the year-to-date period, ET achieves a 3.37% return, which is significantly higher than MO's -2.16% return. Over the past 10 years, ET has underperformed MO with an annualized return of 5.66%, while MO has yielded a comparatively higher 6.23% annualized return.


ET

YTD

3.37%

1M

8.64%

6M

28.73%

1Y

59.41%

5Y*

18.81%

10Y*

5.66%

MO

YTD

-2.16%

1M

-3.65%

6M

7.80%

1Y

36.36%

5Y*

8.62%

10Y*

6.23%

*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. MO — 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 9797
Overall Rank
The Sharpe Ratio Rank of ET is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of ET is 9898
Sortino Ratio Rank
The Omega Ratio Rank of ET is 9696
Omega Ratio Rank
The Calmar Ratio Rank of ET is 9494
Calmar Ratio Rank
The Martin Ratio Rank of ET is 9999
Martin Ratio Rank

MO
The Risk-Adjusted Performance Rank of MO is 9191
Overall Rank
The Sharpe Ratio Rank of MO is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of MO is 9292
Sortino Ratio Rank
The Omega Ratio Rank of MO is 9191
Omega Ratio Rank
The Calmar Ratio Rank of MO is 9090
Calmar Ratio Rank
The Martin Ratio Rank of MO is 9191
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. 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 3.28, compared to the broader market-2.000.002.004.003.282.02
The chart of Sortino ratio for ET, currently valued at 4.51, compared to the broader market-4.00-2.000.002.004.004.513.03
The chart of Omega ratio for ET, currently valued at 1.57, compared to the broader market0.501.001.502.001.571.39
The chart of Calmar ratio for ET, currently valued at 2.90, compared to the broader market0.002.004.006.002.901.90
The chart of Martin ratio for ET, currently valued at 25.99, compared to the broader market-10.000.0010.0020.0030.0025.999.31
ET
MO

The current ET Sharpe Ratio is 3.28, which is higher than the MO Sharpe Ratio of 2.02. 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 Ratio1.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
3.28
2.02
ET
MO

Dividends

ET vs. MO - Dividend Comparison

ET's dividend yield for the trailing twelve months is around 6.30%, less than MO's 7.82% yield.


TTM20242023202220212020201920182017201620152014
ET
Energy Transfer LP
6.30%6.51%8.96%7.33%7.44%17.28%9.51%9.24%6.66%5.90%7.42%2.61%
MO
Altria Group, Inc.
7.82%7.65%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember20250
-9.67%
ET
MO

Volatility

ET vs. MO - Volatility Comparison

Energy Transfer LP (ET) has a higher volatility of 6.80% compared to Altria Group, Inc. (MO) at 4.16%. This indicates that ET's price experiences larger fluctuations and is considered to be riskier 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%AugustSeptemberOctoberNovemberDecember2025
6.80%
4.16%
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
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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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