ET vs. REIT
ET (Energy Transfer LP) is a stock, while REIT (ALPS Active REIT ETF) is REIT fund actively managed by ALPS. Over the past 5 years, ET returned 20.15%/yr vs 4.64%/yr for REIT. At a 0.28 correlation, their price movements are largely independent.
Performance
ET vs. REIT - Performance Comparison
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Returns By Period
In the year-to-date period, ET achieves a 19.85% return, which is significantly higher than REIT's 17.44% return.
ET
- 1D
- 1.65%
- 1M
- -5.36%
- YTD
- 19.85%
- 6M
- 19.34%
- 1Y
- 12.14%
- 3Y*
- 24.04%
- 5Y*
- 20.15%
- 10Y*
- 13.14%
REIT
- 1D
- 0.97%
- 1M
- 4.83%
- YTD
- 17.44%
- 6M
- 17.70%
- 1Y
- 18.15%
- 3Y*
- 11.38%
- 5Y*
- 4.64%
- 10Y*
- —
ET vs. REIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ET Energy Transfer LP | 19.85% | -9.37% | 53.87% | 27.87% | 55.74% | 7.14% |
REIT ALPS Active REIT ETF | 17.44% | -0.55% | 7.11% | 13.74% | -21.23% | 33.02% |
Correlation
The correlation between ET and REIT is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 2021 | 0.28 |
Over the past year, the correlation between ET and REIT has dropped to 0.01 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.
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Return for Risk
ET vs. REIT — Risk / Return Rank
ET
REIT
ET vs. REIT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Energy Transfer LP (ET) and ALPS Active REIT ETF (REIT). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ET | REIT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.61 | ||
| Sortino ratioReturn per unit of downside risk | -0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.23 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.22 | 2.35 | -1.13 |
| Martin ratioReturn relative to average drawdown | 2.70 | 6.81 | -4.11 |
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Drawdowns
ET vs. REIT - Drawdown Comparison
The maximum ET drawdown since its inception was -87.81%, which is greater than REIT's maximum drawdown of -29.30%. Use the drawdown chart below to compare losses from any high point for ET and REIT.
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Drawdown Indicators
| ET | REIT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.81% | -29.30% | -58.51% |
Max Drawdown (1Y)Largest decline over 1 year | -9.38% | -7.35% | -2.03% |
Max Drawdown (3Y)Largest decline over 3 years | -24.56% | -18.19% | -6.37% |
Max Drawdown (5Y)Largest decline over 5 years | -25.82% | -29.30% | +3.48% |
Max Drawdown (10Y)Largest decline over 10 years | -72.82% | — | — |
Current DrawdownCurrent decline from peak | -6.47% | 0.00% | -6.47% |
Average DrawdownAverage peak-to-trough decline | -25.72% | -10.32% | -15.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.65% | 2.53% | +2.12% |
Volatility
ET vs. REIT - Volatility Comparison
Energy Transfer LP (ET) has a higher volatility of 5.08% compared to ALPS Active REIT ETF (REIT) at 4.60%. This indicates that ET's price experiences larger fluctuations and is considered to be riskier than REIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ET | REIT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.08% | 4.60% | +0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 12.03% | 9.43% | +2.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.13% | 13.07% | +3.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.86% | 18.48% | +6.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.99% | 18.37% | +16.62% |
Dividends
ET vs. REIT - Dividend Comparison
ET's dividend yield for the trailing twelve months is around 7.00%, more than REIT's 2.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ET Energy Transfer LP | 7.00% | 7.97% | 6.51% | 8.95% | 7.33% | 7.41% | 17.27% | 9.51% | 9.24% | 6.66% | 5.90% | 7.42% |
REIT ALPS Active REIT ETF | 2.69% | 3.20% | 3.06% | 3.13% | 2.81% | 4.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ET and REIT have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ET has higher volatility (5.08%) compared to REIT (4.60%). In terms of maximum drawdown, ET dropped -87.81% vs REIT's -29.30%.
REIT currently has the higher Sharpe Ratio (1.32 vs 0.71), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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