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

Correlation

The correlation between ET and WMB is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

ET vs. WMB - Performance Comparison

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

0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
20.49%
25.05%
ET
WMB

Key characteristics

Sharpe Ratio

ET:

2.52

WMB:

2.90

Sortino Ratio

ET:

3.56

WMB:

3.72

Omega Ratio

ET:

1.45

WMB:

1.49

Calmar Ratio

ET:

2.12

WMB:

4.65

Martin Ratio

ET:

20.10

WMB:

18.17

Ulcer Index

ET:

2.11%

WMB:

3.12%

Daily Std Dev

ET:

16.86%

WMB:

19.49%

Max Drawdown

ET:

-87.81%

WMB:

-98.04%

Current Drawdown

ET:

-8.36%

WMB:

-12.18%

Fundamentals

Market Cap

ET:

$63.82B

WMB:

$65.45B

EPS

ET:

$1.36

WMB:

$2.36

PE Ratio

ET:

13.71

WMB:

22.75

PEG Ratio

ET:

0.66

WMB:

8.92

Total Revenue (TTM)

ET:

$83.66B

WMB:

$10.68B

Gross Profit (TTM)

ET:

$12.71B

WMB:

$6.07B

EBITDA (TTM)

ET:

$14.83B

WMB:

$7.49B

Returns By Period

In the year-to-date period, ET achieves a 42.96% return, which is significantly lower than WMB's 56.02% return. Over the past 10 years, ET has underperformed WMB with an annualized return of 3.87%, while WMB has yielded a comparatively higher 7.39% annualized return.


ET

YTD

42.96%

1M

3.53%

6M

22.20%

1Y

42.24%

5Y*

17.16%

10Y*

3.87%

WMB

YTD

56.02%

1M

-9.33%

6M

26.81%

1Y

54.95%

5Y*

24.11%

10Y*

7.39%

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Risk-Adjusted Performance

ET vs. WMB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Energy Transfer LP (ET) and The Williams Companies, Inc. (WMB). 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 2.52, compared to the broader market-4.00-2.000.002.002.522.90
The chart of Sortino ratio for ET, currently valued at 3.56, compared to the broader market-4.00-2.000.002.004.003.563.72
The chart of Omega ratio for ET, currently valued at 1.45, compared to the broader market0.501.001.502.001.451.49
The chart of Calmar ratio for ET, currently valued at 2.12, compared to the broader market0.002.004.006.002.124.65
The chart of Martin ratio for ET, currently valued at 20.10, compared to the broader market0.0010.0020.0020.1018.17
ET
WMB

The current ET Sharpe Ratio is 2.52, which is comparable to the WMB Sharpe Ratio of 2.90. The chart below compares the historical Sharpe Ratios of ET and WMB, 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 Ratio1.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
2.52
2.90
ET
WMB

Dividends

ET vs. WMB - Dividend Comparison

ET's dividend yield for the trailing twelve months is around 7.01%, more than WMB's 3.65% yield.


TTM20232022202120202019201820172016201520142013
ET
Energy Transfer LP
7.01%8.96%7.33%7.44%17.28%9.51%9.24%6.66%5.90%7.42%2.61%3.19%
WMB
The Williams Companies, Inc.
3.65%5.14%5.17%6.30%7.98%6.41%6.17%3.94%5.39%9.53%4.36%3.73%

Drawdowns

ET vs. WMB - Drawdown Comparison

The maximum ET drawdown since its inception was -87.81%, smaller than the maximum WMB drawdown of -98.04%. Use the drawdown chart below to compare losses from any high point for ET and WMB. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.36%
-12.18%
ET
WMB

Volatility

ET vs. WMB - Volatility Comparison

Energy Transfer LP (ET) has a higher volatility of 7.85% compared to The Williams Companies, Inc. (WMB) at 7.40%. This indicates that ET's price experiences larger fluctuations and is considered to be riskier than WMB 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
7.85%
7.40%
ET
WMB

Financials

ET vs. WMB - Financials Comparison

This section allows you to compare key financial metrics between Energy Transfer LP and The Williams Companies, 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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