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

Performance

HAL vs. ET - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-18.92%
13.28%
HAL
ET

Returns By Period

In the year-to-date period, HAL achieves a -14.44% return, which is significantly lower than ET's 38.09% return. Over the past 10 years, HAL has underperformed ET with an annualized return of -3.23%, while ET has yielded a comparatively higher 2.23% annualized return.


HAL

YTD

-14.44%

1M

7.48%

6M

-18.92%

1Y

-18.23%

5Y (annualized)

10.06%

10Y (annualized)

-3.23%

ET

YTD

38.09%

1M

9.15%

6M

13.28%

1Y

40.95%

5Y (annualized)

19.66%

10Y (annualized)

2.23%

Fundamentals


HALET
Market Cap$26.75B$60.19B
EPS$2.93$1.36
PE Ratio10.3912.93
PEG Ratio1.710.61
Total Revenue (TTM)$23.07B$83.66B
Gross Profit (TTM)$4.41B$14.03B
EBITDA (TTM)$4.80B$14.83B

Key characteristics


HALET
Sharpe Ratio-0.612.82
Sortino Ratio-0.713.99
Omega Ratio0.911.51
Calmar Ratio-0.301.96
Martin Ratio-0.9523.30
Ulcer Index17.35%1.91%
Daily Std Dev27.04%15.63%
Max Drawdown-92.99%-87.81%
Current Drawdown-50.58%0.00%

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Correlation

-0.50.00.51.00.5

The correlation between HAL and ET is 0.45, 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.

Risk-Adjusted Performance

HAL vs. ET - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Halliburton Company (HAL) and Energy Transfer LP (ET). 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 HAL, currently valued at -0.61, compared to the broader market-4.00-2.000.002.004.00-0.612.82
The chart of Sortino ratio for HAL, currently valued at -0.71, compared to the broader market-4.00-2.000.002.004.00-0.713.99
The chart of Omega ratio for HAL, currently valued at 0.91, compared to the broader market0.501.001.502.000.911.51
The chart of Calmar ratio for HAL, currently valued at -0.30, compared to the broader market0.002.004.006.00-0.301.96
The chart of Martin ratio for HAL, currently valued at -0.95, compared to the broader market-10.000.0010.0020.0030.00-0.9523.30
HAL
ET

The current HAL Sharpe Ratio is -0.61, which is lower than the ET Sharpe Ratio of 2.82. The chart below compares the historical Sharpe Ratios of HAL and ET, 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 Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.61
2.82
HAL
ET

Dividends

HAL vs. ET - Dividend Comparison

HAL's dividend yield for the trailing twelve months is around 2.20%, less than ET's 7.26% yield.


TTM20232022202120202019201820172016201520142013
HAL
Halliburton Company
2.20%1.77%1.22%0.79%1.67%2.94%2.71%1.47%1.33%2.12%1.60%1.03%
ET
Energy Transfer LP
7.26%8.96%7.33%7.44%17.28%9.51%9.24%6.66%5.90%7.42%2.61%3.19%

Drawdowns

HAL vs. ET - Drawdown Comparison

The maximum HAL drawdown since its inception was -92.99%, which is greater than ET's maximum drawdown of -87.81%. Use the drawdown chart below to compare losses from any high point for HAL and ET. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-50.58%
0
HAL
ET

Volatility

HAL vs. ET - Volatility Comparison

Halliburton Company (HAL) has a higher volatility of 9.39% compared to Energy Transfer LP (ET) at 4.39%. This indicates that HAL's price experiences larger fluctuations and is considered to be riskier than ET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
9.39%
4.39%
HAL
ET

Financials

HAL vs. ET - Financials Comparison

This section allows you to compare key financial metrics between Halliburton Company and Energy Transfer LP. 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