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

Correlation

The correlation between HTHIY and ET is 0.13, 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.


-0.50.00.51.00.1

Performance

HTHIY vs. ET - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
6.71%
25.67%
HTHIY
ET

Key characteristics

Sharpe Ratio

HTHIY:

1.90

ET:

2.95

Sortino Ratio

HTHIY:

2.40

ET:

4.14

Omega Ratio

HTHIY:

1.34

ET:

1.52

Calmar Ratio

HTHIY:

3.60

ET:

2.57

Martin Ratio

HTHIY:

13.29

ET:

23.06

Ulcer Index

HTHIY:

6.02%

ET:

2.23%

Daily Std Dev

HTHIY:

42.18%

ET:

17.44%

Max Drawdown

HTHIY:

-83.83%

ET:

-87.81%

Current Drawdown

HTHIY:

-8.88%

ET:

-1.86%

Fundamentals

Market Cap

HTHIY:

$114.93B

ET:

$67.07B

EPS

HTHIY:

$1.85

ET:

$1.36

PE Ratio

HTHIY:

26.74

ET:

14.40

PEG Ratio

HTHIY:

1.26

ET:

0.69

Total Revenue (TTM)

HTHIY:

$4.72T

ET:

$63.13B

Gross Profit (TTM)

HTHIY:

$1.36T

ET:

$9.12B

EBITDA (TTM)

HTHIY:

$621.01B

ET:

$11.50B

Returns By Period

In the year-to-date period, HTHIY achieves a 2.75% return, which is significantly higher than ET's -0.51% return. Over the past 10 years, HTHIY has outperformed ET with an annualized return of 22.58%, while ET has yielded a comparatively lower 5.33% annualized return.


HTHIY

YTD

2.75%

1M

-6.22%

6M

6.71%

1Y

79.73%

5Y*

31.45%

10Y*

22.58%

ET

YTD

-0.51%

1M

1.19%

6M

25.67%

1Y

51.13%

5Y*

18.13%

10Y*

5.33%

*Annualized

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Risk-Adjusted Performance

HTHIY vs. ET — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HTHIY
The Risk-Adjusted Performance Rank of HTHIY is 9191
Overall Rank
The Sharpe Ratio Rank of HTHIY is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of HTHIY is 8686
Sortino Ratio Rank
The Omega Ratio Rank of HTHIY is 8787
Omega Ratio Rank
The Calmar Ratio Rank of HTHIY is 9696
Calmar Ratio Rank
The Martin Ratio Rank of HTHIY is 9595
Martin Ratio Rank

ET
The Risk-Adjusted Performance Rank of ET is 9696
Overall Rank
The Sharpe Ratio Rank of ET is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of ET is 9797
Sortino Ratio Rank
The Omega Ratio Rank of ET is 9696
Omega Ratio Rank
The Calmar Ratio Rank of ET is 9393
Calmar Ratio Rank
The Martin Ratio Rank of ET is 9898
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.

HTHIY vs. ET - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hitachi Ltd ADR (HTHIY) 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 HTHIY, currently valued at 1.90, compared to the broader market-4.00-2.000.002.001.902.95
The chart of Sortino ratio for HTHIY, currently valued at 2.40, compared to the broader market-4.00-2.000.002.004.002.404.14
The chart of Omega ratio for HTHIY, currently valued at 1.34, compared to the broader market0.501.001.502.001.341.52
The chart of Calmar ratio for HTHIY, currently valued at 3.60, compared to the broader market0.002.004.006.003.602.57
The chart of Martin ratio for HTHIY, currently valued at 13.29, compared to the broader market-10.000.0010.0020.0013.2923.06
HTHIY
ET

The current HTHIY Sharpe Ratio is 1.90, which is lower than the ET Sharpe Ratio of 2.95. The chart below compares the historical Sharpe Ratios of HTHIY 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 Ratio1.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.90
2.95
HTHIY
ET

Dividends

HTHIY vs. ET - Dividend Comparison

HTHIY's dividend yield for the trailing twelve months is around 0.51%, less than ET's 6.55% yield.


TTM20242023202220212020201920182017201620152014
HTHIY
Hitachi Ltd ADR
0.51%0.52%1.49%1.98%5.60%11.92%10.22%13.45%8.07%9.93%8.43%6.96%
ET
Energy Transfer LP
6.55%6.51%8.96%7.33%7.44%17.28%9.51%9.24%6.66%5.90%7.42%2.61%

Drawdowns

HTHIY vs. ET - Drawdown Comparison

The maximum HTHIY drawdown since its inception was -83.83%, roughly equal to the maximum ET drawdown of -87.81%. Use the drawdown chart below to compare losses from any high point for HTHIY and ET. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.88%
-1.86%
HTHIY
ET

Volatility

HTHIY vs. ET - Volatility Comparison

The current volatility for Hitachi Ltd ADR (HTHIY) is 6.28%, while Energy Transfer LP (ET) has a volatility of 7.02%. This indicates that HTHIY experiences smaller price fluctuations and is considered to be less risky than ET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
6.28%
7.02%
HTHIY
ET

Financials

HTHIY vs. ET - Financials Comparison

This section allows you to compare key financial metrics between Hitachi Ltd ADR 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
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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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