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

Correlation

The correlation between KHC and ET 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

KHC vs. ET - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember
-2.38%
24.33%
KHC
ET

Key characteristics

Sharpe Ratio

KHC:

-0.68

ET:

3.09

Sortino Ratio

KHC:

-0.82

ET:

4.29

Omega Ratio

KHC:

0.90

ET:

1.54

Calmar Ratio

KHC:

-0.24

ET:

2.70

Martin Ratio

KHC:

-1.33

ET:

24.29

Ulcer Index

KHC:

10.03%

ET:

2.23%

Daily Std Dev

KHC:

19.72%

ET:

17.52%

Max Drawdown

KHC:

-76.07%

ET:

-87.81%

Current Drawdown

KHC:

-55.31%

ET:

-1.46%

Fundamentals

Market Cap

KHC:

$37.10B

ET:

$66.01B

EPS

KHC:

$1.11

ET:

$1.36

PE Ratio

KHC:

27.64

ET:

14.18

PEG Ratio

KHC:

0.83

ET:

0.68

Total Revenue (TTM)

KHC:

$26.13B

ET:

$83.66B

Gross Profit (TTM)

KHC:

$9.11B

ET:

$12.71B

EBITDA (TTM)

KHC:

$3.93B

ET:

$14.83B

Returns By Period

In the year-to-date period, KHC achieves a -13.95% return, which is significantly lower than ET's 53.72% return.


KHC

YTD

-13.95%

1M

-5.04%

6M

-2.39%

1Y

-13.95%

5Y*

3.49%

10Y*

N/A

ET

YTD

53.72%

1M

-1.46%

6M

24.33%

1Y

53.72%

5Y*

19.30%

10Y*

4.23%

*Annualized

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Risk-Adjusted Performance

KHC vs. ET - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Kraft Heinz Company (KHC) 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 KHC, currently valued at -0.68, compared to the broader market-4.00-2.000.002.00-0.683.09
The chart of Sortino ratio for KHC, currently valued at -0.82, compared to the broader market-4.00-2.000.002.004.00-0.824.29
The chart of Omega ratio for KHC, currently valued at 0.90, compared to the broader market0.501.001.502.000.901.54
The chart of Calmar ratio for KHC, currently valued at -0.24, compared to the broader market0.002.004.006.00-0.243.86
The chart of Martin ratio for KHC, currently valued at -1.33, compared to the broader market0.005.0010.0015.0020.0025.00-1.3324.29
KHC
ET

The current KHC Sharpe Ratio is -0.68, which is lower than the ET Sharpe Ratio of 3.09. The chart below compares the historical Sharpe Ratios of KHC 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember
-0.68
3.09
KHC
ET

Dividends

KHC vs. ET - Dividend Comparison

KHC's dividend yield for the trailing twelve months is around 5.27%, less than ET's 6.52% yield.


TTM2023202220212020201920182017201620152014
KHC
The Kraft Heinz Company
5.27%4.33%3.93%4.46%4.62%4.98%5.81%3.15%2.69%2.34%0.00%
ET
Energy Transfer LP
6.52%8.96%7.33%7.44%17.28%9.51%9.24%6.66%5.90%7.42%2.61%

Drawdowns

KHC vs. ET - Drawdown Comparison

The maximum KHC drawdown since its inception was -76.07%, smaller than the maximum ET drawdown of -87.81%. Use the drawdown chart below to compare losses from any high point for KHC and ET. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember
-55.31%
-1.46%
KHC
ET

Volatility

KHC vs. ET - Volatility Comparison

The current volatility for The Kraft Heinz Company (KHC) is 6.08%, while Energy Transfer LP (ET) has a volatility of 7.89%. This indicates that KHC 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember
6.08%
7.89%
KHC
ET

Financials

KHC vs. ET - Financials Comparison

This section allows you to compare key financial metrics between The Kraft Heinz 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
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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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