KMI vs. ADX
KMI (Kinder Morgan, Inc.) is a stock, while ADX (Adams Diversified Equity Fund, Inc.) is Large Cap Blend Equities fund actively managed by Adams Funds. Over the past 10 years, KMI returned 11.73%/yr vs 18.15%/yr for ADX. At a 0.42 correlation, their price movements are largely independent.
Performance
KMI vs. ADX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, KMI achieves a 18.40% return, which is significantly higher than ADX's 10.79% return. Over the past 10 years, KMI has underperformed ADX with an annualized return of 11.73%, while ADX has yielded a comparatively higher 18.15% annualized return.
KMI
- 1D
- 1.85%
- 1M
- -2.65%
- YTD
- 18.40%
- 6M
- 21.76%
- 1Y
- 20.25%
- 3Y*
- 29.74%
- 5Y*
- 17.07%
- 10Y*
- 11.73%
ADX
- 1D
- 0.32%
- 1M
- -0.48%
- YTD
- 10.79%
- 6M
- 14.67%
- 1Y
- 29.09%
- 3Y*
- 27.45%
- 5Y*
- 16.57%
- 10Y*
- 18.15%
KMI vs. ADX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KMI Kinder Morgan, Inc. | 18.40% | 4.74% | 64.42% | 4.10% | 21.23% | 23.75% | -30.77% | 44.43% | -11.18% | -10.56% |
ADX Adams Diversified Equity Fund, Inc. | 10.79% | 26.03% | 28.31% | 31.49% | -19.82% | 29.69% | 17.28% | 36.75% | -3.58% | 29.61% |
Correlation
The correlation between KMI and ADX is -0.03, 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 | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Feb 11, 2011 | 0.42 |
The correlation between KMI and ADX shifts across timeframes, from -0.03 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
KMI vs. ADX — Risk / Return Rank
KMI
ADX
KMI vs. ADX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kinder Morgan, Inc. (KMI) and Adams Diversified Equity Fund, Inc. (ADX). 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.
| KMI | ADX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.07 | ||
| Sortino ratioReturn per unit of downside risk | -1.51 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.36 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | 2.88 | -1.05 |
| Martin ratioReturn relative to average drawdown | 3.62 | 14.72 | -11.09 |
Loading charts...
Drawdowns
KMI vs. ADX - Drawdown Comparison
The maximum KMI drawdown since its inception was -72.70%, roughly equal to the maximum ADX drawdown of -71.60%. Use the drawdown chart below to compare losses from any high point for KMI and ADX.
Loading charts...
Drawdown Indicators
| KMI | ADX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.70% | -71.60% | -1.10% |
Max Drawdown (1Y)Largest decline over 1 year | -11.11% | -10.16% | -0.95% |
Max Drawdown (3Y)Largest decline over 3 years | -18.40% | -18.29% | -0.11% |
Max Drawdown (5Y)Largest decline over 5 years | -20.31% | -25.07% | +4.76% |
Max Drawdown (10Y)Largest decline over 10 years | -55.13% | -37.17% | -17.96% |
Current DrawdownCurrent decline from peak | -6.91% | -3.08% | -3.83% |
Average DrawdownAverage peak-to-trough decline | -32.06% | -22.12% | -9.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.60% | 1.98% | +3.62% |
Volatility
KMI vs. ADX - Volatility Comparison
Kinder Morgan, Inc. (KMI) has a higher volatility of 6.93% compared to Adams Diversified Equity Fund, Inc. (ADX) at 4.43%. This indicates that KMI's price experiences larger fluctuations and is considered to be riskier than ADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| KMI | ADX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.93% | 4.43% | +2.50% |
Volatility (6M)Calculated over the trailing 6-month period | 14.66% | 11.00% | +3.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.34% | 14.14% | +6.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.61% | 17.34% | +5.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.71% | 18.04% | +9.67% |
Dividends
KMI vs. ADX - Dividend Comparison
KMI's dividend yield for the trailing twelve months is around 3.68%, less than ADX's 7.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADX Adams Diversified Equity Fund, Inc. | 7.53% | 7.93% | 12.38% | 7.34% | 7.36% | 15.35% | 6.54% | 9.00% | 15.85% | 9.18% | 7.79% | 7.17% |
KMI Kinder Morgan, Inc. | 3.68% | 4.24% | 4.18% | 6.38% | 6.10% | 6.76% | 7.59% | 4.49% | 4.71% | 2.77% | 2.41% | 12.94% |
Frequently Asked Questions
KMI and ADX have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KMI has higher volatility (6.93%) compared to ADX (4.43%). In terms of maximum drawdown, KMI dropped -72.70% vs ADX's -71.60%.
ADX currently has the higher Sharpe Ratio (2.07 vs 1.00), 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.
Find the right allocation for KMI and ADX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer