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KMI vs. E
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

KMI vs. E - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kinder Morgan, Inc. (KMI) and Eni S.p.A. (E). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
48.47%
-2.53%
KMI
E

Returns By Period

In the year-to-date period, KMI achieves a 68.50% return, which is significantly higher than E's -8.57% return. Over the past 10 years, KMI has underperformed E with an annualized return of 1.69%, while E has yielded a comparatively higher 2.31% annualized return.


KMI

YTD

68.50%

1M

13.86%

6M

45.85%

1Y

75.46%

5Y (annualized)

13.90%

10Y (annualized)

1.69%

E

YTD

-8.57%

1M

-3.75%

6M

-4.02%

1Y

-4.68%

5Y (annualized)

5.46%

10Y (annualized)

2.31%

Fundamentals


KMIE
Market Cap$60.38B$46.33B
EPS$1.13$1.62
PE Ratio24.0518.33
PEG Ratio2.002.70
Total Revenue (TTM)$15.17B$91.27B
Gross Profit (TTM)$7.02B$12.60B
EBITDA (TTM)$6.68B$20.00B

Key characteristics


KMIE
Sharpe Ratio4.23-0.20
Sortino Ratio5.90-0.15
Omega Ratio1.760.98
Calmar Ratio1.84-0.29
Martin Ratio32.99-0.59
Ulcer Index2.28%6.26%
Daily Std Dev17.79%18.70%
Max Drawdown-72.70%-66.25%
Current Drawdown0.00%-9.37%

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Correlation

-0.50.00.51.00.5

The correlation between KMI and E is 0.50, 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

KMI vs. E - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Kinder Morgan, Inc. (KMI) and Eni S.p.A. (E). 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 KMI, currently valued at 4.23, compared to the broader market-4.00-2.000.002.004.004.23-0.20
The chart of Sortino ratio for KMI, currently valued at 5.90, compared to the broader market-4.00-2.000.002.004.005.90-0.15
The chart of Omega ratio for KMI, currently valued at 1.76, compared to the broader market0.501.001.502.001.760.98
The chart of Calmar ratio for KMI, currently valued at 1.84, compared to the broader market0.002.004.006.001.84-0.29
The chart of Martin ratio for KMI, currently valued at 32.99, compared to the broader market-10.000.0010.0020.0030.0032.99-0.59
KMI
E

The current KMI Sharpe Ratio is 4.23, which is higher than the E Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of KMI and E, 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
4.23
-0.20
KMI
E

Dividends

KMI vs. E - Dividend Comparison

KMI's dividend yield for the trailing twelve months is around 4.08%, less than E's 7.24% yield.


TTM20232022202120202019201820172016201520142013
KMI
Kinder Morgan, Inc.
4.08%6.38%6.10%6.76%7.59%4.49%4.71%2.77%2.41%12.94%4.02%4.33%
E
Eni S.p.A.
7.24%5.74%6.39%5.79%5.91%6.11%5.15%5.38%5.57%7.15%8.58%5.94%

Drawdowns

KMI vs. E - Drawdown Comparison

The maximum KMI drawdown since its inception was -72.70%, which is greater than E's maximum drawdown of -66.25%. Use the drawdown chart below to compare losses from any high point for KMI and E. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-9.37%
KMI
E

Volatility

KMI vs. E - Volatility Comparison

Kinder Morgan, Inc. (KMI) has a higher volatility of 7.56% compared to Eni S.p.A. (E) at 5.42%. This indicates that KMI's price experiences larger fluctuations and is considered to be riskier than E based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
7.56%
5.42%
KMI
E

Financials

KMI vs. E - Financials Comparison

This section allows you to compare key financial metrics between Kinder Morgan, Inc. and Eni S.p.A.. 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