PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
KMI vs. E
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


KMIE
YTD Return46.96%-6.19%
1Y Return53.66%-1.27%
3Y Return (Ann)20.29%7.68%
5Y Return (Ann)10.76%5.93%
10Y Return (Ann)0.56%2.97%
Sharpe Ratio3.24-0.16
Sortino Ratio4.46-0.09
Omega Ratio1.560.99
Calmar Ratio1.24-0.23
Martin Ratio23.10-0.49
Ulcer Index2.31%6.01%
Daily Std Dev16.52%18.73%
Max Drawdown-72.70%-66.25%
Current Drawdown-9.05%-7.01%

Fundamentals


KMIE
Market Cap$54.41B$47.77B
EPS$1.13$1.67
PE Ratio21.6718.19
PEG Ratio1.772.68
Total Revenue (TTM)$15.17B$69.27B
Gross Profit (TTM)$7.02B$6.52B
EBITDA (TTM)$6.68B$13.86B

Correlation

-0.50.00.51.00.5

The correlation between KMI and E is 0.51, 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.

Performance

KMI vs. E - Performance Comparison

In the year-to-date period, KMI achieves a 46.96% return, which is significantly higher than E's -6.19% return. Over the past 10 years, KMI has underperformed E with an annualized return of 0.56%, while E has yielded a comparatively higher 2.97% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
34.92%
-1.77%
KMI
E

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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.


KMI
Sharpe ratio
The chart of Sharpe ratio for KMI, currently valued at 3.24, compared to the broader market-4.00-2.000.002.004.003.24
Sortino ratio
The chart of Sortino ratio for KMI, currently valued at 4.46, compared to the broader market-4.00-2.000.002.004.004.46
Omega ratio
The chart of Omega ratio for KMI, currently valued at 1.56, compared to the broader market0.501.001.502.001.56
Calmar ratio
The chart of Calmar ratio for KMI, currently valued at 1.24, compared to the broader market0.002.004.006.001.24
Martin ratio
The chart of Martin ratio for KMI, currently valued at 23.10, compared to the broader market-10.000.0010.0020.0030.0023.10
E
Sharpe ratio
The chart of Sharpe ratio for E, currently valued at -0.16, compared to the broader market-4.00-2.000.002.004.00-0.16
Sortino ratio
The chart of Sortino ratio for E, currently valued at -0.09, compared to the broader market-4.00-2.000.002.004.00-0.09
Omega ratio
The chart of Omega ratio for E, currently valued at 0.99, compared to the broader market0.501.001.502.000.99
Calmar ratio
The chart of Calmar ratio for E, currently valued at -0.23, compared to the broader market0.002.004.006.00-0.23
Martin ratio
The chart of Martin ratio for E, currently valued at -0.49, compared to the broader market-10.000.0010.0020.0030.00-0.49

KMI vs. E - Sharpe Ratio Comparison

The current KMI Sharpe Ratio is 3.24, which is higher than the E Sharpe Ratio of -0.16. 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
3.24
-0.16
KMI
E

Dividends

KMI vs. E - Dividend Comparison

KMI's dividend yield for the trailing twelve months is around 4.68%, less than E's 6.73% yield.


TTM20232022202120202019201820172016201520142013
KMI
Kinder Morgan, Inc.
4.68%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.
6.73%5.74%6.39%5.80%5.90%6.11%5.15%5.38%5.55%7.13%8.58%5.96%

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%JuneJulyAugustSeptemberOctoberNovember
-9.05%
-7.01%
KMI
E

Volatility

KMI vs. E - Volatility Comparison

Kinder Morgan, Inc. (KMI) has a higher volatility of 5.27% compared to Eni S.p.A. (E) at 4.76%. 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%JuneJulyAugustSeptemberOctoberNovember
5.27%
4.76%
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