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

Performance

KMI vs. LUMN - Performance Comparison

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

0.00%200.00%400.00%600.00%JuneJulyAugustSeptemberOctoberNovember
48.05%
485.27%
KMI
LUMN

Returns By Period

In the year-to-date period, KMI achieves a 68.02% return, which is significantly lower than LUMN's 312.57% return. Over the past 10 years, KMI has outperformed LUMN with an annualized return of 1.66%, while LUMN has yielded a comparatively lower -9.42% annualized return.


KMI

YTD

68.02%

1M

14.50%

6M

48.05%

1Y

73.12%

5Y (annualized)

14.06%

10Y (annualized)

1.66%

LUMN

YTD

312.57%

1M

14.92%

6M

485.27%

1Y

471.97%

5Y (annualized)

-8.32%

10Y (annualized)

-9.42%

Fundamentals


KMILUMN
Market Cap$62.21B$7.66B
EPS$1.13-$2.17
PEG Ratio2.0554.58
Total Revenue (TTM)$15.17B$13.30B
Gross Profit (TTM)$7.02B$4.32B
EBITDA (TTM)$6.84B$2.00B

Key characteristics


KMILUMN
Sharpe Ratio4.213.36
Sortino Ratio5.894.52
Omega Ratio1.751.56
Calmar Ratio1.834.70
Martin Ratio32.8719.71
Ulcer Index2.28%22.68%
Daily Std Dev17.79%133.24%
Max Drawdown-72.70%-95.26%
Current Drawdown-0.28%-63.47%

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Correlation

-0.50.00.51.00.3

The correlation between KMI and LUMN is 0.33, 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.

Risk-Adjusted Performance

KMI vs. LUMN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Kinder Morgan, Inc. (KMI) and Lumen Technologies, Inc. (LUMN). 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 4.21, compared to the broader market-4.00-2.000.002.004.004.213.36
The chart of Sortino ratio for KMI, currently valued at 5.88, compared to the broader market-4.00-2.000.002.004.005.894.52
The chart of Omega ratio for KMI, currently valued at 1.75, compared to the broader market0.501.001.502.001.751.56
The chart of Calmar ratio for KMI, currently valued at 1.83, compared to the broader market0.002.004.006.001.834.70
The chart of Martin ratio for KMI, currently valued at 32.87, compared to the broader market-10.000.0010.0020.0030.0032.8719.71
KMI
LUMN

The current KMI Sharpe Ratio is 4.21, which is comparable to the LUMN Sharpe Ratio of 3.36. The chart below compares the historical Sharpe Ratios of KMI and LUMN, 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-1.000.001.002.003.004.005.006.00JuneJulyAugustSeptemberOctoberNovember
4.21
3.36
KMI
LUMN

Dividends

KMI vs. LUMN - Dividend Comparison

KMI's dividend yield for the trailing twelve months is around 4.09%, while LUMN has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
KMI
Kinder Morgan, Inc.
4.09%6.38%6.10%6.76%7.59%4.49%4.71%2.77%2.41%12.94%4.02%4.33%
LUMN
Lumen Technologies, Inc.
0.00%0.00%14.37%7.97%10.26%7.57%14.26%12.95%9.08%8.59%5.46%6.78%

Drawdowns

KMI vs. LUMN - Drawdown Comparison

The maximum KMI drawdown since its inception was -72.70%, smaller than the maximum LUMN drawdown of -95.26%. Use the drawdown chart below to compare losses from any high point for KMI and LUMN. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.28%
-63.47%
KMI
LUMN

Volatility

KMI vs. LUMN - Volatility Comparison

The current volatility for Kinder Morgan, Inc. (KMI) is 7.61%, while Lumen Technologies, Inc. (LUMN) has a volatility of 26.25%. This indicates that KMI experiences smaller price fluctuations and is considered to be less risky than LUMN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%JuneJulyAugustSeptemberOctoberNovember
7.61%
26.25%
KMI
LUMN

Financials

KMI vs. LUMN - Financials Comparison

This section allows you to compare key financial metrics between Kinder Morgan, Inc. and Lumen Technologies, Inc.. 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