KMI vs. LUMN
Compare and contrast key facts about Kinder Morgan, Inc. (KMI) and Lumen Technologies, Inc. (LUMN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KMI or LUMN.
Key characteristics
| KMI | LUMN | |
|---|---|---|
| YTD Return | 46.96% | 308.74% |
| 1Y Return | 53.66% | 567.86% |
| 3Y Return (Ann) | 20.29% | -16.79% |
| 5Y Return (Ann) | 10.76% | -6.38% |
| 10Y Return (Ann) | 0.56% | -9.16% |
| Sharpe Ratio | 3.24 | 4.54 |
| Sortino Ratio | 4.46 | 5.06 |
| Omega Ratio | 1.56 | 1.64 |
| Calmar Ratio | 1.24 | 6.36 |
| Martin Ratio | 23.10 | 26.86 |
| Ulcer Index | 2.31% | 22.55% |
| Daily Std Dev | 16.52% | 133.66% |
| Max Drawdown | -72.70% | -95.26% |
| Current Drawdown | -9.05% | -63.81% |
Fundamentals
| KMI | LUMN | |
|---|---|---|
| Market Cap | $54.41B | $7.61B |
| EPS | $1.13 | -$2.10 |
| PEG Ratio | 1.77 | 54.58 |
| Total Revenue (TTM) | $15.17B | $10.08B |
| Gross Profit (TTM) | $7.02B | $2.79B |
| EBITDA (TTM) | $6.68B | $2.57B |
Correlation
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.
Performance
KMI vs. LUMN - Performance Comparison
In the year-to-date period, KMI achieves a 46.96% return, which is significantly lower than LUMN's 308.74% return. Over the past 10 years, KMI has outperformed LUMN with an annualized return of 0.56%, while LUMN has yielded a comparatively lower -9.16% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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. 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.
Dividends
KMI vs. LUMN - Dividend Comparison
KMI's dividend yield for the trailing twelve months is around 4.68%, while LUMN has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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.
Volatility
KMI vs. LUMN - Volatility Comparison
The current volatility for Kinder Morgan, Inc. (KMI) is 5.27%, while Lumen Technologies, Inc. (LUMN) has a volatility of 20.45%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities