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

Key characteristics


KMINGG
YTD Return46.96%5.36%
1Y Return53.66%17.45%
3Y Return (Ann)20.29%7.74%
5Y Return (Ann)10.76%9.27%
10Y Return (Ann)0.56%5.28%
Sharpe Ratio3.240.76
Sortino Ratio4.461.03
Omega Ratio1.561.17
Calmar Ratio1.240.87
Martin Ratio23.102.94
Ulcer Index2.31%6.15%
Daily Std Dev16.52%23.99%
Max Drawdown-72.70%-54.85%
Current Drawdown-9.05%-8.56%

Fundamentals


KMINGG
Market Cap$54.41B$62.98B
EPS$1.13$3.55
PE Ratio21.6718.15
PEG Ratio1.774.08
Total Revenue (TTM)$15.17B$11.36B
Gross Profit (TTM)$7.02B$3.56B
EBITDA (TTM)$6.68B$4.26B

Correlation

-0.50.00.51.00.3

The correlation between KMI and NGG is 0.25, 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. NGG - Performance Comparison

In the year-to-date period, KMI achieves a 46.96% return, which is significantly higher than NGG's 5.36% return. Over the past 10 years, KMI has underperformed NGG with an annualized return of 0.56%, while NGG has yielded a comparatively higher 5.28% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
34.92%
4.35%
KMI
NGG

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Risk-Adjusted Performance

KMI vs. NGG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Kinder Morgan, Inc. (KMI) and National Grid plc (NGG). 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
NGG
Sharpe ratio
The chart of Sharpe ratio for NGG, currently valued at 0.76, compared to the broader market-4.00-2.000.002.004.000.76
Sortino ratio
The chart of Sortino ratio for NGG, currently valued at 1.03, compared to the broader market-4.00-2.000.002.004.001.03
Omega ratio
The chart of Omega ratio for NGG, currently valued at 1.17, compared to the broader market0.501.001.502.001.17
Calmar ratio
The chart of Calmar ratio for NGG, currently valued at 0.87, compared to the broader market0.002.004.006.000.87
Martin ratio
The chart of Martin ratio for NGG, currently valued at 2.94, compared to the broader market-10.000.0010.0020.0030.002.94

KMI vs. NGG - Sharpe Ratio Comparison

The current KMI Sharpe Ratio is 3.24, which is higher than the NGG Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of KMI and NGG, 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
0.76
KMI
NGG

Dividends

KMI vs. NGG - Dividend Comparison

KMI's dividend yield for the trailing twelve months is around 4.68%, less than NGG's 11.16% 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%
NGG
National Grid plc
11.16%5.20%5.18%4.75%5.32%4.94%6.44%24.15%5.07%4.73%7.86%4.82%

Drawdowns

KMI vs. NGG - Drawdown Comparison

The maximum KMI drawdown since its inception was -72.70%, which is greater than NGG's maximum drawdown of -54.85%. Use the drawdown chart below to compare losses from any high point for KMI and NGG. 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%
-8.56%
KMI
NGG

Volatility

KMI vs. NGG - Volatility Comparison

Kinder Morgan, Inc. (KMI) and National Grid plc (NGG) have volatilities of 5.27% and 5.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
5.27%
5.10%
KMI
NGG

Financials

KMI vs. NGG - Financials Comparison

This section allows you to compare key financial metrics between Kinder Morgan, Inc. and National Grid plc. 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