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

Correlation

The correlation between KMI and OKE is 0.67, 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.


-0.50.00.51.00.7

Performance

KMI vs. OKE - Performance Comparison

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

0.00%200.00%400.00%600.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
68.59%
639.50%
KMI
OKE

Key characteristics

Sharpe Ratio

KMI:

3.35

OKE:

2.53

Sortino Ratio

KMI:

4.67

OKE:

3.15

Omega Ratio

KMI:

1.61

OKE:

1.44

Calmar Ratio

KMI:

1.53

OKE:

3.23

Martin Ratio

KMI:

23.51

OKE:

15.62

Ulcer Index

KMI:

2.65%

OKE:

3.42%

Daily Std Dev

KMI:

18.61%

OKE:

21.12%

Max Drawdown

KMI:

-72.70%

OKE:

-80.17%

Current Drawdown

KMI:

-5.92%

OKE:

-14.50%

Fundamentals

Market Cap

KMI:

$59.12B

OKE:

$59.47B

EPS

KMI:

$1.13

OKE:

$4.72

PE Ratio

KMI:

23.55

OKE:

21.56

PEG Ratio

KMI:

1.95

OKE:

2.64

Total Revenue (TTM)

KMI:

$15.17B

OKE:

$19.88B

Gross Profit (TTM)

KMI:

$7.02B

OKE:

$5.42B

EBITDA (TTM)

KMI:

$6.63B

OKE:

$5.70B

Returns By Period

In the year-to-date period, KMI achieves a 61.12% return, which is significantly higher than OKE's 49.62% return. Over the past 10 years, KMI has underperformed OKE with an annualized return of 0.70%, while OKE has yielded a comparatively higher 14.14% annualized return.


KMI

YTD

61.12%

1M

-4.11%

6M

39.67%

1Y

61.12%

5Y*

11.97%

10Y*

0.70%

OKE

YTD

49.62%

1M

-11.56%

6M

28.10%

1Y

51.11%

5Y*

13.60%

10Y*

14.14%

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. OKE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Kinder Morgan, Inc. (KMI) and ONEOK, Inc. (OKE). 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 3.35, compared to the broader market-4.00-2.000.002.003.352.53
The chart of Sortino ratio for KMI, currently valued at 4.67, compared to the broader market-4.00-2.000.002.004.004.673.15
The chart of Omega ratio for KMI, currently valued at 1.61, compared to the broader market0.501.001.502.001.611.44
The chart of Calmar ratio for KMI, currently valued at 1.53, compared to the broader market0.002.004.006.001.533.23
The chart of Martin ratio for KMI, currently valued at 23.51, compared to the broader market-5.000.005.0010.0015.0020.0025.0023.5115.62
KMI
OKE

The current KMI Sharpe Ratio is 3.35, which is higher than the OKE Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of KMI and OKE, 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 Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
3.35
2.53
KMI
OKE

Dividends

KMI vs. OKE - Dividend Comparison

KMI's dividend yield for the trailing twelve months is around 4.26%, more than OKE's 3.96% yield.


TTM20232022202120202019201820172016201520142013
KMI
Kinder Morgan, Inc.
4.26%6.38%6.10%6.76%7.59%4.49%4.71%2.77%2.41%12.94%4.02%4.33%
OKE
ONEOK, Inc.
3.96%5.47%5.72%6.40%9.80%4.66%6.01%5.09%4.28%9.85%4.27%0.00%

Drawdowns

KMI vs. OKE - Drawdown Comparison

The maximum KMI drawdown since its inception was -72.70%, smaller than the maximum OKE drawdown of -80.17%. Use the drawdown chart below to compare losses from any high point for KMI and OKE. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.92%
-14.50%
KMI
OKE

Volatility

KMI vs. OKE - Volatility Comparison

The current volatility for Kinder Morgan, Inc. (KMI) is 7.08%, while ONEOK, Inc. (OKE) has a volatility of 9.34%. This indicates that KMI experiences smaller price fluctuations and is considered to be less risky than OKE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
7.08%
9.34%
KMI
OKE

Financials

KMI vs. OKE - Financials Comparison

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

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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