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

Key characteristics


KMIWMB
YTD Return46.96%55.06%
1Y Return53.66%51.58%
3Y Return (Ann)20.29%28.88%
5Y Return (Ann)10.76%26.07%
10Y Return (Ann)0.56%5.48%
Sharpe Ratio3.242.95
Sortino Ratio4.463.90
Omega Ratio1.561.48
Calmar Ratio1.245.16
Martin Ratio23.1016.02
Ulcer Index2.31%3.30%
Daily Std Dev16.52%17.93%
Max Drawdown-72.70%-98.04%
Current Drawdown-9.05%-0.91%

Fundamentals


KMIWMB
Market Cap$54.41B$63.56B
EPS$1.13$2.35
PE Ratio21.6722.19
PEG Ratio1.778.58
Total Revenue (TTM)$15.17B$8.03B
Gross Profit (TTM)$7.02B$3.93B
EBITDA (TTM)$6.68B$4.81B

Correlation

-0.50.00.51.00.7

The correlation between KMI and WMB is 0.66, 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. WMB - Performance Comparison

In the year-to-date period, KMI achieves a 46.96% return, which is significantly lower than WMB's 55.06% return. Over the past 10 years, KMI has underperformed WMB with an annualized return of 0.56%, while WMB has yielded a comparatively higher 5.48% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
34.92%
36.48%
KMI
WMB

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Risk-Adjusted Performance

KMI vs. WMB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Kinder Morgan, Inc. (KMI) and The Williams Companies, Inc. (WMB). 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
WMB
Sharpe ratio
The chart of Sharpe ratio for WMB, currently valued at 2.95, compared to the broader market-4.00-2.000.002.004.002.95
Sortino ratio
The chart of Sortino ratio for WMB, currently valued at 3.90, compared to the broader market-4.00-2.000.002.004.003.90
Omega ratio
The chart of Omega ratio for WMB, currently valued at 1.48, compared to the broader market0.501.001.502.001.48
Calmar ratio
The chart of Calmar ratio for WMB, currently valued at 5.16, compared to the broader market0.002.004.006.005.16
Martin ratio
The chart of Martin ratio for WMB, currently valued at 16.02, compared to the broader market-10.000.0010.0020.0030.0016.02

KMI vs. WMB - Sharpe Ratio Comparison

The current KMI Sharpe Ratio is 3.24, which is comparable to the WMB Sharpe Ratio of 2.95. The chart below compares the historical Sharpe Ratios of KMI and WMB, 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
3.24
2.95
KMI
WMB

Dividends

KMI vs. WMB - Dividend Comparison

KMI's dividend yield for the trailing twelve months is around 4.68%, more than WMB's 3.59% 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%
WMB
The Williams Companies, Inc.
3.59%5.14%5.17%6.30%7.98%6.41%6.17%3.94%5.39%9.53%4.36%3.73%

Drawdowns

KMI vs. WMB - Drawdown Comparison

The maximum KMI drawdown since its inception was -72.70%, smaller than the maximum WMB drawdown of -98.04%. Use the drawdown chart below to compare losses from any high point for KMI and WMB. 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%
-0.91%
KMI
WMB

Volatility

KMI vs. WMB - Volatility Comparison

Kinder Morgan, Inc. (KMI) has a higher volatility of 5.27% compared to The Williams Companies, Inc. (WMB) at 4.48%. This indicates that KMI's price experiences larger fluctuations and is considered to be riskier than WMB 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%8.00%JuneJulyAugustSeptemberOctoberNovember
5.27%
4.48%
KMI
WMB

Financials

KMI vs. WMB - Financials Comparison

This section allows you to compare key financial metrics between Kinder Morgan, Inc. and The Williams Companies, 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