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

Performance

KMX vs. KMI - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
6.24%
43.56%
KMX
KMI

Returns By Period

In the year-to-date period, KMX achieves a 0.47% return, which is significantly lower than KMI's 66.70% return. Over the past 10 years, KMX has outperformed KMI with an annualized return of 3.24%, while KMI has yielded a comparatively lower 1.58% annualized return.


KMX

YTD

0.47%

1M

3.21%

6M

6.24%

1Y

20.53%

5Y (annualized)

-5.00%

10Y (annualized)

3.24%

KMI

YTD

66.70%

1M

12.65%

6M

43.56%

1Y

73.38%

5Y (annualized)

13.77%

10Y (annualized)

1.58%

Fundamentals


KMXKMI
Market Cap$11.88B$60.38B
EPS$2.66$1.13
PE Ratio28.8324.05
PEG Ratio0.942.00
Total Revenue (TTM)$25.90B$15.17B
Gross Profit (TTM)$2.62B$7.02B
EBITDA (TTM)$885.17M$6.68B

Key characteristics


KMXKMI
Sharpe Ratio0.604.21
Sortino Ratio1.045.88
Omega Ratio1.131.76
Calmar Ratio0.341.83
Martin Ratio1.6432.81
Ulcer Index12.31%2.28%
Daily Std Dev33.94%17.80%
Max Drawdown-93.19%-72.70%
Current Drawdown-50.21%0.00%

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Correlation

-0.50.00.51.00.3

The correlation between KMX and KMI is 0.34, 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

KMX vs. KMI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CarMax, Inc. (KMX) and Kinder Morgan, Inc. (KMI). 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 KMX, currently valued at 0.60, compared to the broader market-4.00-2.000.002.004.000.604.21
The chart of Sortino ratio for KMX, currently valued at 1.04, compared to the broader market-4.00-2.000.002.004.001.045.88
The chart of Omega ratio for KMX, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.76
The chart of Calmar ratio for KMX, currently valued at 0.34, compared to the broader market0.002.004.006.000.341.83
The chart of Martin ratio for KMX, currently valued at 1.64, compared to the broader market-10.000.0010.0020.0030.001.6432.81
KMX
KMI

The current KMX Sharpe Ratio is 0.60, which is lower than the KMI Sharpe Ratio of 4.21. The chart below compares the historical Sharpe Ratios of KMX and KMI, 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
0.60
4.21
KMX
KMI

Dividends

KMX vs. KMI - Dividend Comparison

KMX has not paid dividends to shareholders, while KMI's dividend yield for the trailing twelve months is around 4.12%.


TTM20232022202120202019201820172016201520142013
KMX
CarMax, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KMI
Kinder Morgan, Inc.
4.12%6.38%6.10%6.76%7.59%4.49%4.71%2.77%2.41%12.94%4.02%4.33%

Drawdowns

KMX vs. KMI - Drawdown Comparison

The maximum KMX drawdown since its inception was -93.19%, which is greater than KMI's maximum drawdown of -72.70%. Use the drawdown chart below to compare losses from any high point for KMX and KMI. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-50.21%
0
KMX
KMI

Volatility

KMX vs. KMI - Volatility Comparison

CarMax, Inc. (KMX) and Kinder Morgan, Inc. (KMI) have volatilities of 7.89% and 7.69%, 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.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
7.89%
7.69%
KMX
KMI

Financials

KMX vs. KMI - Financials Comparison

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