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LBRT vs. KMI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

LBRT vs. KMI - Performance Comparison

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

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Returns By Period

In the year-to-date period, LBRT achieves a 47.44% return, which is significantly higher than KMI's 22.90% return.


LBRT

1D
-2.87%
1M
-14.80%
YTD
47.44%
6M
46.72%
1Y
129.45%
3Y*
31.65%
5Y*
12.75%
10Y*

KMI

1D
0.90%
1M
-1.88%
YTD
22.90%
6M
23.85%
1Y
22.92%
3Y*
33.24%
5Y*
19.09%
10Y*
11.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LBRT vs. KMI - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
LBRT
Liberty Oilfield Services Inc.
47.44%-4.91%11.23%14.83%65.57%-5.92%-6.51%-12.62%-38.56%
KMI
Kinder Morgan, Inc.
22.90%4.74%64.42%4.10%21.23%23.75%-30.77%44.43%-16.41%

Correlation

The correlation between LBRT and KMI is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.29

Correlation (5Y)
Calculated over the trailing 5-year period

0.48

Correlation (All Time)
Calculated using the full available price history since Jan 12, 2018

0.47

Over the past year, the correlation between LBRT and KMI has dropped to 0.10 - well below their long-term average of 0.47, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

LBRT:

$4.50B

KMI:

$72.40B

EPS

LBRT:

$0.91

KMI:

$1.53

PE Ratio

LBRT:

29.76

KMI:

21.27

PEG Ratio

LBRT:

1.79

KMI:

1.30

PS Ratio

LBRT:

1.10

KMI:

4.13

PB Ratio

LBRT:

2.31

KMI:

2.31

Total Revenue (TTM)

LBRT:

$4.05B

KMI:

$17.52B

Gross Profit (TTM)

LBRT:

$433.12M

KMI:

$5.86B

EBITDA (TTM)

LBRT:

$688.45M

KMI:

$6.90B

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Return for Risk

LBRT vs. KMI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LBRT
LBRT Risk / Return Rank: 9090
Overall Rank
LBRT Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
LBRT Sortino Ratio Rank: 8989
Sortino Ratio Rank
LBRT Omega Ratio Rank: 8787
Omega Ratio Rank
LBRT Calmar Ratio Rank: 9393
Calmar Ratio Rank
LBRT Martin Ratio Rank: 9292
Martin Ratio Rank

KMI
KMI Risk / Return Rank: 7272
Overall Rank
KMI Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
KMI Sortino Ratio Rank: 6868
Sortino Ratio Rank
KMI Omega Ratio Rank: 6868
Omega Ratio Rank
KMI Calmar Ratio Rank: 7676
Calmar Ratio Rank
KMI Martin Ratio Rank: 7272
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LBRT vs. KMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Liberty Oilfield Services Inc. (LBRT) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LBRTKMIDifference
Sharpe ratioReturn per unit of total volatility

+0.98

Sortino ratioReturn per unit of downside risk

+1.46

Omega ratioGain probability vs. loss probability

1.37

1.20

+0.17

Calmar ratioReturn relative to maximum drawdown

5.47

2.07

+3.40

Martin ratioReturn relative to average drawdown

13.17

4.05

+9.12

LBRT vs. KMI - Sharpe Ratio Comparison

The current LBRT Sharpe Ratio is 2.11, which is higher than the KMI Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of LBRT and KMI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

LBRT vs. KMI - Drawdown Comparison

The maximum LBRT drawdown since its inception was -90.02%, which is greater than KMI's maximum drawdown of -72.70%. Use the drawdown chart below to compare losses from any high point for LBRT and KMI.


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Drawdown Indicators


LBRTKMIDifference

Max Drawdown

Largest peak-to-trough decline

-90.02%

-72.70%

-17.32%

Max Drawdown (1Y)

Largest decline over 1 year

-23.79%

-11.11%

-12.68%

Max Drawdown (3Y)

Largest decline over 3 years

-58.84%

-18.40%

-40.44%

Max Drawdown (5Y)

Largest decline over 5 years

-58.84%

-20.31%

-38.53%

Max Drawdown (10Y)

Largest decline over 10 years

-55.13%

Current Drawdown

Current decline from peak

-20.05%

-3.36%

-16.69%

Average Drawdown

Average peak-to-trough decline

-35.53%

-32.01%

-3.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.87%

5.68%

+4.19%

Volatility

LBRT vs. KMI - Volatility Comparison

Liberty Oilfield Services Inc. (LBRT) has a higher volatility of 15.77% compared to Kinder Morgan, Inc. (KMI) at 6.58%. This indicates that LBRT's price experiences larger fluctuations and is considered to be riskier than KMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LBRTKMIDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.77%

6.58%

+9.19%

Volatility (6M)

Calculated over the trailing 6-month period

36.78%

14.61%

+22.17%

Volatility (1Y)

Calculated over the trailing 1-year period

62.26%

20.40%

+41.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

54.71%

22.48%

+32.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

64.71%

27.64%

+37.07%

Dividends

LBRT vs. KMI - Dividend Comparison

LBRT's dividend yield for the trailing twelve months is around 1.29%, less than KMI's 5.44% yield.


PositionTTM20252024202320222021202020192018201720162015
KMI
Kinder Morgan, Inc.
5.44%4.24%4.18%6.38%6.10%6.76%7.59%4.49%4.71%2.77%2.41%12.94%
LBRT
Liberty Oilfield Services Inc.
1.29%1.79%1.46%1.21%0.31%0.00%0.48%1.80%0.77%0.00%0.00%0.00%

Financials

LBRT vs. KMI - Financials Comparison

This section allows you to compare key financial metrics between Liberty Oilfield Services 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


1.00B2.00B3.00B4.00B5.00B6.00B20222023202420252026
1.02B
4.83B
(LBRT) Total Revenue
(KMI) Total Revenue
Values in USD except per share items

LBRT vs. KMI - Profitability Comparison

The chart below illustrates the profitability comparison between Liberty Oilfield Services Inc. and Kinder Morgan, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%20222023202420252026
6.2%
0
Portfolio components
LBRT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Liberty Oilfield Services Inc. reported a gross profit of 63.31M and revenue of 1.02B. Therefore, the gross margin over that period was 6.2%.

KMI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Kinder Morgan, Inc. reported a gross profit of 0.00 and revenue of 4.83B. Therefore, the gross margin over that period was 0.0%.

LBRT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Liberty Oilfield Services Inc. reported an operating income of 3.77M and revenue of 1.02B, resulting in an operating margin of 0.4%.

KMI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Kinder Morgan, Inc. reported an operating income of 1.44B and revenue of 4.83B, resulting in an operating margin of 29.9%.

LBRT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Liberty Oilfield Services Inc. reported a net income of 22.56M and revenue of 1.02B, resulting in a net margin of 2.2%.

KMI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Kinder Morgan, Inc. reported a net income of 1.06B and revenue of 4.83B, resulting in a net margin of 22.0%.


Frequently Asked Questions


LBRT and KMI have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LBRT has higher volatility (15.77%) compared to KMI (6.58%). In terms of maximum drawdown, LBRT dropped -90.02% vs KMI's -72.70%.

LBRT currently has the higher Sharpe Ratio (2.11 vs 1.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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