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LEVI vs. ET
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between LEVI and ET is 0.29, 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.


-0.50.00.51.00.3

Performance

LEVI vs. ET - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Levi Strauss & Co. (LEVI) and Energy Transfer LP (ET). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
-25.99%
20.49%
LEVI
ET

Key characteristics

Sharpe Ratio

LEVI:

0.30

ET:

2.52

Sortino Ratio

LEVI:

0.65

ET:

3.56

Omega Ratio

LEVI:

1.09

ET:

1.45

Calmar Ratio

LEVI:

0.23

ET:

2.12

Martin Ratio

LEVI:

0.65

ET:

20.10

Ulcer Index

LEVI:

16.77%

ET:

2.11%

Daily Std Dev

LEVI:

36.26%

ET:

16.86%

Max Drawdown

LEVI:

-59.85%

ET:

-87.81%

Current Drawdown

LEVI:

-39.65%

ET:

-8.36%

Fundamentals

Market Cap

LEVI:

$6.72B

ET:

$63.82B

EPS

LEVI:

$0.38

ET:

$1.36

PE Ratio

LEVI:

44.61

ET:

13.71

Total Revenue (TTM)

LEVI:

$4.52B

ET:

$83.66B

Gross Profit (TTM)

LEVI:

$2.71B

ET:

$12.71B

EBITDA (TTM)

LEVI:

$384.80M

ET:

$14.83B

Returns By Period

In the year-to-date period, LEVI achieves a 4.33% return, which is significantly lower than ET's 42.96% return.


LEVI

YTD

4.33%

1M

3.77%

6M

-27.62%

1Y

10.27%

5Y*

-1.33%

10Y*

N/A

ET

YTD

42.96%

1M

3.53%

6M

22.20%

1Y

42.24%

5Y*

17.16%

10Y*

3.87%

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Risk-Adjusted Performance

LEVI vs. ET - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Levi Strauss & Co. (LEVI) and Energy Transfer LP (ET). 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 LEVI, currently valued at 0.30, compared to the broader market-4.00-2.000.002.000.302.52
The chart of Sortino ratio for LEVI, currently valued at 0.65, compared to the broader market-4.00-2.000.002.004.000.653.56
The chart of Omega ratio for LEVI, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.45
The chart of Calmar ratio for LEVI, currently valued at 0.23, compared to the broader market0.002.004.006.000.235.08
The chart of Martin ratio for LEVI, currently valued at 0.65, compared to the broader market0.0010.0020.000.6520.10
LEVI
ET

The current LEVI Sharpe Ratio is 0.30, which is lower than the ET Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of LEVI and ET, 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.30
2.52
LEVI
ET

Dividends

LEVI vs. ET - Dividend Comparison

LEVI's dividend yield for the trailing twelve months is around 2.98%, less than ET's 7.01% yield.


TTM20232022202120202019201820172016201520142013
LEVI
Levi Strauss & Co.
2.98%2.90%2.84%1.04%0.80%0.78%0.00%0.00%0.00%0.00%0.00%0.00%
ET
Energy Transfer LP
7.01%8.96%7.33%7.44%17.28%9.51%9.24%6.66%5.90%7.42%2.61%3.19%

Drawdowns

LEVI vs. ET - Drawdown Comparison

The maximum LEVI drawdown since its inception was -59.85%, smaller than the maximum ET drawdown of -87.81%. Use the drawdown chart below to compare losses from any high point for LEVI and ET. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-39.65%
-8.36%
LEVI
ET

Volatility

LEVI vs. ET - Volatility Comparison

Levi Strauss & Co. (LEVI) has a higher volatility of 9.15% compared to Energy Transfer LP (ET) at 7.85%. This indicates that LEVI's price experiences larger fluctuations and is considered to be riskier than ET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
9.15%
7.85%
LEVI
ET

Financials

LEVI vs. ET - Financials Comparison

This section allows you to compare key financial metrics between Levi Strauss & Co. and Energy Transfer LP. 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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