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

Correlation

The correlation between LUMN and KMI is 0.43, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

LUMN vs. KMI - Performance Comparison

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

-100.00%-50.00%0.00%50.00%100.00%NovemberDecember2025FebruaryMarchApril
-80.66%
70.50%
LUMN
KMI

Key characteristics

Sharpe Ratio

LUMN:

1.10

KMI:

2.00

Sortino Ratio

LUMN:

2.84

KMI:

2.41

Omega Ratio

LUMN:

1.35

KMI:

1.39

Calmar Ratio

LUMN:

1.53

KMI:

1.48

Martin Ratio

LUMN:

4.29

KMI:

7.49

Ulcer Index

LUMN:

33.96%

KMI:

6.71%

Daily Std Dev

LUMN:

133.13%

KMI:

25.21%

Max Drawdown

LUMN:

-95.26%

KMI:

-72.70%

Current Drawdown

LUMN:

-83.84%

KMI:

-13.02%

Fundamentals

Market Cap

LUMN:

$3.36B

KMI:

$59.11B

EPS

LUMN:

-$0.06

KMI:

$1.16

PEG Ratio

LUMN:

54.58

KMI:

2.38

PS Ratio

LUMN:

0.26

KMI:

3.81

PB Ratio

LUMN:

7.25

KMI:

1.93

Total Revenue (TTM)

LUMN:

$9.82B

KMI:

$15.52B

Gross Profit (TTM)

LUMN:

$5.73B

KMI:

$9.81B

EBITDA (TTM)

LUMN:

$2.96B

KMI:

$4.92B

Returns By Period

In the year-to-date period, LUMN achieves a -37.10% return, which is significantly lower than KMI's -0.90% return. Over the past 10 years, LUMN has underperformed KMI with an annualized return of -15.74%, while KMI has yielded a comparatively higher 0.19% annualized return.


LUMN

YTD

-37.10%

1M

-24.09%

6M

-46.82%

1Y

158.91%

5Y*

-16.57%

10Y*

-15.74%

KMI

YTD

-0.90%

1M

-6.80%

6M

9.93%

1Y

50.32%

5Y*

20.39%

10Y*

0.19%

*Annualized

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Risk-Adjusted Performance

LUMN vs. KMI — Risk-Adjusted Performance Rank

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

LUMN
The Risk-Adjusted Performance Rank of LUMN is 8989
Overall Rank
The Sharpe Ratio Rank of LUMN is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of LUMN is 9494
Sortino Ratio Rank
The Omega Ratio Rank of LUMN is 9191
Omega Ratio Rank
The Calmar Ratio Rank of LUMN is 9090
Calmar Ratio Rank
The Martin Ratio Rank of LUMN is 8585
Martin Ratio Rank

KMI
The Risk-Adjusted Performance Rank of KMI is 9292
Overall Rank
The Sharpe Ratio Rank of KMI is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of KMI is 9191
Sortino Ratio Rank
The Omega Ratio Rank of KMI is 9393
Omega Ratio Rank
The Calmar Ratio Rank of KMI is 9090
Calmar Ratio Rank
The Martin Ratio Rank of KMI is 9292
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LUMN vs. KMI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lumen Technologies, Inc. (LUMN) 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.


The chart of Sharpe ratio for LUMN, currently valued at 1.10, compared to the broader market-2.00-1.000.001.002.003.00
LUMN: 1.10
KMI: 2.00
The chart of Sortino ratio for LUMN, currently valued at 2.84, compared to the broader market-6.00-4.00-2.000.002.004.00
LUMN: 2.84
KMI: 2.41
The chart of Omega ratio for LUMN, currently valued at 1.35, compared to the broader market0.501.001.502.00
LUMN: 1.35
KMI: 1.39
The chart of Calmar ratio for LUMN, currently valued at 1.53, compared to the broader market0.001.002.003.004.005.00
LUMN: 1.53
KMI: 1.48
The chart of Martin ratio for LUMN, currently valued at 4.29, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
LUMN: 4.29
KMI: 7.49

The current LUMN Sharpe Ratio is 1.10, which is lower than the KMI Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of LUMN 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 Ratio1.002.003.004.005.006.00NovemberDecember2025FebruaryMarchApril
1.10
2.00
LUMN
KMI

Dividends

LUMN vs. KMI - Dividend Comparison

LUMN has not paid dividends to shareholders, while KMI's dividend yield for the trailing twelve months is around 4.28%.


TTM20242023202220212020201920182017201620152014
LUMN
Lumen Technologies, Inc.
0.00%0.00%0.00%14.37%7.97%10.26%7.57%14.26%12.95%9.08%8.59%5.46%
KMI
Kinder Morgan, Inc.
4.28%4.18%6.38%6.10%6.76%7.59%4.49%4.71%2.77%2.41%12.94%4.02%

Drawdowns

LUMN vs. KMI - Drawdown Comparison

The maximum LUMN drawdown since its inception was -95.26%, which is greater than KMI's maximum drawdown of -72.70%. Use the drawdown chart below to compare losses from any high point for LUMN and KMI. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-83.84%
-13.02%
LUMN
KMI

Volatility

LUMN vs. KMI - Volatility Comparison

Lumen Technologies, Inc. (LUMN) has a higher volatility of 26.82% compared to Kinder Morgan, Inc. (KMI) at 13.39%. This indicates that LUMN'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.


5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
26.82%
13.39%
LUMN
KMI

Financials

LUMN vs. KMI - Financials Comparison

This section allows you to compare key financial metrics between Lumen Technologies, 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