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

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.

0.00%200.00%400.00%600.00%JuneJulyAugustSeptemberOctoberNovember
518.37%
53.44%
LUMN
KMI

Returns By Period

In the year-to-date period, LUMN achieves a 328.96% return, which is significantly higher than KMI's 71.26% return. Over the past 10 years, LUMN has underperformed KMI with an annualized return of -9.03%, while KMI has yielded a comparatively higher 1.59% annualized return.


LUMN

YTD

328.96%

1M

28.06%

6M

508.53%

1Y

508.53%

5Y (annualized)

-7.59%

10Y (annualized)

-9.03%

KMI

YTD

71.26%

1M

16.38%

6M

53.36%

1Y

74.73%

5Y (annualized)

14.49%

10Y (annualized)

1.59%

Fundamentals


LUMNKMI
Market Cap$7.66B$62.21B
EPS-$2.17$1.13
PEG Ratio54.582.05
Total Revenue (TTM)$13.30B$15.17B
Gross Profit (TTM)$4.32B$7.02B
EBITDA (TTM)$2.00B$6.84B

Key characteristics


LUMNKMI
Sharpe Ratio3.714.28
Sortino Ratio4.705.97
Omega Ratio1.581.77
Calmar Ratio5.201.87
Martin Ratio21.7733.52
Ulcer Index22.72%2.28%
Daily Std Dev133.16%17.85%
Max Drawdown-95.26%-72.70%
Current Drawdown-62.02%0.00%

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Correlation

-0.50.00.51.00.3

The correlation between LUMN and KMI is 0.33, 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

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.


Sharpe ratio
The chart of Sharpe ratio for LUMN, currently valued at 3.71, compared to the broader market-4.00-2.000.002.004.003.714.28
The chart of Sortino ratio for LUMN, currently valued at 4.70, compared to the broader market-4.00-2.000.002.004.004.705.97
The chart of Omega ratio for LUMN, currently valued at 1.58, compared to the broader market0.501.001.502.001.581.77
The chart of Calmar ratio for LUMN, currently valued at 5.20, compared to the broader market0.002.004.006.005.201.87
The chart of Martin ratio for LUMN, currently valued at 21.77, compared to the broader market0.0010.0020.0030.0021.7733.52
LUMN
KMI

The current LUMN Sharpe Ratio is 3.71, which is comparable to the KMI Sharpe Ratio of 4.28. 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 Ratio-1.000.001.002.003.004.005.006.00JuneJulyAugustSeptemberOctoberNovember
3.71
4.28
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 4.01%.


TTM20232022202120202019201820172016201520142013
LUMN
Lumen Technologies, Inc.
0.00%0.00%14.37%7.97%10.26%7.57%14.26%12.95%9.08%8.59%5.46%6.78%
KMI
Kinder Morgan, Inc.
4.01%6.38%6.10%6.76%7.59%4.49%4.71%2.77%2.41%12.94%4.02%4.33%

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.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-62.02%
0
LUMN
KMI

Volatility

LUMN vs. KMI - Volatility Comparison

Lumen Technologies, Inc. (LUMN) has a higher volatility of 26.38% compared to Kinder Morgan, Inc. (KMI) at 7.67%. 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.


0.00%20.00%40.00%60.00%80.00%JuneJulyAugustSeptemberOctoberNovember
26.38%
7.67%
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