PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
MAC vs. ET
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MAC and ET is 0.31, 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

MAC vs. ET - Performance Comparison

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

0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
28.51%
24.31%
MAC
ET

Key characteristics

Sharpe Ratio

MAC:

0.54

ET:

2.17

Sortino Ratio

MAC:

0.88

ET:

2.93

Omega Ratio

MAC:

1.12

ET:

1.39

Calmar Ratio

MAC:

0.24

ET:

3.20

Martin Ratio

MAC:

2.22

ET:

17.66

Ulcer Index

MAC:

8.34%

ET:

2.42%

Daily Std Dev

MAC:

34.64%

ET:

19.66%

Max Drawdown

MAC:

-93.38%

ET:

-87.81%

Current Drawdown

MAC:

-64.17%

ET:

-6.53%

Fundamentals

Market Cap

MAC:

$5.11B

ET:

$66.53B

EPS

MAC:

$0.36

ET:

$1.28

PE Ratio

MAC:

55.06

ET:

15.15

PEG Ratio

MAC:

-485.00

ET:

0.67

Total Revenue (TTM)

MAC:

$648.96M

ET:

$82.67B

Gross Profit (TTM)

MAC:

$201.71M

ET:

$13.13B

EBITDA (TTM)

MAC:

$439.10M

ET:

$15.27B

Returns By Period

In the year-to-date period, MAC achieves a -0.50% return, which is significantly lower than ET's 0.58% return. Over the past 10 years, MAC has underperformed ET with an annualized return of -8.17%, while ET has yielded a comparatively higher 3.43% annualized return.


MAC

YTD

-0.50%

1M

-0.35%

6M

28.50%

1Y

19.12%

5Y*

1.38%

10Y*

-8.17%

ET

YTD

0.58%

1M

-5.81%

6M

24.31%

1Y

41.24%

5Y*

20.22%

10Y*

3.43%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

MAC vs. ET — Risk-Adjusted Performance Rank

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

MAC
The Risk-Adjusted Performance Rank of MAC is 6161
Overall Rank
The Sharpe Ratio Rank of MAC is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of MAC is 5656
Sortino Ratio Rank
The Omega Ratio Rank of MAC is 5656
Omega Ratio Rank
The Calmar Ratio Rank of MAC is 5858
Calmar Ratio Rank
The Martin Ratio Rank of MAC is 6868
Martin Ratio Rank

ET
The Risk-Adjusted Performance Rank of ET is 9393
Overall Rank
The Sharpe Ratio Rank of ET is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of ET is 9191
Sortino Ratio Rank
The Omega Ratio Rank of ET is 9090
Omega Ratio Rank
The Calmar Ratio Rank of ET is 9595
Calmar Ratio Rank
The Martin Ratio Rank of ET is 9797
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.

MAC vs. ET - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Macerich Company (MAC) 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 MAC, currently valued at 0.54, compared to the broader market-2.000.002.000.542.17
The chart of Sortino ratio for MAC, currently valued at 0.88, compared to the broader market-4.00-2.000.002.004.006.000.882.93
The chart of Omega ratio for MAC, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.39
The chart of Calmar ratio for MAC, currently valued at 0.24, compared to the broader market0.002.004.006.000.243.20
The chart of Martin ratio for MAC, currently valued at 2.22, compared to the broader market-10.000.0010.0020.0030.002.2217.66
MAC
ET

The current MAC Sharpe Ratio is 0.54, which is lower than the ET Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of MAC 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.54
2.17
MAC
ET

Dividends

MAC vs. ET - Dividend Comparison

MAC's dividend yield for the trailing twelve months is around 2.57%, less than ET's 6.63% yield.


TTM20242023202220212020201920182017201620152014
MAC
Macerich Company
2.57%3.41%4.41%5.51%3.47%10.78%11.14%6.86%4.37%3.88%9.06%3.01%
ET
Energy Transfer LP
6.63%6.51%8.96%7.33%7.44%17.28%9.51%9.24%6.66%5.90%7.42%2.61%

Drawdowns

MAC vs. ET - Drawdown Comparison

The maximum MAC drawdown since its inception was -93.38%, which is greater than ET's maximum drawdown of -87.81%. Use the drawdown chart below to compare losses from any high point for MAC and ET. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-64.17%
-6.53%
MAC
ET

Volatility

MAC vs. ET - Volatility Comparison

The current volatility for Macerich Company (MAC) is 7.34%, while Energy Transfer LP (ET) has a volatility of 9.27%. This indicates that MAC experiences smaller price fluctuations and is considered to be less risky than ET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
7.34%
9.27%
MAC
ET

Financials

MAC vs. ET - Financials Comparison

This section allows you to compare key financial metrics between Macerich Company 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab