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

Performance

MSI vs. ET - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Motorola Solutions, Inc. (MSI) 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%JuneJulyAugustSeptemberOctoberNovember
33.26%
17.18%
MSI
ET

Returns By Period

In the year-to-date period, MSI achieves a 57.83% return, which is significantly higher than ET's 41.08% return. Over the past 10 years, MSI has outperformed ET with an annualized return of 24.52%, while ET has yielded a comparatively lower 2.45% annualized return.


MSI

YTD

57.83%

1M

3.19%

6M

33.74%

1Y

55.73%

5Y (annualized)

25.94%

10Y (annualized)

24.52%

ET

YTD

41.08%

1M

11.51%

6M

17.18%

1Y

43.57%

5Y (annualized)

19.04%

10Y (annualized)

2.45%

Fundamentals


MSIET
Market Cap$83.13B$60.19B
EPS$9.14$1.36
PE Ratio54.4312.93
PEG Ratio2.580.61
Total Revenue (TTM)$10.66B$83.66B
Gross Profit (TTM)$5.31B$14.03B
EBITDA (TTM)$2.96B$14.83B

Key characteristics


MSIET
Sharpe Ratio3.292.80
Sortino Ratio4.713.95
Omega Ratio1.651.50
Calmar Ratio9.501.94
Martin Ratio26.5922.99
Ulcer Index2.11%1.91%
Daily Std Dev17.12%15.73%
Max Drawdown-93.56%-87.81%
Current Drawdown-2.82%0.00%

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Correlation

-0.50.00.51.00.3

The correlation between MSI and ET is 0.27, 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

MSI vs. ET - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Motorola Solutions, Inc. (MSI) 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 MSI, currently valued at 3.26, compared to the broader market-4.00-2.000.002.004.003.262.80
The chart of Sortino ratio for MSI, currently valued at 4.68, compared to the broader market-4.00-2.000.002.004.004.683.95
The chart of Omega ratio for MSI, currently valued at 1.64, compared to the broader market0.501.001.502.001.641.50
The chart of Calmar ratio for MSI, currently valued at 9.42, compared to the broader market0.002.004.006.009.421.94
The chart of Martin ratio for MSI, currently valued at 26.27, compared to the broader market-10.000.0010.0020.0030.0026.2722.99
MSI
ET

The current MSI Sharpe Ratio is 3.29, which is comparable to the ET Sharpe Ratio of 2.80. The chart below compares the historical Sharpe Ratios of MSI 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 Ratio1.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
3.26
2.80
MSI
ET

Dividends

MSI vs. ET - Dividend Comparison

MSI's dividend yield for the trailing twelve months is around 0.80%, less than ET's 7.10% yield.


TTM20232022202120202019201820172016201520142013
MSI
Motorola Solutions, Inc.
0.80%1.16%1.26%1.07%1.55%1.46%1.85%2.14%2.05%2.09%1.94%1.69%
ET
Energy Transfer LP
7.10%8.96%7.33%7.44%17.28%9.51%9.24%6.66%5.90%7.42%2.61%3.19%

Drawdowns

MSI vs. ET - Drawdown Comparison

The maximum MSI drawdown since its inception was -93.56%, which is greater than ET's maximum drawdown of -87.81%. Use the drawdown chart below to compare losses from any high point for MSI and ET. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.82%
0
MSI
ET

Volatility

MSI vs. ET - Volatility Comparison

Motorola Solutions, Inc. (MSI) has a higher volatility of 8.27% compared to Energy Transfer LP (ET) at 4.68%. This indicates that MSI'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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
8.27%
4.68%
MSI
ET

Financials

MSI vs. ET - Financials Comparison

This section allows you to compare key financial metrics between Motorola Solutions, Inc. 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