NFE vs. KMI

In the year-to-date period, NFE achieves a -63.49% return, which is significantly lower than KMI's -0.97% return.

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This table presents a comparison of risk-adjusted performance metrics for New Fortress Energy Inc. (NFE) 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 current NFE Sharpe Ratio is -0.88, which is lower than the KMI Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of NFE 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.

NFE's dividend yield for the trailing twelve months is around 3.62%, less than KMI's 4.28% yield.

The maximum NFE drawdown since its inception was -91.06%, which is greater than KMI's maximum drawdown of -72.70%. Use the drawdown chart below to compare losses from any high point for NFE and KMI. For additional features, visit the drawdowns tool.

New Fortress Energy Inc. (NFE) has a higher volatility of 54.24% compared to Kinder Morgan, Inc. (KMI) at 13.36%. This indicates that NFE'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.

This section allows you to compare key financial metrics between New Fortress Energy 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.