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

Key characteristics


NFGKMI
YTD Return21.84%45.10%
1Y Return13.97%51.72%
3Y Return (Ann)4.46%20.25%
5Y Return (Ann)9.10%10.14%
10Y Return (Ann)1.64%0.49%
Sharpe Ratio0.983.37
Sortino Ratio1.594.67
Omega Ratio1.181.59
Calmar Ratio0.541.31
Martin Ratio3.7724.42
Ulcer Index5.16%2.32%
Daily Std Dev19.79%16.76%
Max Drawdown-70.97%-72.70%
Current Drawdown-14.00%-10.20%

Fundamentals


NFGKMI
Market Cap$5.43B$53.72B
EPS$3.45$1.13
PE Ratio17.2421.40
PEG Ratio2.051.79
Total Revenue (TTM)$1.50B$15.17B
Gross Profit (TTM)$598.28M$7.02B
EBITDA (TTM)$883.55M$6.68B

Correlation

-0.50.00.51.00.5

The correlation between NFG and KMI is 0.50, 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.

Performance

NFG vs. KMI - Performance Comparison

In the year-to-date period, NFG achieves a 21.84% return, which is significantly lower than KMI's 45.10% return. Over the past 10 years, NFG has outperformed KMI with an annualized return of 1.64%, while KMI has yielded a comparatively lower 0.49% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


10.00%20.00%30.00%40.00%50.00%60.00%JuneJulyAugustSeptemberOctoberNovember
29.25%
51.82%
NFG
KMI

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Risk-Adjusted Performance

NFG vs. KMI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for National Fuel Gas Company (NFG) 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.


NFG
Sharpe ratio
The chart of Sharpe ratio for NFG, currently valued at 0.98, compared to the broader market-4.00-2.000.002.004.000.98
Sortino ratio
The chart of Sortino ratio for NFG, currently valued at 1.59, compared to the broader market-4.00-2.000.002.004.001.59
Omega ratio
The chart of Omega ratio for NFG, currently valued at 1.18, compared to the broader market0.501.001.502.001.18
Calmar ratio
The chart of Calmar ratio for NFG, currently valued at 0.54, compared to the broader market0.002.004.006.000.54
Martin ratio
The chart of Martin ratio for NFG, currently valued at 3.77, compared to the broader market0.0010.0020.0030.003.77
KMI
Sharpe ratio
The chart of Sharpe ratio for KMI, currently valued at 3.37, compared to the broader market-4.00-2.000.002.004.003.37
Sortino ratio
The chart of Sortino ratio for KMI, currently valued at 4.67, compared to the broader market-4.00-2.000.002.004.004.67
Omega ratio
The chart of Omega ratio for KMI, currently valued at 1.59, compared to the broader market0.501.001.502.001.59
Calmar ratio
The chart of Calmar ratio for KMI, currently valued at 1.31, compared to the broader market0.002.004.006.001.31
Martin ratio
The chart of Martin ratio for KMI, currently valued at 24.42, compared to the broader market0.0010.0020.0030.0024.42

NFG vs. KMI - Sharpe Ratio Comparison

The current NFG Sharpe Ratio is 0.98, which is lower than the KMI Sharpe Ratio of 3.37. The chart below compares the historical Sharpe Ratios of NFG 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
0.98
3.37
NFG
KMI

Dividends

NFG vs. KMI - Dividend Comparison

NFG's dividend yield for the trailing twelve months is around 3.40%, less than KMI's 4.74% yield.


TTM20232022202120202019201820172016201520142013
NFG
National Fuel Gas Company
3.40%3.91%2.97%2.83%4.30%3.72%3.30%3.00%2.84%3.67%2.20%2.09%
KMI
Kinder Morgan, Inc.
4.74%6.38%6.10%6.76%7.59%4.49%4.71%2.77%2.41%12.94%4.02%4.33%

Drawdowns

NFG vs. KMI - Drawdown Comparison

The maximum NFG drawdown since its inception was -70.97%, roughly equal to the maximum KMI drawdown of -72.70%. Use the drawdown chart below to compare losses from any high point for NFG and KMI. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-14.00%
-10.20%
NFG
KMI

Volatility

NFG vs. KMI - Volatility Comparison

The current volatility for National Fuel Gas Company (NFG) is 4.51%, while Kinder Morgan, Inc. (KMI) has a volatility of 5.24%. This indicates that NFG experiences smaller price fluctuations and is considered to be less risky than KMI 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%JuneJulyAugustSeptemberOctoberNovember
4.51%
5.24%
NFG
KMI

Financials

NFG vs. KMI - Financials Comparison

This section allows you to compare key financial metrics between National Fuel Gas Company 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