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

Performance

NFG vs. KMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in National Fuel Gas Company (NFG) and Kinder Morgan, Inc. (KMI). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
13.01%
48.47%
NFG
KMI

Returns By Period

In the year-to-date period, NFG achieves a 27.03% return, which is significantly lower than KMI's 68.50% return. Over the past 10 years, NFG has outperformed KMI with an annualized return of 2.15%, while KMI has yielded a comparatively lower 1.69% annualized return.


NFG

YTD

27.03%

1M

-1.63%

6M

11.88%

1Y

26.95%

5Y (annualized)

10.54%

10Y (annualized)

2.15%

KMI

YTD

68.50%

1M

13.86%

6M

45.85%

1Y

75.46%

5Y (annualized)

13.90%

10Y (annualized)

1.69%

Fundamentals


NFGKMI
Market Cap$5.58B$60.38B
EPS$0.84$1.13
PE Ratio72.9424.05
PEG Ratio2.052.00
Total Revenue (TTM)$1.87B$15.17B
Gross Profit (TTM)$970.35M$7.02B
EBITDA (TTM)$731.41M$6.68B

Key characteristics


NFGKMI
Sharpe Ratio1.264.23
Sortino Ratio1.925.90
Omega Ratio1.241.76
Calmar Ratio0.721.84
Martin Ratio8.4032.99
Ulcer Index3.07%2.28%
Daily Std Dev20.39%17.79%
Max Drawdown-70.97%-72.70%
Current Drawdown-10.35%0.00%

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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.

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.


Sharpe ratio
The chart of Sharpe ratio for NFG, currently valued at 1.26, compared to the broader market-4.00-2.000.002.004.001.264.23
The chart of Sortino ratio for NFG, currently valued at 1.92, compared to the broader market-4.00-2.000.002.004.001.925.90
The chart of Omega ratio for NFG, currently valued at 1.24, compared to the broader market0.501.001.502.001.241.76
The chart of Calmar ratio for NFG, currently valued at 0.72, compared to the broader market0.002.004.006.000.721.84
The chart of Martin ratio for NFG, currently valued at 8.40, compared to the broader market-10.000.0010.0020.0030.008.4032.99
NFG
KMI

The current NFG Sharpe Ratio is 1.26, which is lower than the KMI Sharpe Ratio of 4.23. 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
1.26
4.23
NFG
KMI

Dividends

NFG vs. KMI - Dividend Comparison

NFG's dividend yield for the trailing twelve months is around 3.26%, less than KMI's 4.08% yield.


TTM20232022202120202019201820172016201520142013
NFG
National Fuel Gas Company
3.26%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.
4.08%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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-10.35%
0
NFG
KMI

Volatility

NFG vs. KMI - Volatility Comparison

National Fuel Gas Company (NFG) has a higher volatility of 8.52% compared to Kinder Morgan, Inc. (KMI) at 7.56%. This indicates that NFG'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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
8.52%
7.56%
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