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

Correlation

The correlation between NI and ET is 0.24, 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.


-0.50.00.51.00.2

Performance

NI vs. ET - Performance Comparison

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

0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
29.92%
23.69%
NI
ET

Key characteristics

Sharpe Ratio

NI:

2.91

ET:

2.90

Sortino Ratio

NI:

3.78

ET:

4.06

Omega Ratio

NI:

1.50

ET:

1.51

Calmar Ratio

NI:

2.61

ET:

2.48

Martin Ratio

NI:

17.19

ET:

22.51

Ulcer Index

NI:

2.65%

ET:

2.21%

Daily Std Dev

NI:

15.65%

ET:

17.14%

Max Drawdown

NI:

-65.73%

ET:

-87.81%

Current Drawdown

NI:

-3.63%

ET:

-4.13%

Fundamentals

Market Cap

NI:

$16.90B

ET:

$63.82B

EPS

NI:

$1.64

ET:

$1.36

PE Ratio

NI:

22.08

ET:

13.71

PEG Ratio

NI:

2.05

ET:

0.66

Total Revenue (TTM)

NI:

$5.29B

ET:

$83.66B

Gross Profit (TTM)

NI:

$2.82B

ET:

$12.71B

EBITDA (TTM)

NI:

$2.46B

ET:

$14.83B

Returns By Period

In the year-to-date period, NI achieves a 43.88% return, which is significantly lower than ET's 49.56% return. Over the past 10 years, NI has outperformed ET with an annualized return of 11.38%, while ET has yielded a comparatively lower 4.24% annualized return.


NI

YTD

43.88%

1M

-2.25%

6M

29.92%

1Y

45.52%

5Y*

9.94%

10Y*

11.38%

ET

YTD

49.56%

1M

-0.16%

6M

24.39%

1Y

50.00%

5Y*

18.21%

10Y*

4.24%

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

NI vs. ET - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NiSource Inc. (NI) 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 NI, currently valued at 2.91, compared to the broader market-4.00-2.000.002.002.912.92
The chart of Sortino ratio for NI, currently valued at 3.78, compared to the broader market-4.00-2.000.002.004.003.784.08
The chart of Omega ratio for NI, currently valued at 1.50, compared to the broader market0.501.001.502.001.501.52
The chart of Calmar ratio for NI, currently valued at 2.61, compared to the broader market0.002.004.006.002.612.50
The chart of Martin ratio for NI, currently valued at 17.19, compared to the broader market0.0010.0020.0017.1922.50
NI
ET

The current NI Sharpe Ratio is 2.91, which is comparable to the ET Sharpe Ratio of 2.90. The chart below compares the historical Sharpe Ratios of NI 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.91
2.92
NI
ET

Dividends

NI vs. ET - Dividend Comparison

NI's dividend yield for the trailing twelve months is around 2.88%, less than ET's 6.70% yield.


TTM20232022202120202019201820172016201520142013
NI
NiSource Inc.
2.88%3.77%3.43%3.19%3.66%2.87%3.08%2.73%2.89%2.64%2.40%2.98%
ET
Energy Transfer LP
6.70%8.96%7.33%7.44%17.28%9.51%9.24%6.66%5.90%7.42%2.61%3.19%

Drawdowns

NI vs. ET - Drawdown Comparison

The maximum NI drawdown since its inception was -65.73%, smaller than the maximum ET drawdown of -87.81%. Use the drawdown chart below to compare losses from any high point for NI and ET. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.63%
-4.13%
NI
ET

Volatility

NI vs. ET - Volatility Comparison

The current volatility for NiSource Inc. (NI) is 4.27%, while Energy Transfer LP (ET) has a volatility of 7.15%. This indicates that NI 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%JulyAugustSeptemberOctoberNovemberDecember
4.27%
7.15%
NI
ET

Financials

NI vs. ET - Financials Comparison

This section allows you to compare key financial metrics between NiSource 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
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 © 2024 PortfoliosLab