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OGS vs. OKE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

OGS vs. OKE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ONE Gas, Inc. (OGS) and ONEOK, Inc. (OKE). The values are adjusted to include any dividend payments, if applicable.

150.00%200.00%250.00%JuneJulyAugustSeptemberOctoberNovember
211.49%
275.07%
OGS
OKE

Returns By Period

In the year-to-date period, OGS achieves a 23.50% return, which is significantly lower than OKE's 67.50% return. Over the past 10 years, OGS has underperformed OKE with an annualized return of 9.96%, while OKE has yielded a comparatively higher 13.75% annualized return.


OGS

YTD

23.50%

1M

2.05%

6M

20.57%

1Y

27.59%

5Y (annualized)

0.35%

10Y (annualized)

9.96%

OKE

YTD

67.50%

1M

16.42%

6M

38.51%

1Y

76.53%

5Y (annualized)

17.64%

10Y (annualized)

13.75%

Fundamentals


OGSOKE
Market Cap$4.27B$62.99B
EPS$3.83$4.72
PE Ratio19.6622.84
PEG Ratio4.193.68
Total Revenue (TTM)$607.37M$19.88B
Gross Profit (TTM)-$1.38B$5.42B
EBITDA (TTM)$120.86M$5.82B

Key characteristics


OGSOKE
Sharpe Ratio1.244.05
Sortino Ratio1.844.90
Omega Ratio1.221.66
Calmar Ratio0.8211.70
Martin Ratio6.6836.67
Ulcer Index4.13%2.17%
Daily Std Dev22.33%19.62%
Max Drawdown-33.50%-80.17%
Current Drawdown-9.20%0.00%

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Correlation

-0.50.00.51.00.3

The correlation between OGS and OKE is 0.30, 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

OGS vs. OKE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ONE Gas, Inc. (OGS) and ONEOK, Inc. (OKE). 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 OGS, currently valued at 1.24, compared to the broader market-4.00-2.000.002.004.001.243.91
The chart of Sortino ratio for OGS, currently valued at 1.84, compared to the broader market-4.00-2.000.002.004.001.844.76
The chart of Omega ratio for OGS, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.64
The chart of Calmar ratio for OGS, currently valued at 0.82, compared to the broader market0.002.004.006.000.8211.26
The chart of Martin ratio for OGS, currently valued at 6.68, compared to the broader market0.0010.0020.0030.006.6835.29
OGS
OKE

The current OGS Sharpe Ratio is 1.24, which is lower than the OKE Sharpe Ratio of 4.05. The chart below compares the historical Sharpe Ratios of OGS and OKE, 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 Ratio-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.24
3.91
OGS
OKE

Dividends

OGS vs. OKE - Dividend Comparison

OGS's dividend yield for the trailing twelve months is around 3.46%, less than OKE's 3.53% yield.


TTM20232022202120202019201820172016201520142013
OGS
ONE Gas, Inc.
3.46%4.08%3.28%2.99%2.81%2.14%2.31%2.29%2.19%2.39%2.04%0.00%
OKE
ONEOK, Inc.
3.53%5.47%5.72%6.40%9.80%4.66%6.01%5.09%4.28%9.85%4.27%0.00%

Drawdowns

OGS vs. OKE - Drawdown Comparison

The maximum OGS drawdown since its inception was -33.50%, smaller than the maximum OKE drawdown of -80.17%. Use the drawdown chart below to compare losses from any high point for OGS and OKE. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-9.20%
0
OGS
OKE

Volatility

OGS vs. OKE - Volatility Comparison

ONE Gas, Inc. (OGS) and ONEOK, Inc. (OKE) have volatilities of 7.37% and 7.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
7.37%
7.27%
OGS
OKE

Financials

OGS vs. OKE - Financials Comparison

This section allows you to compare key financial metrics between ONE Gas, Inc. and ONEOK, 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