OKE vs. KMI

In the year-to-date period, OKE achieves a -13.14% return, which is significantly lower than KMI's -0.90% return. Over the past 10 years, OKE has outperformed KMI with an annualized return of 12.84%, while KMI has yielded a comparatively lower 0.19% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for ONEOK, Inc. (OKE) 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 OKE Sharpe Ratio is 0.43, which is lower than the KMI Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of OKE 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.

OKE's dividend yield for the trailing twelve months is around 4.64%, more than KMI's 4.28% yield.

The maximum OKE drawdown since its inception was -80.17%, which is greater than KMI's maximum drawdown of -72.70%. Use the drawdown chart below to compare losses from any high point for OKE and KMI. For additional features, visit the drawdowns tool.

ONEOK, Inc. (OKE) has a higher volatility of 19.85% compared to Kinder Morgan, Inc. (KMI) at 13.39%. This indicates that OKE'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 ONEOK, 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.