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

Correlation

The correlation between OKE and KMI is 0.67, 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.


-0.50.00.51.00.7

Performance

OKE vs. KMI - Performance Comparison

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

0.00%200.00%400.00%600.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
621.47%
62.18%
OKE
KMI

Key characteristics

Sharpe Ratio

OKE:

2.38

KMI:

3.01

Sortino Ratio

OKE:

2.99

KMI:

4.25

Omega Ratio

OKE:

1.41

KMI:

1.55

Calmar Ratio

OKE:

3.03

KMI:

1.36

Martin Ratio

OKE:

16.03

KMI:

21.56

Ulcer Index

OKE:

3.13%

KMI:

2.58%

Daily Std Dev

OKE:

21.06%

KMI:

18.46%

Max Drawdown

OKE:

-80.17%

KMI:

-72.70%

Current Drawdown

OKE:

-16.58%

KMI:

-9.50%

Fundamentals

Market Cap

OKE:

$59.47B

KMI:

$59.12B

EPS

OKE:

$4.72

KMI:

$1.13

PE Ratio

OKE:

21.56

KMI:

23.55

PEG Ratio

OKE:

2.64

KMI:

1.95

Total Revenue (TTM)

OKE:

$19.88B

KMI:

$15.17B

Gross Profit (TTM)

OKE:

$5.42B

KMI:

$7.02B

EBITDA (TTM)

OKE:

$5.70B

KMI:

$6.63B

Returns By Period

In the year-to-date period, OKE achieves a 45.97% return, which is significantly lower than KMI's 55.00% return. Over the past 10 years, OKE has outperformed KMI with an annualized return of 14.05%, while KMI has yielded a comparatively lower 0.38% annualized return.


OKE

YTD

45.97%

1M

-13.22%

6M

24.70%

1Y

48.26%

5Y*

13.06%

10Y*

14.05%

KMI

YTD

55.00%

1M

-7.02%

6M

34.16%

1Y

55.00%

5Y*

11.13%

10Y*

0.38%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

OKE vs. KMI - Risk-Adjusted Performance Comparison

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.


Sharpe ratio
The chart of Sharpe ratio for OKE, currently valued at 2.38, compared to the broader market-4.00-2.000.002.002.383.01
The chart of Sortino ratio for OKE, currently valued at 2.99, compared to the broader market-4.00-2.000.002.004.002.994.25
The chart of Omega ratio for OKE, currently valued at 1.41, compared to the broader market0.501.001.502.001.411.55
The chart of Calmar ratio for OKE, currently valued at 3.03, compared to the broader market0.002.004.006.003.031.36
The chart of Martin ratio for OKE, currently valued at 16.03, compared to the broader market0.0010.0020.0016.0321.56
OKE
KMI

The current OKE Sharpe Ratio is 2.38, which is comparable to the KMI Sharpe Ratio of 3.01. 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.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
2.38
3.01
OKE
KMI

Dividends

OKE vs. KMI - Dividend Comparison

OKE's dividend yield for the trailing twelve months is around 4.06%, less than KMI's 4.43% yield.


TTM20232022202120202019201820172016201520142013
OKE
ONEOK, Inc.
4.06%5.47%5.72%6.40%9.80%4.66%6.01%5.09%4.28%9.85%4.27%0.00%
KMI
Kinder Morgan, Inc.
4.43%6.38%6.10%6.76%7.59%4.49%4.71%2.77%2.41%12.94%4.02%4.33%

Drawdowns

OKE vs. KMI - Drawdown Comparison

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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.58%
-9.50%
OKE
KMI

Volatility

OKE vs. KMI - Volatility Comparison

ONEOK, Inc. (OKE) has a higher volatility of 8.87% compared to Kinder Morgan, Inc. (KMI) at 6.45%. 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.


4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
8.87%
6.45%
OKE
KMI

Financials

OKE vs. KMI - Financials Comparison

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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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.

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