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

Correlation

The correlation between OKE and OGS 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.


-0.50.00.51.00.3

Performance

OKE vs. OGS - Performance Comparison

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

150.00%200.00%250.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
226.87%
175.78%
OKE
OGS

Key characteristics

Sharpe Ratio

OKE:

2.38

OGS:

0.49

Sortino Ratio

OKE:

2.99

OGS:

0.81

Omega Ratio

OKE:

1.41

OGS:

1.10

Calmar Ratio

OKE:

3.03

OGS:

0.33

Martin Ratio

OKE:

16.03

OGS:

2.31

Ulcer Index

OKE:

3.13%

OGS:

4.57%

Daily Std Dev

OKE:

21.06%

OGS:

21.68%

Max Drawdown

OKE:

-80.17%

OGS:

-33.50%

Current Drawdown

OKE:

-16.58%

OGS:

-19.61%

Fundamentals

Market Cap

OKE:

$59.47B

OGS:

$3.99B

EPS

OKE:

$4.72

OGS:

$3.83

PE Ratio

OKE:

21.56

OGS:

18.41

PEG Ratio

OKE:

2.64

OGS:

4.19

Total Revenue (TTM)

OKE:

$19.88B

OGS:

$2.06B

Gross Profit (TTM)

OKE:

$5.42B

OGS:

$742.24M

EBITDA (TTM)

OKE:

$5.70B

OGS:

$681.23M

Returns By Period

In the year-to-date period, OKE achieves a 45.97% return, which is significantly higher than OGS's 9.34% return. Over the past 10 years, OKE has outperformed OGS with an annualized return of 14.05%, while OGS has yielded a comparatively lower 7.79% annualized return.


OKE

YTD

45.97%

1M

-13.22%

6M

24.70%

1Y

48.26%

5Y*

13.06%

10Y*

14.05%

OGS

YTD

9.34%

1M

-11.80%

6M

13.25%

1Y

9.34%

5Y*

-3.46%

10Y*

7.79%

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

OKE vs. OGS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ONEOK, Inc. (OKE) and ONE Gas, Inc. (OGS). 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-4.00-2.000.002.002.380.49
The chart of Sortino ratio for OKE, currently valued at 2.99, compared to the broader market-4.00-2.000.002.004.002.990.81
The chart of Omega ratio for OKE, currently valued at 1.41, compared to the broader market0.501.001.502.001.411.10
The chart of Calmar ratio for OKE, currently valued at 3.03, compared to the broader market0.002.004.006.003.030.33
The chart of Martin ratio for OKE, currently valued at 16.03, compared to the broader market0.0010.0020.0016.032.31
OKE
OGS

The current OKE Sharpe Ratio is 2.38, which is higher than the OGS Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of OKE and OGS, 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.38
0.49
OKE
OGS

Dividends

OKE vs. OGS - Dividend Comparison

OKE's dividend yield for the trailing twelve months is around 4.06%, more than OGS's 3.94% 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%
OGS
ONE Gas, Inc.
3.94%4.08%3.28%2.99%2.81%2.14%2.31%2.29%2.19%2.39%2.04%0.00%

Drawdowns

OKE vs. OGS - Drawdown Comparison

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


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.58%
-19.61%
OKE
OGS

Volatility

OKE vs. OGS - Volatility Comparison

ONEOK, Inc. (OKE) has a higher volatility of 8.87% compared to ONE Gas, Inc. (OGS) at 6.75%. This indicates that OKE's price experiences larger fluctuations and is considered to be riskier than OGS 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%
6.75%
OKE
OGS

Financials

OKE vs. OGS - Financials Comparison

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