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

Correlation

The correlation between OKE and OGS is 0.33, 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.


-0.50.00.51.0
Correlation: 0.3

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.

160.00%180.00%200.00%220.00%240.00%260.00%280.00%300.00%NovemberDecember2025FebruaryMarchApril
191.56%
223.59%
OKE
OGS

Key characteristics

Sharpe Ratio

OKE:

0.41

OGS:

1.22

Sortino Ratio

OKE:

0.69

OGS:

1.78

Omega Ratio

OKE:

1.11

OGS:

1.22

Calmar Ratio

OKE:

0.39

OGS:

0.82

Martin Ratio

OKE:

1.14

OGS:

4.28

Ulcer Index

OKE:

10.90%

OGS:

5.93%

Daily Std Dev

OKE:

30.02%

OGS:

20.87%

Max Drawdown

OKE:

-80.17%

OGS:

-33.50%

Current Drawdown

OKE:

-25.47%

OGS:

-5.67%

Fundamentals

Market Cap

OKE:

$53.89B

OGS:

$4.71B

EPS

OKE:

$5.17

OGS:

$3.91

PE Ratio

OKE:

16.69

OGS:

20.08

PEG Ratio

OKE:

1.48

OGS:

4.19

PS Ratio

OKE:

2.48

OGS:

2.26

PB Ratio

OKE:

3.10

OGS:

1.52

Total Revenue (TTM)

OKE:

$16.92B

OGS:

$1.33B

Gross Profit (TTM)

OKE:

$5.13B

OGS:

$604.88M

EBITDA (TTM)

OKE:

$5.12B

OGS:

$476.95M

Returns By Period

In the year-to-date period, OKE achieves a -13.11% return, which is significantly lower than OGS's 13.46% return. Over the past 10 years, OKE has outperformed OGS with an annualized return of 12.77%, while OGS has yielded a comparatively lower 9.34% annualized return.


OKE

YTD

-13.11%

1M

-14.76%

6M

-8.82%

1Y

10.95%

5Y*

33.81%

10Y*

12.77%

OGS

YTD

13.46%

1M

6.08%

6M

8.47%

1Y

25.28%

5Y*

1.14%

10Y*

9.34%

*Annualized

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Risk-Adjusted Performance

OKE vs. OGS — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

OKE
The Risk-Adjusted Performance Rank of OKE is 6565
Overall Rank
The Sharpe Ratio Rank of OKE is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of OKE is 5858
Sortino Ratio Rank
The Omega Ratio Rank of OKE is 6161
Omega Ratio Rank
The Calmar Ratio Rank of OKE is 7070
Calmar Ratio Rank
The Martin Ratio Rank of OKE is 6666
Martin Ratio Rank

OGS
The Risk-Adjusted Performance Rank of OGS is 8383
Overall Rank
The Sharpe Ratio Rank of OGS is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of OGS is 8383
Sortino Ratio Rank
The Omega Ratio Rank of OGS is 7979
Omega Ratio Rank
The Calmar Ratio Rank of OGS is 8282
Calmar Ratio Rank
The Martin Ratio Rank of OGS is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for OKE, currently valued at 0.41, compared to the broader market-2.00-1.000.001.002.003.00
OKE: 0.41
OGS: 1.22
The chart of Sortino ratio for OKE, currently valued at 0.69, compared to the broader market-6.00-4.00-2.000.002.004.00
OKE: 0.69
OGS: 1.78
The chart of Omega ratio for OKE, currently valued at 1.11, compared to the broader market0.501.001.502.00
OKE: 1.11
OGS: 1.22
The chart of Calmar ratio for OKE, currently valued at 0.39, compared to the broader market0.001.002.003.004.005.00
OKE: 0.39
OGS: 0.82
The chart of Martin ratio for OKE, currently valued at 1.14, compared to the broader market-5.000.005.0010.0015.0020.00
OKE: 1.14
OGS: 4.28

The current OKE Sharpe Ratio is 0.41, which is lower than the OGS Sharpe Ratio of 1.22. 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.41
1.22
OKE
OGS

Dividends

OKE vs. OGS - Dividend Comparison

OKE's dividend yield for the trailing twelve months is around 4.63%, more than OGS's 3.40% yield.


TTM20242023202220212020201920182017201620152014
OKE
ONEOK, Inc.
4.63%3.94%5.44%5.69%6.36%9.74%4.66%6.01%5.09%4.28%9.85%4.27%
OGS
ONE Gas, Inc.
3.40%3.81%4.08%3.28%2.99%2.81%2.14%2.31%2.29%2.19%2.39%2.04%

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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-25.47%
-5.67%
OKE
OGS

Volatility

OKE vs. OGS - Volatility Comparison

ONEOK, Inc. (OKE) has a higher volatility of 19.86% 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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
19.86%
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