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

Correlation

The correlation between OKE and PFE is 0.24, 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.


-0.50.00.51.00.2

Performance

OKE vs. PFE - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
23.18%
-3.88%
OKE
PFE

Key characteristics

Sharpe Ratio

OKE:

2.38

PFE:

0.06

Sortino Ratio

OKE:

2.99

PFE:

0.28

Omega Ratio

OKE:

1.41

PFE:

1.03

Calmar Ratio

OKE:

3.03

PFE:

0.03

Martin Ratio

OKE:

16.03

PFE:

0.18

Ulcer Index

OKE:

3.13%

PFE:

8.55%

Daily Std Dev

OKE:

21.06%

PFE:

23.75%

Max Drawdown

OKE:

-80.17%

PFE:

-54.82%

Current Drawdown

OKE:

-16.58%

PFE:

-51.59%

Fundamentals

Market Cap

OKE:

$59.47B

PFE:

$149.78B

EPS

OKE:

$4.72

PFE:

$0.75

PE Ratio

OKE:

21.56

PFE:

35.24

PEG Ratio

OKE:

2.64

PFE:

0.19

Total Revenue (TTM)

OKE:

$19.88B

PFE:

$60.11B

Gross Profit (TTM)

OKE:

$5.42B

PFE:

$35.53B

EBITDA (TTM)

OKE:

$5.70B

PFE:

$13.84B

Returns By Period

In the year-to-date period, OKE achieves a 45.97% return, which is significantly higher than PFE's -4.58% return. Over the past 10 years, OKE has outperformed PFE with an annualized return of 14.05%, while PFE has yielded a comparatively lower 2.42% annualized return.


OKE

YTD

45.97%

1M

-13.22%

6M

24.70%

1Y

48.26%

5Y*

13.06%

10Y*

14.05%

PFE

YTD

-4.58%

1M

4.14%

6M

-2.72%

1Y

-2.44%

5Y*

-2.91%

10Y*

2.42%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

OKE vs. PFE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ONEOK, Inc. (OKE) and Pfizer Inc. (PFE). 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-4.00-2.000.002.002.380.06
The chart of Sortino ratio for OKE, currently valued at 2.99, compared to the broader market-4.00-2.000.002.004.002.990.28
The chart of Omega ratio for OKE, currently valued at 1.41, compared to the broader market0.501.001.502.001.411.03
The chart of Calmar ratio for OKE, currently valued at 3.03, compared to the broader market0.002.004.006.003.030.03
The chart of Martin ratio for OKE, currently valued at 16.03, compared to the broader market0.0010.0020.0016.030.18
OKE
PFE

The current OKE Sharpe Ratio is 2.38, which is higher than the PFE Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of OKE and PFE, 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
0.06
OKE
PFE

Dividends

OKE vs. PFE - Dividend Comparison

OKE's dividend yield for the trailing twelve months is around 4.06%, less than PFE's 6.49% 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%
PFE
Pfizer Inc.
6.49%5.70%3.12%2.64%3.92%3.68%3.12%3.54%3.70%3.48%3.34%3.14%

Drawdowns

OKE vs. PFE - Drawdown Comparison

The maximum OKE drawdown since its inception was -80.17%, which is greater than PFE's maximum drawdown of -54.82%. Use the drawdown chart below to compare losses from any high point for OKE and PFE. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.58%
-51.59%
OKE
PFE

Volatility

OKE vs. PFE - Volatility Comparison

ONEOK, Inc. (OKE) has a higher volatility of 8.87% compared to Pfizer Inc. (PFE) at 7.81%. This indicates that OKE's price experiences larger fluctuations and is considered to be riskier than PFE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
8.87%
7.81%
OKE
PFE

Financials

OKE vs. PFE - Financials Comparison

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