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PAA vs. NGL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PAA and NGL is 0.26, 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

PAA vs. NGL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Plains All American Pipeline, L.P. (PAA) and NGL Energy Partners LP (NGL). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%NovemberDecember2025FebruaryMarchApril
58.48%
-57.51%
PAA
NGL

Key characteristics

Sharpe Ratio

PAA:

0.33

NGL:

-0.90

Sortino Ratio

PAA:

0.61

NGL:

-1.17

Omega Ratio

PAA:

1.08

NGL:

0.83

Calmar Ratio

PAA:

0.21

NGL:

-0.54

Martin Ratio

PAA:

1.37

NGL:

-1.95

Ulcer Index

PAA:

6.50%

NGL:

23.85%

Daily Std Dev

PAA:

27.26%

NGL:

52.03%

Max Drawdown

PAA:

-91.99%

NGL:

-94.73%

Current Drawdown

PAA:

-32.44%

NGL:

-84.13%

Fundamentals

Market Cap

PAA:

$12.87B

NGL:

$417.16M

EPS

PAA:

$0.73

NGL:

-$2.53

PEG Ratio

PAA:

2.27

NGL:

-126.11

PS Ratio

PAA:

0.26

NGL:

0.07

PB Ratio

PAA:

1.31

NGL:

0.60

Total Revenue (TTM)

PAA:

$38.13B

NGL:

$4.29B

Gross Profit (TTM)

PAA:

$13.13B

NGL:

$510.51M

EBITDA (TTM)

PAA:

$1.29B

NGL:

$429.27M

Returns By Period

In the year-to-date period, PAA achieves a 9.00% return, which is significantly higher than NGL's -37.27% return. Over the past 10 years, PAA has outperformed NGL with an annualized return of -2.36%, while NGL has yielded a comparatively lower -13.51% annualized return.


PAA

YTD

9.00%

1M

-9.55%

6M

12.09%

1Y

9.97%

5Y*

28.04%

10Y*

-2.36%

NGL

YTD

-37.27%

1M

-31.81%

6M

-26.00%

1Y

-45.66%

5Y*

-4.35%

10Y*

-13.51%

*Annualized

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Risk-Adjusted Performance

PAA vs. NGL — Risk-Adjusted Performance Rank

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

PAA
The Risk-Adjusted Performance Rank of PAA is 6161
Overall Rank
The Sharpe Ratio Rank of PAA is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of PAA is 5656
Sortino Ratio Rank
The Omega Ratio Rank of PAA is 5555
Omega Ratio Rank
The Calmar Ratio Rank of PAA is 6363
Calmar Ratio Rank
The Martin Ratio Rank of PAA is 6868
Martin Ratio Rank

NGL
The Risk-Adjusted Performance Rank of NGL is 99
Overall Rank
The Sharpe Ratio Rank of NGL is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of NGL is 1010
Sortino Ratio Rank
The Omega Ratio Rank of NGL is 99
Omega Ratio Rank
The Calmar Ratio Rank of NGL is 1717
Calmar Ratio Rank
The Martin Ratio Rank of NGL is 11
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.

PAA vs. NGL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Plains All American Pipeline, L.P. (PAA) and NGL Energy Partners LP (NGL). 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 PAA, currently valued at 0.33, compared to the broader market-2.00-1.000.001.002.003.00
PAA: 0.33
NGL: -0.90
The chart of Sortino ratio for PAA, currently valued at 0.61, compared to the broader market-6.00-4.00-2.000.002.004.00
PAA: 0.61
NGL: -1.17
The chart of Omega ratio for PAA, currently valued at 1.08, compared to the broader market0.501.001.502.00
PAA: 1.08
NGL: 0.83
The chart of Calmar ratio for PAA, currently valued at 0.21, compared to the broader market0.001.002.003.004.005.00
PAA: 0.21
NGL: -0.54
The chart of Martin ratio for PAA, currently valued at 1.37, compared to the broader market-5.000.005.0010.0015.0020.00
PAA: 1.37
NGL: -1.95

The current PAA Sharpe Ratio is 0.33, which is higher than the NGL Sharpe Ratio of -0.90. The chart below compares the historical Sharpe Ratios of PAA and NGL, 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-1.50-1.00-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.33
-0.90
PAA
NGL

Dividends

PAA vs. NGL - Dividend Comparison

PAA's dividend yield for the trailing twelve months is around 7.29%, while NGL has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
PAA
Plains All American Pipeline, L.P.
7.29%7.44%7.06%7.08%7.71%13.11%7.50%5.99%9.45%8.21%11.93%4.97%
NGL
NGL Energy Partners LP
0.00%0.00%0.00%0.00%0.00%37.08%13.76%16.27%15.91%8.62%22.79%8.15%

Drawdowns

PAA vs. NGL - Drawdown Comparison

The maximum PAA drawdown since its inception was -91.99%, roughly equal to the maximum NGL drawdown of -94.73%. Use the drawdown chart below to compare losses from any high point for PAA and NGL. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%NovemberDecember2025FebruaryMarchApril
-32.44%
-84.13%
PAA
NGL

Volatility

PAA vs. NGL - Volatility Comparison

The current volatility for Plains All American Pipeline, L.P. (PAA) is 16.45%, while NGL Energy Partners LP (NGL) has a volatility of 29.18%. This indicates that PAA experiences smaller price fluctuations and is considered to be less risky than NGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
16.45%
29.18%
PAA
NGL

Financials

PAA vs. NGL - Financials Comparison

This section allows you to compare key financial metrics between Plains All American Pipeline, L.P. and NGL Energy Partners LP. 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