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R vs. ET
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between R and ET is 0.36, 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.


-0.50.00.51.00.4

Performance

R vs. ET - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ryder System, Inc. (R) and Energy Transfer LP (ET). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
30.05%
24.70%
R
ET

Key characteristics

Sharpe Ratio

R:

1.37

ET:

2.87

Sortino Ratio

R:

2.08

ET:

4.02

Omega Ratio

R:

1.25

ET:

1.51

Calmar Ratio

R:

3.33

ET:

2.45

Martin Ratio

R:

9.38

ET:

22.37

Ulcer Index

R:

4.12%

ET:

2.19%

Daily Std Dev

R:

28.16%

ET:

17.09%

Max Drawdown

R:

-74.02%

ET:

-87.81%

Current Drawdown

R:

-8.45%

ET:

-5.04%

Fundamentals

Market Cap

R:

$6.85B

ET:

$63.82B

EPS

R:

$10.68

ET:

$1.36

PE Ratio

R:

15.16

ET:

13.71

PEG Ratio

R:

1.22

ET:

0.66

Total Revenue (TTM)

R:

$12.49B

ET:

$83.66B

Gross Profit (TTM)

R:

$2.42B

ET:

$12.71B

EBITDA (TTM)

R:

$1.33B

ET:

$14.83B

Returns By Period

In the year-to-date period, R achieves a 38.45% return, which is significantly lower than ET's 48.15% return. Over the past 10 years, R has outperformed ET with an annualized return of 8.51%, while ET has yielded a comparatively lower 4.12% annualized return.


R

YTD

38.45%

1M

-2.64%

6M

30.05%

1Y

35.84%

5Y*

27.92%

10Y*

8.51%

ET

YTD

48.15%

1M

3.17%

6M

24.70%

1Y

48.25%

5Y*

17.97%

10Y*

4.12%

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Risk-Adjusted Performance

R vs. ET - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ryder System, Inc. (R) and Energy Transfer LP (ET). 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 R, currently valued at 1.37, compared to the broader market-4.00-2.000.002.001.372.87
The chart of Sortino ratio for R, currently valued at 2.08, compared to the broader market-4.00-2.000.002.004.002.084.02
The chart of Omega ratio for R, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.51
The chart of Calmar ratio for R, currently valued at 3.33, compared to the broader market0.002.004.006.003.332.45
The chart of Martin ratio for R, currently valued at 9.38, compared to the broader market-5.000.005.0010.0015.0020.0025.009.3822.37
R
ET

The current R Sharpe Ratio is 1.37, which is lower than the ET Sharpe Ratio of 2.87. The chart below compares the historical Sharpe Ratios of R and ET, 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.37
2.87
R
ET

Dividends

R vs. ET - Dividend Comparison

R's dividend yield for the trailing twelve months is around 1.95%, less than ET's 6.77% yield.


TTM20232022202120202019201820172016201520142013
R
Ryder System, Inc.
1.95%2.31%2.87%2.77%3.63%4.05%4.40%2.14%2.28%2.75%1.53%1.76%
ET
Energy Transfer LP
6.77%8.96%7.33%7.44%17.28%9.51%9.24%6.66%5.90%7.42%2.61%3.19%

Drawdowns

R vs. ET - Drawdown Comparison

The maximum R drawdown since its inception was -74.02%, smaller than the maximum ET drawdown of -87.81%. Use the drawdown chart below to compare losses from any high point for R and ET. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.45%
-5.04%
R
ET

Volatility

R vs. ET - Volatility Comparison

The current volatility for Ryder System, Inc. (R) is 6.40%, while Energy Transfer LP (ET) has a volatility of 8.02%. This indicates that R experiences smaller price fluctuations and is considered to be less risky than ET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
6.40%
8.02%
R
ET

Financials

R vs. ET - Financials Comparison

This section allows you to compare key financial metrics between Ryder System, Inc. and Energy Transfer 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
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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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