SFL vs. ET
Compare and contrast key facts about SFL Corporation Ltd. (SFL) and Energy Transfer LP (ET).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SFL or ET.
Key characteristics
| SFL | ET | |
|---|---|---|
| YTD Return | -4.86% | 33.93% |
| 1Y Return | 0.15% | 40.12% |
| 3Y Return (Ann) | 13.26% | 34.13% |
| 5Y Return (Ann) | 2.15% | 19.31% |
| 10Y Return (Ann) | 5.04% | 2.26% |
| Sharpe Ratio | 0.03 | 2.57 |
| Sortino Ratio | 0.22 | 3.67 |
| Omega Ratio | 1.03 | 1.46 |
| Calmar Ratio | 0.03 | 1.76 |
| Martin Ratio | 0.08 | 21.25 |
| Ulcer Index | 11.58% | 1.91% |
| Daily Std Dev | 26.60% | 15.79% |
| Max Drawdown | -85.65% | -87.81% |
| Current Drawdown | -27.86% | -1.45% |
Fundamentals
| SFL | ET | |
|---|---|---|
| Market Cap | $1.35B | $58.38B |
| EPS | $1.00 | $1.36 |
| PE Ratio | 10.07 | 12.54 |
| PEG Ratio | -1.57 | 0.55 |
| Total Revenue (TTM) | $884.88M | $83.66B |
| Gross Profit (TTM) | $334.41M | $14.03B |
| EBITDA (TTM) | $560.25M | $12.39B |
Correlation
The correlation between SFL and ET is 0.40, 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.
Performance
SFL vs. ET - Performance Comparison
In the year-to-date period, SFL achieves a -4.86% return, which is significantly lower than ET's 33.93% return. Over the past 10 years, SFL has outperformed ET with an annualized return of 5.04%, while ET has yielded a comparatively lower 2.26% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SFL vs. ET - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SFL Corporation Ltd. (SFL) 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.
Dividends
SFL vs. ET - Dividend Comparison
SFL's dividend yield for the trailing twelve months is around 10.43%, more than ET's 7.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFL SFL Corporation Ltd. | 10.43% | 8.60% | 9.54% | 7.73% | 15.92% | 9.63% | 13.30% | 10.32% | 12.12% | 10.50% | 11.54% | 7.14% |
ET Energy Transfer LP | 7.48% | 8.96% | 7.33% | 7.44% | 17.28% | 9.51% | 9.24% | 6.66% | 5.90% | 7.42% | 2.61% | 3.19% |
Drawdowns
SFL vs. ET - Drawdown Comparison
The maximum SFL drawdown since its inception was -85.65%, roughly equal to the maximum ET drawdown of -87.81%. Use the drawdown chart below to compare losses from any high point for SFL and ET. For additional features, visit the drawdowns tool.
Volatility
SFL vs. ET - Volatility Comparison
SFL Corporation Ltd. (SFL) has a higher volatility of 4.98% compared to Energy Transfer LP (ET) at 4.47%. This indicates that SFL's price experiences larger fluctuations and is considered to be riskier than ET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SFL vs. ET - Financials Comparison
This section allows you to compare key financial metrics between SFL Corporation Ltd. 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.
Total Revenue: Total amount of money received from sales and other business activities