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SIRI vs. ET
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SIRI vs. ET - Performance Comparison

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

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Returns By Period

In the year-to-date period, SIRI achieves a 42.18% return, which is significantly higher than ET's 23.30% return. Over the past 10 years, SIRI has underperformed ET with an annualized return of -1.39%, while ET has yielded a comparatively higher 12.58% annualized return.


SIRI

1D
-1.03%
1M
6.32%
YTD
42.18%
6M
31.71%
1Y
33.83%
3Y*
-4.71%
5Y*
-12.41%
10Y*
-1.39%

ET

1D
0.36%
1M
-2.12%
YTD
23.30%
6M
21.03%
1Y
20.58%
3Y*
24.51%
5Y*
21.98%
10Y*
12.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SIRI vs. ET - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SIRI
Sirius XM Holdings Inc.
42.18%-7.97%-56.93%-4.27%-3.21%0.74%-10.11%26.24%7.28%21.42%
ET
Energy Transfer LP
23.30%-9.37%53.87%27.87%55.74%42.96%-44.92%5.88%-17.74%-4.66%

Correlation

The correlation between SIRI and ET is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.03

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.17

Correlation (10Y)
Calculated over the trailing 10-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Feb 6, 2006

0.23

The correlation between SIRI and ET shifts across timeframes, from -0.03 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

SIRI:

$9.39B

ET:

$67.83B

EPS

SIRI:

$2.41

ET:

$1.36

PE Ratio

SIRI:

11.55

ET:

14.42

PS Ratio

SIRI:

1.14

ET:

0.78

PB Ratio

SIRI:

0.80

ET:

1.36

Total Revenue (TTM)

SIRI:

$8.58B

ET:

$89.38B

Gross Profit (TTM)

SIRI:

$4.10B

ET:

$20.48B

EBITDA (TTM)

SIRI:

$1.77B

ET:

$13.02B

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Return for Risk

SIRI vs. ET — Risk / Return Rank

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

SIRI
SIRI Risk / Return Rank: 6969
Overall Rank
SIRI Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
SIRI Sortino Ratio Rank: 6767
Sortino Ratio Rank
SIRI Omega Ratio Rank: 6464
Omega Ratio Rank
SIRI Calmar Ratio Rank: 7474
Calmar Ratio Rank
SIRI Martin Ratio Rank: 7171
Martin Ratio Rank

ET
ET Risk / Return Rank: 7474
Overall Rank
ET Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
ET Sortino Ratio Rank: 7575
Sortino Ratio Rank
ET Omega Ratio Rank: 6969
Omega Ratio Rank
ET Calmar Ratio Rank: 7575
Calmar Ratio Rank
ET Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SIRI vs. ET - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sirius XM Holdings Inc. (SIRI) 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.


SIRIETDifference
Sharpe ratioReturn per unit of total volatility

-0.33

Sortino ratioReturn per unit of downside risk

-0.35

Omega ratioGain probability vs. loss probability

1.19

1.22

-0.03

Calmar ratioReturn relative to maximum drawdown

1.95

2.06

-0.11

Martin ratioReturn relative to average drawdown

3.85

4.53

-0.68

SIRI vs. ET - Sharpe Ratio Comparison

The current SIRI Sharpe Ratio is 0.96, which is comparable to the ET Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of SIRI and ET, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SIRIETDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

1.28

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.28

0.89

-1.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.04

0.36

-0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

0.36

-0.37

Drawdowns

SIRI vs. ET - Drawdown Comparison

The maximum SIRI drawdown since its inception was -99.92%, which is greater than ET's maximum drawdown of -87.81%. Use the drawdown chart below to compare losses from any high point for SIRI and ET.


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Drawdown Indicators


SIRIETDifference

Max Drawdown

Largest peak-to-trough decline

-99.92%

-87.81%

-12.11%

Max Drawdown (1Y)

Largest decline over 1 year

-17.44%

-10.02%

-7.42%

Max Drawdown (3Y)

Largest decline over 3 years

-73.87%

-24.56%

-49.31%

Max Drawdown (5Y)

Largest decline over 5 years

-73.87%

-25.82%

-48.05%

Max Drawdown (10Y)

Largest decline over 10 years

-73.87%

-72.82%

-1.05%

Current Drawdown

Current decline from peak

-94.69%

-3.78%

-90.91%

Average Drawdown

Average peak-to-trough decline

-80.54%

-25.75%

-54.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.80%

4.55%

+4.25%

Volatility

SIRI vs. ET - Volatility Comparison

Sirius XM Holdings Inc. (SIRI) has a higher volatility of 9.82% compared to Energy Transfer LP (ET) at 5.76%. This indicates that SIRI'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.


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Volatility by Period


SIRIETDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.82%

5.76%

+4.06%

Volatility (6M)

Calculated over the trailing 6-month period

23.86%

11.78%

+12.08%

Volatility (1Y)

Calculated over the trailing 1-year period

35.50%

16.26%

+19.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.06%

24.87%

+20.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.66%

35.04%

+2.62%

Dividends

SIRI vs. ET - Dividend Comparison

SIRI's dividend yield for the trailing twelve months is around 3.89%, less than ET's 6.80% yield.


PositionTTM20252024202320222021202020192018201720162015
ET
Energy Transfer LP
6.80%7.97%6.51%8.95%7.33%7.41%17.27%9.51%9.24%6.66%5.90%7.42%
SIRI
Sirius XM Holdings Inc.
3.89%5.40%4.68%1.81%5.82%1.04%0.86%0.69%0.79%0.76%0.22%0.00%

Financials

SIRI vs. ET - Financials Comparison

This section allows you to compare key financial metrics between Sirius XM Holdings 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


5.00B10.00B15.00B20.00B25.00B20222023202420252026
2.09B
27.77B
(SIRI) Total Revenue
(ET) Total Revenue
Values in USD except per share items

SIRI vs. ET - Profitability Comparison

The chart below illustrates the profitability comparison between Sirius XM Holdings Inc. and Energy Transfer LP over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%20222023202420252026
49.6%
23.9%
Portfolio components
SIRI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sirius XM Holdings Inc. reported a gross profit of 1.04B and revenue of 2.09B. Therefore, the gross margin over that period was 49.6%.

ET - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Energy Transfer LP reported a gross profit of 6.62B and revenue of 27.77B. Therefore, the gross margin over that period was 23.9%.

SIRI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sirius XM Holdings Inc. reported an operating income of 454.00M and revenue of 2.09B, resulting in an operating margin of 21.7%.

ET - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Energy Transfer LP reported an operating income of 2.98B and revenue of 27.77B, resulting in an operating margin of 10.7%.

SIRI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sirius XM Holdings Inc. reported a net income of 245.00M and revenue of 2.09B, resulting in a net margin of 11.7%.

ET - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Energy Transfer LP reported a net income of 1.25B and revenue of 27.77B, resulting in a net margin of 4.5%.


Frequently Asked Questions


SIRI and ET have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SIRI has higher volatility (9.82%) compared to ET (5.76%). In terms of maximum drawdown, SIRI dropped -99.92% vs ET's -87.81%.

ET currently has the higher Sharpe Ratio (1.28 vs 0.96), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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