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

Correlation

The correlation between SIRI and ET is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


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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Key characteristics

Sharpe Ratio

SIRI:

-0.32

ET:

0.77

Sortino Ratio

SIRI:

-0.11

ET:

1.21

Omega Ratio

SIRI:

0.99

ET:

1.17

Calmar Ratio

SIRI:

-0.19

ET:

0.88

Martin Ratio

SIRI:

-0.53

ET:

2.70

Ulcer Index

SIRI:

34.31%

ET:

7.97%

Daily Std Dev

SIRI:

55.69%

ET:

27.54%

Max Drawdown

SIRI:

-99.92%

ET:

-87.81%

Current Drawdown

SIRI:

-96.05%

ET:

-14.11%

Fundamentals

Market Cap

SIRI:

$7.57B

ET:

$60.67B

EPS

SIRI:

-$5.05

ET:

$1.31

PEG Ratio

SIRI:

0.66

ET:

0.82

PS Ratio

SIRI:

0.88

ET:

0.74

PB Ratio

SIRI:

0.67

ET:

1.72

Total Revenue (TTM)

SIRI:

$8.61B

ET:

$82.06B

Gross Profit (TTM)

SIRI:

$4.13B

ET:

$15.84B

EBITDA (TTM)

SIRI:

-$864.00M

ET:

$15.57B

Returns By Period

In the year-to-date period, SIRI achieves a -2.70% return, which is significantly higher than ET's -7.58% return. Over the past 10 years, SIRI has underperformed ET with an annualized return of -3.97%, while ET has yielded a comparatively higher 1.71% annualized return.


SIRI

YTD

-2.70%

1M

12.58%

6M

-17.68%

1Y

-19.82%

3Y*

-28.29%

5Y*

-15.52%

10Y*

-3.97%

ET

YTD

-7.58%

1M

7.78%

6M

-8.84%

1Y

20.09%

3Y*

24.55%

5Y*

26.96%

10Y*

1.71%

*Annualized

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Sirius XM Holdings Inc.

Energy Transfer LP

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

SIRI vs. ET — Risk-Adjusted Performance Rank

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

SIRI
The Risk-Adjusted Performance Rank of SIRI is 3535
Overall Rank
The Sharpe Ratio Rank of SIRI is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of SIRI is 3333
Sortino Ratio Rank
The Omega Ratio Rank of SIRI is 3333
Omega Ratio Rank
The Calmar Ratio Rank of SIRI is 3939
Calmar Ratio Rank
The Martin Ratio Rank of SIRI is 3939
Martin Ratio Rank

ET
The Risk-Adjusted Performance Rank of ET is 7575
Overall Rank
The Sharpe Ratio Rank of ET is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of ET is 7070
Sortino Ratio Rank
The Omega Ratio Rank of ET is 7070
Omega Ratio Rank
The Calmar Ratio Rank of ET is 8181
Calmar Ratio Rank
The Martin Ratio Rank of ET is 7777
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.

SIRI vs. ET - Risk-Adjusted Performance 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.


The current SIRI Sharpe Ratio is -0.32, which is lower than the ET Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of SIRI 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

SIRI vs. ET - Dividend Comparison

SIRI's dividend yield for the trailing twelve months is around 4.98%, less than ET's 7.41% yield.


TTM20242023202220212020201920182017201620152014
SIRI
Sirius XM Holdings Inc.
4.98%4.72%1.81%5.83%1.04%0.85%0.69%0.79%0.76%0.22%0.00%0.00%
ET
Energy Transfer LP
7.41%6.51%8.96%7.33%7.44%17.28%9.51%9.24%6.66%5.90%7.42%2.61%

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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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

SIRI vs. ET - Volatility Comparison

Sirius XM Holdings Inc. (SIRI) has a higher volatility of 13.51% compared to Energy Transfer LP (ET) at 9.56%. 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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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


0.005.00B10.00B15.00B20.00B25.00B20212022202320242025
2.07B
21.02B
(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%20212022202320242025
46.6%
19.4%
(SIRI) Gross Margin
(ET) Gross Margin
SIRI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, Sirius XM Holdings Inc. reported a gross profit of 964.00M and revenue of 2.07B. Therefore, the gross margin over that period was 46.6%.

ET - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, Energy Transfer LP reported a gross profit of 4.08B and revenue of 21.02B. Therefore, the gross margin over that period was 19.4%.

SIRI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, Sirius XM Holdings Inc. reported an operating income of 387.00M and revenue of 2.07B, resulting in an operating margin of 18.7%.

ET - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, Energy Transfer LP reported an operating income of 2.49B and revenue of 21.02B, resulting in an operating margin of 11.9%.

SIRI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, Sirius XM Holdings Inc. reported a net income of 204.00M and revenue of 2.07B, resulting in a net margin of 9.9%.

ET - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, Energy Transfer LP reported a net income of 1.32B and revenue of 21.02B, resulting in a net margin of 6.3%.