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

Correlation

The correlation between VCTR and ET is 0.31, 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.


-0.50.00.51.00.3

Performance

VCTR vs. ET - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
28.63%
20.95%
VCTR
ET

Key characteristics

Sharpe Ratio

VCTR:

2.67

ET:

2.54

Sortino Ratio

VCTR:

3.13

ET:

3.58

Omega Ratio

VCTR:

1.44

ET:

1.45

Calmar Ratio

VCTR:

5.23

ET:

2.14

Martin Ratio

VCTR:

16.79

ET:

19.73

Ulcer Index

VCTR:

5.05%

ET:

2.17%

Daily Std Dev

VCTR:

31.74%

ET:

16.86%

Max Drawdown

VCTR:

-45.22%

ET:

-87.81%

Current Drawdown

VCTR:

-14.74%

ET:

-8.01%

Fundamentals

Market Cap

VCTR:

$4.14B

ET:

$63.82B

EPS

VCTR:

$4.03

ET:

$1.36

PE Ratio

VCTR:

15.78

ET:

13.71

Total Revenue (TTM)

VCTR:

$877.73M

ET:

$83.66B

Gross Profit (TTM)

VCTR:

$702.18M

ET:

$12.71B

EBITDA (TTM)

VCTR:

$462.09M

ET:

$14.83B

Returns By Period

In the year-to-date period, VCTR achieves a 83.16% return, which is significantly higher than ET's 43.51% return.


VCTR

YTD

83.16%

1M

-4.29%

6M

27.97%

1Y

80.23%

5Y*

27.36%

10Y*

N/A

ET

YTD

43.51%

1M

1.73%

6M

20.95%

1Y

44.35%

5Y*

17.23%

10Y*

3.91%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

VCTR vs. ET - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Victory Capital Holdings, Inc. (VCTR) 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 VCTR, currently valued at 2.53, compared to the broader market-4.00-2.000.002.002.532.54
The chart of Sortino ratio for VCTR, currently valued at 3.01, compared to the broader market-4.00-2.000.002.004.003.013.58
The chart of Omega ratio for VCTR, currently valued at 1.42, compared to the broader market0.501.001.502.001.421.45
The chart of Calmar ratio for VCTR, currently valued at 4.95, compared to the broader market0.002.004.006.004.955.12
The chart of Martin ratio for VCTR, currently valued at 15.64, compared to the broader market0.0010.0020.0015.6419.73
VCTR
ET

The current VCTR Sharpe Ratio is 2.67, which is comparable to the ET Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of VCTR 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 Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
2.53
2.54
VCTR
ET

Dividends

VCTR vs. ET - Dividend Comparison

VCTR's dividend yield for the trailing twelve months is around 2.54%, less than ET's 6.98% yield.


TTM20232022202120202019201820172016201520142013
VCTR
Victory Capital Holdings, Inc.
2.54%3.72%3.73%1.45%0.93%0.48%0.00%0.00%0.00%0.00%0.00%0.00%
ET
Energy Transfer LP
6.98%8.95%7.33%7.41%17.27%9.51%9.24%6.66%5.90%7.42%2.61%3.19%

Drawdowns

VCTR vs. ET - Drawdown Comparison

The maximum VCTR drawdown since its inception was -45.22%, smaller than the maximum ET drawdown of -87.81%. Use the drawdown chart below to compare losses from any high point for VCTR and ET. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.74%
-8.01%
VCTR
ET

Volatility

VCTR vs. ET - Volatility Comparison

Victory Capital Holdings, Inc. (VCTR) has a higher volatility of 9.33% compared to Energy Transfer LP (ET) at 7.57%. This indicates that VCTR'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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
9.33%
7.57%
VCTR
ET

Financials

VCTR vs. ET - Financials Comparison

This section allows you to compare key financial metrics between Victory Capital 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


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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