WAB vs. KMI
Compare and contrast key facts about Westinghouse Air Brake Technologies Corporation (WAB) and Kinder Morgan, Inc. (KMI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WAB or KMI.
Key characteristics
| WAB | KMI | |
|---|---|---|
| YTD Return | 57.47% | 60.82% |
| 1Y Return | 72.95% | 68.86% |
| 3Y Return (Ann) | 27.83% | 24.57% |
| 5Y Return (Ann) | 20.84% | 12.53% |
| 10Y Return (Ann) | 8.95% | 1.31% |
| Sharpe Ratio | 3.84 | 4.05 |
| Sortino Ratio | 5.23 | 5.68 |
| Omega Ratio | 1.75 | 1.73 |
| Calmar Ratio | 6.41 | 1.75 |
| Martin Ratio | 23.42 | 31.48 |
| Ulcer Index | 3.28% | 2.28% |
| Daily Std Dev | 20.01% | 17.70% |
| Max Drawdown | -71.84% | -72.70% |
| Current Drawdown | -1.06% | -1.72% |
Fundamentals
| WAB | KMI | |
|---|---|---|
| Market Cap | $34.25B | $60.38B |
| EPS | $6.00 | $1.13 |
| PE Ratio | 33.21 | 24.05 |
| PEG Ratio | 3.92 | 2.00 |
| Total Revenue (TTM) | $10.33B | $15.17B |
| Gross Profit (TTM) | $3.04B | $7.02B |
| EBITDA (TTM) | $2.14B | $6.68B |
Correlation
The correlation between WAB and KMI is 0.43, 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
WAB vs. KMI - Performance Comparison
In the year-to-date period, WAB achieves a 57.47% return, which is significantly lower than KMI's 60.82% return. Over the past 10 years, WAB has outperformed KMI with an annualized return of 8.95%, while KMI has yielded a comparatively lower 1.31% 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
WAB vs. KMI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Westinghouse Air Brake Technologies Corporation (WAB) and Kinder Morgan, Inc. (KMI). 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
WAB vs. KMI - Dividend Comparison
WAB's dividend yield for the trailing twelve months is around 0.40%, less than KMI's 4.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WAB Westinghouse Air Brake Technologies Corporation | 0.40% | 0.54% | 0.60% | 0.52% | 0.66% | 0.62% | 0.68% | 0.54% | 0.43% | 0.39% | 0.23% | 0.18% |
KMI Kinder Morgan, Inc. | 4.27% | 6.38% | 6.10% | 6.76% | 7.59% | 4.49% | 4.71% | 2.77% | 2.41% | 12.94% | 4.02% | 4.33% |
Drawdowns
WAB vs. KMI - Drawdown Comparison
The maximum WAB drawdown since its inception was -71.84%, roughly equal to the maximum KMI drawdown of -72.70%. Use the drawdown chart below to compare losses from any high point for WAB and KMI. For additional features, visit the drawdowns tool.
Volatility
WAB vs. KMI - Volatility Comparison
The current volatility for Westinghouse Air Brake Technologies Corporation (WAB) is 5.51%, while Kinder Morgan, Inc. (KMI) has a volatility of 7.47%. This indicates that WAB experiences smaller price fluctuations and is considered to be less risky than KMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
WAB vs. KMI - Financials Comparison
This section allows you to compare key financial metrics between Westinghouse Air Brake Technologies Corporation and Kinder Morgan, Inc.. 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