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

Correlation

The correlation between WMB 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

WMB vs. ET - Performance Comparison

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

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Key characteristics

Sharpe Ratio

WMB:

1.88

ET:

0.81

Sortino Ratio

WMB:

2.39

ET:

1.22

Omega Ratio

WMB:

1.34

ET:

1.17

Calmar Ratio

WMB:

4.23

ET:

0.89

Martin Ratio

WMB:

11.07

ET:

2.83

Ulcer Index

WMB:

4.66%

ET:

7.70%

Daily Std Dev

WMB:

26.42%

ET:

27.56%

Max Drawdown

WMB:

-98.04%

ET:

-87.81%

Current Drawdown

WMB:

-4.56%

ET:

-11.80%

Fundamentals

Market Cap

WMB:

$71.78B

ET:

$61.60B

EPS

WMB:

$1.86

ET:

$1.32

PE Ratio

WMB:

31.61

ET:

13.60

PEG Ratio

WMB:

2.56

ET:

0.80

PS Ratio

WMB:

6.48

ET:

0.75

PB Ratio

WMB:

5.76

ET:

1.75

Total Revenue (TTM)

WMB:

$10.91B

ET:

$82.06B

Gross Profit (TTM)

WMB:

$7.07B

ET:

$15.84B

EBITDA (TTM)

WMB:

$5.96B

ET:

$15.57B

Returns By Period

In the year-to-date period, WMB achieves a 9.60% return, which is significantly higher than ET's -5.09% return. Over the past 10 years, WMB has outperformed ET with an annualized return of 7.12%, while ET has yielded a comparatively lower 1.90% annualized return.


WMB

YTD

9.60%

1M

0.29%

6M

5.81%

1Y

48.22%

5Y*

31.85%

10Y*

7.12%

ET

YTD

-5.09%

1M

5.94%

6M

7.53%

1Y

21.08%

5Y*

28.86%

10Y*

1.90%

*Annualized

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Risk-Adjusted Performance

WMB vs. ET — Risk-Adjusted Performance Rank

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

WMB
The Risk-Adjusted Performance Rank of WMB is 9494
Overall Rank
The Sharpe Ratio Rank of WMB is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of WMB is 9090
Sortino Ratio Rank
The Omega Ratio Rank of WMB is 9090
Omega Ratio Rank
The Calmar Ratio Rank of WMB is 9898
Calmar Ratio Rank
The Martin Ratio Rank of WMB is 9696
Martin Ratio Rank

ET
The Risk-Adjusted Performance Rank of ET is 7676
Overall Rank
The Sharpe Ratio Rank of ET is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of ET is 7171
Sortino Ratio Rank
The Omega Ratio Rank of ET is 7171
Omega Ratio Rank
The Calmar Ratio Rank of ET is 8181
Calmar Ratio Rank
The Martin Ratio Rank of ET is 7878
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.

WMB vs. ET - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Williams Companies, Inc. (WMB) 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 WMB Sharpe Ratio is 1.88, which is higher than the ET Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of WMB 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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Dividends

WMB vs. ET - Dividend Comparison

WMB's dividend yield for the trailing twelve months is around 3.27%, less than ET's 7.22% yield.


TTM20242023202220212020201920182017201620152014
WMB
The Williams Companies, Inc.
3.27%3.51%5.14%5.17%6.30%7.98%6.41%6.17%3.94%5.39%9.53%4.36%
ET
Energy Transfer LP
7.22%6.51%8.96%7.33%7.44%17.28%9.51%9.24%6.66%5.90%7.42%2.61%

Drawdowns

WMB vs. ET - Drawdown Comparison

The maximum WMB drawdown since its inception was -98.04%, which is greater than ET's maximum drawdown of -87.81%. Use the drawdown chart below to compare losses from any high point for WMB and ET. For additional features, visit the drawdowns tool.


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Volatility

WMB vs. ET - Volatility Comparison

The current volatility for The Williams Companies, Inc. (WMB) is 7.96%, while Energy Transfer LP (ET) has a volatility of 11.55%. This indicates that WMB experiences smaller price fluctuations and is considered to be less risky than ET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

WMB vs. ET - Financials Comparison

This section allows you to compare key financial metrics between The Williams Companies, 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
3.05B
21.02B
(WMB) Total Revenue
(ET) Total Revenue
Values in USD except per share items

WMB vs. ET - Profitability Comparison

The chart below illustrates the profitability comparison between The Williams Companies, 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

20.0%40.0%60.0%80.0%20212022202320242025
79.8%
19.4%
(WMB) Gross Margin
(ET) Gross Margin
WMB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, The Williams Companies, Inc. reported a gross profit of 2.43B and revenue of 3.05B. Therefore, the gross margin over that period was 79.8%.

ET - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 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%.

WMB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, The Williams Companies, Inc. reported an operating income of 1.09B and revenue of 3.05B, resulting in an operating margin of 35.9%.

ET - Operating Margin

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

WMB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, The Williams Companies, Inc. reported a net income of 691.00M and revenue of 3.05B, resulting in a net margin of 22.7%.

ET - Net Margin

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