PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BP vs. EPD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BP and EPD is 0.37, 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.


-0.50.00.51.00.4

Performance

BP vs. EPD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BP p.l.c. (BP) and Enterprise Products Partners L.P. (EPD). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-17.99%
10.74%
BP
EPD

Key characteristics

Sharpe Ratio

BP:

-0.71

EPD:

1.91

Sortino Ratio

BP:

-0.87

EPD:

2.72

Omega Ratio

BP:

0.89

EPD:

1.35

Calmar Ratio

BP:

-0.58

EPD:

2.16

Martin Ratio

BP:

-1.21

EPD:

9.91

Ulcer Index

BP:

12.66%

EPD:

2.52%

Daily Std Dev

BP:

21.46%

EPD:

13.11%

Max Drawdown

BP:

-69.44%

EPD:

-58.78%

Current Drawdown

BP:

-25.58%

EPD:

-11.33%

Fundamentals

Market Cap

BP:

$78.87B

EPD:

$67.82B

EPS

BP:

$1.00

EPD:

$2.66

PE Ratio

BP:

29.08

EPD:

11.76

PEG Ratio

BP:

13.74

EPD:

3.03

Total Revenue (TTM)

BP:

$190.73B

EPD:

$56.51B

Gross Profit (TTM)

BP:

$30.79B

EPD:

$7.05B

EBITDA (TTM)

BP:

$22.05B

EPD:

$9.74B

Returns By Period

In the year-to-date period, BP achieves a -15.28% return, which is significantly lower than EPD's 24.62% return. Over the past 10 years, BP has underperformed EPD with an annualized return of 2.71%, while EPD has yielded a comparatively higher 5.84% annualized return.


BP

YTD

-15.28%

1M

-2.34%

6M

-17.99%

1Y

-14.36%

5Y*

-0.37%

10Y*

2.71%

EPD

YTD

24.62%

1M

-3.48%

6M

10.74%

1Y

26.15%

5Y*

10.04%

10Y*

5.84%

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

BP vs. EPD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BP p.l.c. (BP) and Enterprise Products Partners L.P. (EPD). 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 BP, currently valued at -0.71, compared to the broader market-4.00-2.000.002.00-0.711.91
The chart of Sortino ratio for BP, currently valued at -0.87, compared to the broader market-4.00-2.000.002.004.00-0.872.72
The chart of Omega ratio for BP, currently valued at 0.89, compared to the broader market0.501.001.502.000.891.35
The chart of Calmar ratio for BP, currently valued at -0.58, compared to the broader market0.002.004.006.00-0.582.16
The chart of Martin ratio for BP, currently valued at -1.21, compared to the broader market0.0010.0020.00-1.219.91
BP
EPD

The current BP Sharpe Ratio is -0.71, which is lower than the EPD Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of BP and EPD, 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 Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.71
1.91
BP
EPD

Dividends

BP vs. EPD - Dividend Comparison

BP's dividend yield for the trailing twelve months is around 6.43%, less than EPD's 6.81% yield.


TTM20232022202120202019201820172016201520142013
BP
BP p.l.c.
6.43%4.71%3.94%4.83%9.21%6.51%6.36%5.66%6.37%7.63%6.14%4.51%
EPD
Enterprise Products Partners L.P.
6.81%7.51%7.79%8.20%9.09%6.24%6.98%6.29%5.88%5.90%3.96%4.07%

Drawdowns

BP vs. EPD - Drawdown Comparison

The maximum BP drawdown since its inception was -69.44%, which is greater than EPD's maximum drawdown of -58.78%. Use the drawdown chart below to compare losses from any high point for BP and EPD. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-25.58%
-11.33%
BP
EPD

Volatility

BP vs. EPD - Volatility Comparison

BP p.l.c. (BP) has a higher volatility of 7.49% compared to Enterprise Products Partners L.P. (EPD) at 6.68%. This indicates that BP's price experiences larger fluctuations and is considered to be riskier than EPD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
7.49%
6.68%
BP
EPD

Financials

BP vs. EPD - Financials Comparison

This section allows you to compare key financial metrics between BP p.l.c. and Enterprise Products Partners L.P.. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab