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BP vs. EPD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BPEPD
YTD Return7.13%12.35%
1Y Return4.94%23.12%
3Y Return (Ann)19.44%16.57%
5Y Return (Ann)2.42%8.05%
10Y Return (Ann)3.35%5.07%
Sharpe Ratio0.292.37
Daily Std Dev22.18%9.91%
Max Drawdown-69.44%-58.78%
Current Drawdown-5.90%-0.03%

Fundamentals


BPEPD
Market Cap$107.46B$62.58B
EPS$5.15$2.52
PE Ratio7.3411.45
PEG Ratio13.745.08
Revenue (TTM)$208.35B$49.71B
Gross Profit (TTM)$70.17B$6.73B
EBITDA (TTM)$44.16B$8.83B

Correlation

0.37
-1.001.00

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.

Performance

BP vs. EPD - Performance Comparison

In the year-to-date period, BP achieves a 7.13% return, which is significantly lower than EPD's 12.35% return. Over the past 10 years, BP has underperformed EPD with an annualized return of 3.35%, while EPD has yielded a comparatively higher 5.07% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%OctoberNovemberDecember2024FebruaryMarch
191.78%
2,977.00%
BP
EPD

Compare stocks, funds, or ETFs


BP p.l.c.

Enterprise Products Partners L.P.

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BP
BP p.l.c.
0.29
EPD
Enterprise Products Partners L.P.
2.37

BP vs. EPD - Sharpe Ratio Comparison

The current BP Sharpe Ratio is 0.29, which is lower than the EPD Sharpe Ratio of 2.37. The chart below compares the 12-month rolling Sharpe Ratio of BP and EPD.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
0.29
2.37
BP
EPD

Dividends

BP vs. EPD - Dividend Comparison

BP's dividend yield for the trailing twelve months is around 4.55%, less than EPD's 6.90% yield.


TTM20232022202120202019201820172016201520142013
BP
BP p.l.c.
4.55%4.71%3.94%4.83%9.21%6.52%6.41%5.71%6.42%7.67%6.14%4.50%
EPD
Enterprise Products Partners L.P.
6.90%7.51%7.79%8.20%9.09%6.23%6.97%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%. The drawdown chart below compares losses from any high point along the way for BP and EPD


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-5.90%
-0.03%
BP
EPD

Volatility

BP vs. EPD - Volatility Comparison

BP p.l.c. (BP) has a higher volatility of 4.12% compared to Enterprise Products Partners L.P. (EPD) at 2.50%. 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%3.00%4.00%5.00%6.00%7.00%8.00%OctoberNovemberDecember2024FebruaryMarch
4.12%
2.50%
BP
EPD