BP vs. EPD
Compare and contrast key facts about BP p.l.c. (BP) and Enterprise Products Partners L.P. (EPD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BP or EPD.
Key characteristics
BP | EPD | |
---|---|---|
YTD Return | 7.13% | 12.35% |
1Y Return | 4.94% | 23.12% |
3Y Return (Ann) | 19.44% | 16.57% |
5Y Return (Ann) | 2.42% | 8.05% |
10Y Return (Ann) | 3.35% | 5.07% |
Sharpe Ratio | 0.29 | 2.37 |
Daily Std Dev | 22.18% | 9.91% |
Max Drawdown | -69.44% | -58.78% |
Current Drawdown | -5.90% | -0.03% |
Fundamentals
BP | EPD | |
---|---|---|
Market Cap | $107.46B | $62.58B |
EPS | $5.15 | $2.52 |
PE Ratio | 7.34 | 11.45 |
PEG Ratio | 13.74 | 5.08 |
Revenue (TTM) | $208.35B | $49.71B |
Gross Profit (TTM) | $70.17B | $6.73B |
EBITDA (TTM) | $44.16B | $8.83B |
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.
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.
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 | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
BP p.l.c. | 0.29 | ||||
Enterprise Products Partners L.P. | 2.37 |
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.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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
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.