CALM vs. EPD
CALM (Cal-Maine Foods, Inc.) and EPD (Enterprise Products Partners L.P.) are both stocks. CALM operates in Farm Products (Consumer Defensive), while EPD operates in Oil & Gas Midstream (Energy). Over the past 10 years, CALM returned 11.14%/yr vs 10.31%/yr for EPD. At a 0.15 correlation, their price movements are largely independent.
Performance
CALM vs. EPD - Performance Comparison
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Returns By Period
In the year-to-date period, CALM achieves a 12.61% return, which is significantly lower than EPD's 24.71% return. Over the past 10 years, CALM has outperformed EPD with an annualized return of 11.14%, while EPD has yielded a comparatively lower 10.31% annualized return.
CALM
- 1D
- -0.15%
- 1M
- 13.75%
- 6M
- 14.99%
- YTD
- 12.61%
- 1Y
- -12.17%
- 3Y*
- 32.96%
- 5Y*
- 27.18%
- 10Y*
- 11.14%
- ALL TIME*
- 16.59%
EPD
- 1D
- 1.52%
- 1M
- 5.96%
- 6M
- 21.53%
- YTD
- 24.71%
- 1Y
- 32.06%
- 3Y*
- 21.21%
- 5Y*
- 18.64%
- 10Y*
- 10.31%
- ALL TIME*
- 14.20%
CALM vs. EPD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CALM Cal-Maine Foods, Inc. | 12.61% | -15.61% | 87.00% | 14.48% | 51.87% | -1.38% | -12.19% | 2.09% | -3.90% | 0.62% |
EPD Enterprise Products Partners L.P. | 24.71% | 9.45% | 28.00% | 17.71% | 18.32% | 21.40% | -23.61% | 21.88% | -1.32% | 4.24% |
Correlation
The correlation between CALM and EPD is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Jul 28, 1998 | 0.15 |
Fundamentals
CALM:
$4.19B
EPD:
$83.90B
CALM:
$14.48
EPD:
$2.69
CALM:
6.11
EPD:
14.39
CALM:
0.00
EPD:
2.31
CALM:
1.23
EPD:
1.64
CALM:
$3.46B
EPD:
$51.57B
CALM:
$1.17B
EPD:
$7.31B
CALM:
$1.05B
EPD:
$10.11B
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Return for Risk
CALM vs. EPD — Risk / Return Rank
CALM
EPD
CALM vs. EPD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cal-Maine Foods, Inc. (CALM) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CALM | EPD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.26 | ||
| Sortino ratioReturn per unit of downside risk | -3.03 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.34 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.33 | 3.46 | -3.79 |
| Martin ratioReturn relative to average drawdown | -0.48 | 9.87 | -10.35 |
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Drawdowns
CALM vs. EPD - Drawdown Comparison
The maximum CALM drawdown since its inception was -74.08%, which is greater than EPD's maximum drawdown of -58.78%. Use the drawdown chart below to compare losses from any high point for CALM and EPD.
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Drawdown Indicators
| CALM | EPD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.08% | -58.78% | -15.30% |
Max Drawdown (1Y)Largest decline over 1 year | -37.00% | -9.32% | -27.68% |
Max Drawdown (3Y)Largest decline over 3 years | -37.00% | -15.40% | -21.60% |
Max Drawdown (5Y)Largest decline over 5 years | -37.00% | -18.06% | -18.94% |
Max Drawdown (10Y)Largest decline over 10 years | -39.12% | -58.04% | +18.92% |
Current DrawdownCurrent decline from peak | -22.07% | -2.56% | -19.51% |
Average DrawdownAverage peak-to-trough decline | -30.30% | -10.21% | -20.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.41% | 3.26% | +22.15% |
Volatility
CALM vs. EPD - Volatility Comparison
Cal-Maine Foods, Inc. (CALM) has a higher volatility of 10.98% compared to Enterprise Products Partners L.P. (EPD) at 6.72%. This indicates that CALM'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.
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Volatility by Period
| CALM | EPD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.98% | 6.72% | +4.26% |
Volatility (6M)Calculated over the trailing 6-month period | 21.51% | 14.71% | +6.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.08% | 16.96% | +17.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.84% | 17.22% | +15.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.24% | 24.15% | +7.09% |
Dividends
CALM vs. EPD - Dividend Comparison
CALM's dividend yield for the trailing twelve months is around 5.43%, less than EPD's 5.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CALM Cal-Maine Foods, Inc. | 5.43% | 10.90% | 2.82% | 7.51% | 3.17% | 0.09% | 0.00% | 0.98% | 1.03% | 0.00% | 2.70% | 4.10% |
EPD Enterprise Products Partners L.P. | 5.65% | 6.74% | 6.63% | 7.51% | 7.79% | 8.20% | 9.09% | 6.23% | 6.97% | 6.29% | 5.88% | 5.90% |
Financials
CALM vs. EPD - Financials Comparison
This section allows you to compare key financial metrics between Cal-Maine Foods, Inc. 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.
Total Revenue: Total amount of money received from sales and other business activities
CALM vs. EPD - Profitability Comparison
CALM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Cal-Maine Foods, Inc. reported a gross profit of 119.28M and revenue of 666.95M. Therefore, the gross margin over that period was 17.9%.
EPD - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Enterprise Products Partners L.P. reported a gross profit of 1.88B and revenue of 14.39B. Therefore, the gross margin over that period was 13.1%.
CALM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Cal-Maine Foods, Inc. reported an operating income of 35.98M and revenue of 666.95M, resulting in an operating margin of 5.4%.
EPD - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Enterprise Products Partners L.P. reported an operating income of 1.82B and revenue of 14.39B, resulting in an operating margin of 12.6%.
CALM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Cal-Maine Foods, Inc. reported a net income of 50.46M and revenue of 666.95M, resulting in a net margin of 7.6%.
EPD - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Enterprise Products Partners L.P. reported a net income of 1.48B and revenue of 14.39B, resulting in a net margin of 10.3%.
Frequently Asked Questions
CALM and EPD have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CALM has higher volatility (10.98%) compared to EPD (6.72%). In terms of maximum drawdown, CALM dropped -74.08% vs EPD's -58.78%.
EPD currently has the higher Sharpe Ratio (1.90 vs -0.36), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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