CNQ.TO vs. EPD
Compare and contrast key facts about Canadian Natural Resources Limited (CNQ.TO) 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: CNQ.TO or EPD.
Key characteristics
| CNQ.TO | EPD | |
|---|---|---|
| YTD Return | 20.12% | 12.65% |
| 1Y Return | 43.26% | 18.47% |
| 3Y Return (Ann) | 41.72% | 14.02% |
| 5Y Return (Ann) | 30.18% | 7.91% |
| 10Y Return (Ann) | 13.93% | 4.43% |
| Sharpe Ratio | 1.81 | 1.87 |
| Daily Std Dev | 25.01% | 10.17% |
| Max Drawdown | -76.20% | -58.78% |
| Current Drawdown | -8.37% | -2.52% |
Fundamentals
| CNQ.TO | EPD | |
|---|---|---|
| Market Cap | CA$111.71B | $62.54B |
| EPS | CA$6.76 | $2.55 |
| PE Ratio | 15.47 | 11.29 |
| PEG Ratio | 0.33 | 5.13 |
| Revenue (TTM) | CA$35.58B | $52.03B |
| Gross Profit (TTM) | CA$23.61B | $6.73B |
| EBITDA (TTM) | CA$15.87B | $8.94B |
Correlation
The correlation between CNQ.TO and EPD is 0.36, 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
CNQ.TO vs. EPD - Performance Comparison
In the year-to-date period, CNQ.TO achieves a 20.12% return, which is significantly higher than EPD's 12.65% return. Over the past 10 years, CNQ.TO has outperformed EPD with an annualized return of 13.93%, while EPD has yielded a comparatively lower 4.43% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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
CNQ.TO vs. EPD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Canadian Natural Resources Limited (CNQ.TO) 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.
Dividends
CNQ.TO vs. EPD - Dividend Comparison
CNQ.TO's dividend yield for the trailing twelve months is around 3.73%, less than EPD's 7.10% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CNQ.TO Canadian Natural Resources Limited | 3.73% | 4.26% | 6.04% | 3.58% | 5.33% | 3.43% | 3.90% | 2.35% | 2.11% | 2.96% | 2.44% | 1.56% |
EPD Enterprise Products Partners L.P. | 7.10% | 7.51% | 7.79% | 8.20% | 9.09% | 6.23% | 6.97% | 6.29% | 5.88% | 5.90% | 3.96% | 4.07% |
Drawdowns
CNQ.TO vs. EPD - Drawdown Comparison
The maximum CNQ.TO drawdown since its inception was -76.20%, which is greater than EPD's maximum drawdown of -58.78%. Use the drawdown chart below to compare losses from any high point for CNQ.TO and EPD. For additional features, visit the drawdowns tool.
Volatility
CNQ.TO vs. EPD - Volatility Comparison
Canadian Natural Resources Limited (CNQ.TO) has a higher volatility of 4.66% compared to Enterprise Products Partners L.P. (EPD) at 3.53%. This indicates that CNQ.TO'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.
Financials
CNQ.TO vs. EPD - Financials Comparison
This section allows you to compare key financial metrics between Canadian Natural Resources Limited 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