PortfoliosLab logoPortfoliosLab logo
CNX vs. ENB
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

CNX vs. ENB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CNX Resources Corporation (CNX) and Enbridge Inc. (ENB). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

CNX vs. ENB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CNX
CNX Resources Corporation
4.51%0.27%83.35%18.76%22.47%27.31%22.03%-22.50%-21.94%-19.75%
ENB
Enbridge Inc.
13.67%19.51%26.35%-1.13%6.46%30.83%-13.60%36.05%-15.53%-2.73%

Fundamentals

EPS

CNX:

$3.81

ENB:

$8.09

PE Ratio

CNX:

10.08

ENB:

6.63

PEG Ratio

CNX:

0.01

ENB:

0.31

PS Ratio

CNX:

2.82

ENB:

1.20

Total Revenue (TTM)

CNX:

$2.26B

ENB:

$65.19B

Gross Profit (TTM)

CNX:

$1.64B

ENB:

$0.00

EBITDA (TTM)

CNX:

$1.53B

ENB:

$10.66B

Returns By Period

In the year-to-date period, CNX achieves a 4.51% return, which is significantly lower than ENB's 13.67% return. Over the past 10 years, CNX has outperformed ENB with an annualized return of 13.54%, while ENB has yielded a comparatively lower 10.07% annualized return.


CNX

1D
-0.31%
1M
-8.26%
YTD
4.51%
6M
14.41%
1Y
20.62%
3Y*
33.87%
5Y*
20.16%
10Y*
13.54%

ENB

1D
-0.91%
1M
-0.57%
YTD
13.67%
6M
11.18%
1Y
27.42%
3Y*
19.61%
5Y*
15.05%
10Y*
10.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CNX vs. ENB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CNX
CNX Risk / Return Rank: 6060
Overall Rank
CNX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
CNX Sortino Ratio Rank: 5656
Sortino Ratio Rank
CNX Omega Ratio Rank: 5454
Omega Ratio Rank
CNX Calmar Ratio Rank: 6464
Calmar Ratio Rank
CNX Martin Ratio Rank: 6363
Martin Ratio Rank

ENB
ENB Risk / Return Rank: 8383
Overall Rank
ENB Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
ENB Sortino Ratio Rank: 8080
Sortino Ratio Rank
ENB Omega Ratio Rank: 7979
Omega Ratio Rank
ENB Calmar Ratio Rank: 8585
Calmar Ratio Rank
ENB Martin Ratio Rank: 8484
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CNX vs. ENB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CNX Resources Corporation (CNX) and Enbridge Inc. (ENB). 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.


CNXENBDifference

Sharpe ratio

Return per unit of total volatility

0.65

1.61

-0.96

Sortino ratio

Return per unit of downside risk

1.07

2.17

-1.10

Omega ratio

Gain probability vs. loss probability

1.13

1.29

-0.16

Calmar ratio

Return relative to maximum drawdown

1.10

3.00

-1.91

Martin ratio

Return relative to average drawdown

2.51

7.45

-4.95

CNX vs. ENB - Sharpe Ratio Comparison

The current CNX Sharpe Ratio is 0.65, which is lower than the ENB Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of CNX and ENB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


CNXENBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

1.61

-0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.82

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.41

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.52

-0.37

Correlation

The correlation between CNX and ENB is 0.31, 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.


Dividends

CNX vs. ENB - Dividend Comparison

CNX has not paid dividends to shareholders, while ENB's dividend yield for the trailing twelve months is around 5.12%.


TTM20252024202320222021202020192018201720162015
CNX
CNX Resources Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.05%1.84%
ENB
Enbridge Inc.
5.12%5.66%6.28%7.31%6.80%6.85%7.55%5.58%6.68%4.71%4.13%4.71%

Drawdowns

CNX vs. ENB - Drawdown Comparison

The maximum CNX drawdown since its inception was -95.41%, which is greater than ENB's maximum drawdown of -46.35%. Use the drawdown chart below to compare losses from any high point for CNX and ENB.


Loading graphics...

Drawdown Indicators


CNXENBDifference

Max Drawdown

Largest peak-to-trough decline

-95.41%

-46.35%

-49.06%

Max Drawdown (1Y)

Largest decline over 1 year

-20.14%

-9.37%

-10.77%

Max Drawdown (5Y)

Largest decline over 5 years

-38.23%

-28.32%

-9.91%

Max Drawdown (10Y)

Largest decline over 10 years

-77.19%

-44.07%

-33.12%

Current Drawdown

Current decline from peak

-64.59%

-1.70%

-62.89%

Average Drawdown

Average peak-to-trough decline

-58.11%

-10.87%

-47.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.81%

3.78%

+5.03%

Volatility

CNX vs. ENB - Volatility Comparison

CNX Resources Corporation (CNX) has a higher volatility of 7.19% compared to Enbridge Inc. (ENB) at 3.55%. This indicates that CNX's price experiences larger fluctuations and is considered to be riskier than ENB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


CNXENBDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.19%

3.55%

+3.64%

Volatility (6M)

Calculated over the trailing 6-month period

22.52%

11.65%

+10.87%

Volatility (1Y)

Calculated over the trailing 1-year period

31.69%

17.11%

+14.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.91%

18.49%

+17.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.16%

24.41%

+24.75%

Financials

CNX vs. ENB - Financials Comparison

This section allows you to compare key financial metrics between CNX Resources Corporation and Enbridge Inc.. 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


0.005.00B10.00B15.00B20.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
655.18M
17.18B
(CNX) Total Revenue
(ENB) Total Revenue
Values in USD except per share items