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CQP vs. EPD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CQP and EPD is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

CQP vs. EPD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cheniere Energy Partners, L.P. (CQP) and Enterprise Products Partners L.P. (EPD). The values are adjusted to include any dividend payments, if applicable.

400.00%600.00%800.00%1,000.00%1,200.00%NovemberDecember2025FebruaryMarchApril
1,068.65%
536.67%
CQP
EPD

Key characteristics

Sharpe Ratio

CQP:

0.72

EPD:

0.65

Sortino Ratio

CQP:

1.14

EPD:

0.95

Omega Ratio

CQP:

1.14

EPD:

1.14

Calmar Ratio

CQP:

0.92

EPD:

0.93

Martin Ratio

CQP:

3.69

EPD:

3.29

Ulcer Index

CQP:

5.91%

EPD:

3.26%

Daily Std Dev

CQP:

30.48%

EPD:

16.55%

Max Drawdown

CQP:

-78.46%

EPD:

-58.78%

Current Drawdown

CQP:

-15.52%

EPD:

-9.85%

Fundamentals

Market Cap

CQP:

$27.82B

EPD:

$66.81B

EPS

CQP:

$4.25

EPD:

$2.69

PE Ratio

CQP:

13.52

EPD:

11.47

PEG Ratio

CQP:

6.16

EPD:

2.95

Total Revenue (TTM)

CQP:

$6.41B

EPD:

$41.37B

Gross Profit (TTM)

CQP:

$3.29B

EPD:

$5.32B

EBITDA (TTM)

CQP:

$2.94B

EPD:

$7.30B

Returns By Period

In the year-to-date period, CQP achieves a 9.65% return, which is significantly higher than EPD's -0.06% return. Over the past 10 years, CQP has outperformed EPD with an annualized return of 13.64%, while EPD has yielded a comparatively lower 6.40% annualized return.


CQP

YTD

9.65%

1M

-9.39%

6M

19.04%

1Y

24.06%

5Y*

24.45%

10Y*

13.64%

EPD

YTD

-0.06%

1M

-6.77%

6M

7.46%

1Y

11.11%

5Y*

26.04%

10Y*

6.40%

*Annualized

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

CQP vs. EPD — Risk-Adjusted Performance Rank

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

CQP
The Risk-Adjusted Performance Rank of CQP is 7878
Overall Rank
The Sharpe Ratio Rank of CQP is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of CQP is 7373
Sortino Ratio Rank
The Omega Ratio Rank of CQP is 7070
Omega Ratio Rank
The Calmar Ratio Rank of CQP is 8585
Calmar Ratio Rank
The Martin Ratio Rank of CQP is 8383
Martin Ratio Rank

EPD
The Risk-Adjusted Performance Rank of EPD is 7676
Overall Rank
The Sharpe Ratio Rank of EPD is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of EPD is 6767
Sortino Ratio Rank
The Omega Ratio Rank of EPD is 6868
Omega Ratio Rank
The Calmar Ratio Rank of EPD is 8484
Calmar Ratio Rank
The Martin Ratio Rank of EPD is 8181
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CQP vs. EPD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cheniere Energy Partners, L.P. (CQP) 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
The chart of Sharpe ratio for CQP, currently valued at 0.72, compared to the broader market-2.00-1.000.001.002.00
CQP: 0.72
EPD: 0.65
The chart of Sortino ratio for CQP, currently valued at 1.14, compared to the broader market-6.00-4.00-2.000.002.004.00
CQP: 1.14
EPD: 0.95
The chart of Omega ratio for CQP, currently valued at 1.14, compared to the broader market0.501.001.502.00
CQP: 1.14
EPD: 1.14
The chart of Calmar ratio for CQP, currently valued at 0.92, compared to the broader market0.001.002.003.004.00
CQP: 0.92
EPD: 0.93
The chart of Martin ratio for CQP, currently valued at 3.69, compared to the broader market-10.000.0010.0020.00
CQP: 3.69
EPD: 3.29

The current CQP Sharpe Ratio is 0.72, which is comparable to the EPD Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of CQP and EPD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.72
0.65
CQP
EPD

Dividends

CQP vs. EPD - Dividend Comparison

CQP's dividend yield for the trailing twelve months is around 5.65%, less than EPD's 6.81% yield.


TTM20242023202220212020201920182017201620152014
CQP
Cheniere Energy Partners, L.P.
5.65%6.52%8.36%6.82%6.30%7.28%6.08%6.07%5.79%5.90%6.52%5.31%
EPD
Enterprise Products Partners L.P.
6.81%6.63%7.51%7.79%8.20%9.09%6.23%6.97%6.29%5.88%5.90%3.96%

Drawdowns

CQP vs. EPD - Drawdown Comparison

The maximum CQP drawdown since its inception was -78.46%, which is greater than EPD's maximum drawdown of -58.78%. Use the drawdown chart below to compare losses from any high point for CQP and EPD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.52%
-9.85%
CQP
EPD

Volatility

CQP vs. EPD - Volatility Comparison

Cheniere Energy Partners, L.P. (CQP) has a higher volatility of 15.10% compared to Enterprise Products Partners L.P. (EPD) at 9.32%. This indicates that CQP'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%4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.10%
9.32%
CQP
EPD

Financials

CQP vs. EPD - Financials Comparison

This section allows you to compare key financial metrics between Cheniere Energy Partners, L.P. 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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