CVS vs. ENFR
CVS (CVS Health Corporation) is a stock, while ENFR (Alerian Energy Infrastructure ETF) is Energy Equities fund tracking the Alerian Midstream Energy Select Index. Over the past 10 years, CVS returned 3.70%/yr vs 12.28%/yr for ENFR. At a 0.28 correlation, their price movements are largely independent.
Performance
CVS vs. ENFR - Performance Comparison
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Returns By Period
In the year-to-date period, CVS achieves a 30.67% return, which is significantly higher than ENFR's 25.97% return. Over the past 10 years, CVS has underperformed ENFR with an annualized return of 3.70%, while ENFR has yielded a comparatively higher 12.28% annualized return.
CVS
- 1D
- 1.47%
- 1M
- 3.92%
- YTD
- 30.67%
- 6M
- 30.57%
- 1Y
- 59.29%
- 3Y*
- 16.60%
- 5Y*
- 7.08%
- 10Y*
- 3.70%
ENFR
- 1D
- 0.73%
- 1M
- 0.52%
- YTD
- 25.97%
- 6M
- 26.39%
- 1Y
- 26.50%
- 3Y*
- 28.39%
- 5Y*
- 19.43%
- 10Y*
- 12.28%
CVS vs. ENFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CVS CVS Health Corporation | 30.67% | 84.35% | -40.77% | -12.53% | -7.63% | 54.87% | -5.14% | 17.26% | -7.04% | -5.75% |
ENFR Alerian Energy Infrastructure ETF | 25.97% | 5.88% | 42.17% | 15.63% | 17.48% | 39.97% | -24.14% | 21.60% | -18.67% | -0.19% |
Correlation
The correlation between CVS and ENFR is 0.07, 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 | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2013 | 0.28 |
Over the past year, the correlation between CVS and ENFR has dropped to 0.07 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.
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Return for Risk
CVS vs. ENFR — Risk / Return Rank
CVS
ENFR
CVS vs. ENFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CVS Health Corporation (CVS) and Alerian Energy Infrastructure ETF (ENFR). 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.
| CVS | ENFR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.31 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.62 | 3.08 | +0.54 |
| Martin ratioReturn relative to average drawdown | 9.33 | 8.18 | +1.15 |
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Drawdowns
CVS vs. ENFR - Drawdown Comparison
The maximum CVS drawdown since its inception was -64.07%, smaller than the maximum ENFR drawdown of -68.28%. Use the drawdown chart below to compare losses from any high point for CVS and ENFR.
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Drawdown Indicators
| CVS | ENFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.07% | -68.28% | +4.21% |
Max Drawdown (1Y)Largest decline over 1 year | -16.44% | -8.64% | -7.80% |
Max Drawdown (3Y)Largest decline over 3 years | -43.98% | -15.58% | -28.40% |
Max Drawdown (5Y)Largest decline over 5 years | -56.79% | -20.29% | -36.50% |
Max Drawdown (10Y)Largest decline over 10 years | -56.79% | -62.64% | +5.85% |
Current DrawdownCurrent decline from peak | 0.00% | -3.91% | +3.91% |
Average DrawdownAverage peak-to-trough decline | -19.54% | -15.95% | -3.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.38% | 3.25% | +3.13% |
Volatility
CVS vs. ENFR - Volatility Comparison
CVS Health Corporation (CVS) has a higher volatility of 7.50% compared to Alerian Energy Infrastructure ETF (ENFR) at 5.63%. This indicates that CVS's price experiences larger fluctuations and is considered to be riskier than ENFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CVS | ENFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.50% | 5.63% | +1.87% |
Volatility (6M)Calculated over the trailing 6-month period | 25.88% | 11.48% | +14.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.05% | 14.66% | +16.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.98% | 19.30% | +10.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.30% | 24.67% | +4.63% |
Dividends
CVS vs. ENFR - Dividend Comparison
CVS's dividend yield for the trailing twelve months is around 2.61%, less than ENFR's 3.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CVS CVS Health Corporation | 2.61% | 3.35% | 5.93% | 3.06% | 2.36% | 1.94% | 2.93% | 2.69% | 3.05% | 2.76% | 2.15% | 1.43% |
ENFR Alerian Energy Infrastructure ETF | 3.98% | 4.77% | 4.41% | 5.48% | 5.23% | 7.86% | 7.57% | 5.81% | 3.98% | 2.98% | 3.31% | 3.34% |
Frequently Asked Questions
CVS and ENFR have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CVS has higher volatility (7.50%) compared to ENFR (5.63%). In terms of maximum drawdown, CVS dropped -64.07% vs ENFR's -68.28%.
CVS currently has the higher Sharpe Ratio (1.92 vs 1.82), 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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