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

Correlation

The correlation between DVN and EPD is 0.35, 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

DVN vs. EPD - Performance Comparison

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

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Key characteristics

Sharpe Ratio

DVN:

-0.86

EPD:

0.91

Sortino Ratio

DVN:

-1.00

EPD:

1.39

Omega Ratio

DVN:

0.87

EPD:

1.20

Calmar Ratio

DVN:

-0.48

EPD:

1.21

Martin Ratio

DVN:

-1.39

EPD:

3.95

Ulcer Index

DVN:

22.96%

EPD:

4.72%

Daily Std Dev

DVN:

40.31%

EPD:

18.67%

Max Drawdown

DVN:

-94.93%

EPD:

-58.78%

Current Drawdown

DVN:

-61.05%

EPD:

-7.66%

Fundamentals

Market Cap

DVN:

$19.99B

EPD:

$67.34B

EPS

DVN:

$4.39

EPD:

$2.67

PE Ratio

DVN:

7.09

EPD:

11.63

PEG Ratio

DVN:

14.90

EPD:

2.83

PS Ratio

DVN:

1.25

EPD:

1.18

PB Ratio

DVN:

1.37

EPD:

2.33

Total Revenue (TTM)

DVN:

$16.65B

EPD:

$56.79B

Gross Profit (TTM)

DVN:

$9.57B

EPD:

$7.05B

EBITDA (TTM)

DVN:

$7.49B

EPD:

$9.58B

Returns By Period

In the year-to-date period, DVN achieves a -4.18% return, which is significantly lower than EPD's 2.37% return. Over the past 10 years, DVN has underperformed EPD with an annualized return of -3.51%, while EPD has yielded a comparatively higher 7.12% annualized return.


DVN

YTD

-4.18%

1M

-0.95%

6M

-16.07%

1Y

-34.47%

3Y*

-21.95%

5Y*

27.11%

10Y*

-3.51%

EPD

YTD

2.37%

1M

1.94%

6M

-5.05%

1Y

16.78%

3Y*

11.17%

5Y*

17.84%

10Y*

7.12%

*Annualized

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Devon Energy Corporation

Enterprise Products Partners L.P.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

DVN vs. EPD — Risk-Adjusted Performance Rank

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

DVN
The Risk-Adjusted Performance Rank of DVN is 1212
Overall Rank
The Sharpe Ratio Rank of DVN is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of DVN is 1212
Sortino Ratio Rank
The Omega Ratio Rank of DVN is 1212
Omega Ratio Rank
The Calmar Ratio Rank of DVN is 1919
Calmar Ratio Rank
The Martin Ratio Rank of DVN is 99
Martin Ratio Rank

EPD
The Risk-Adjusted Performance Rank of EPD is 8080
Overall Rank
The Sharpe Ratio Rank of EPD is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of EPD is 7474
Sortino Ratio Rank
The Omega Ratio Rank of EPD is 7575
Omega Ratio Rank
The Calmar Ratio Rank of EPD is 8686
Calmar Ratio Rank
The Martin Ratio Rank of EPD is 8282
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.

DVN vs. EPD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Devon Energy Corporation (DVN) 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.


The current DVN Sharpe Ratio is -0.86, which is lower than the EPD Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of DVN 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

DVN vs. EPD - Dividend Comparison

DVN's dividend yield for the trailing twelve months is around 4.01%, less than EPD's 6.83% yield.


TTM20242023202220212020201920182017201620152014
DVN
Devon Energy Corporation
4.01%4.43%6.34%8.41%4.47%4.30%1.35%1.33%0.58%0.92%3.00%1.54%
EPD
Enterprise Products Partners L.P.
6.83%6.63%7.51%7.79%8.20%9.09%6.24%6.98%6.29%5.88%5.90%3.96%

Drawdowns

DVN vs. EPD - Drawdown Comparison

The maximum DVN drawdown since its inception was -94.93%, which is greater than EPD's maximum drawdown of -58.78%. Use the drawdown chart below to compare losses from any high point for DVN and EPD.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

DVN vs. EPD - Volatility Comparison

Devon Energy Corporation (DVN) has a higher volatility of 9.66% compared to Enterprise Products Partners L.P. (EPD) at 4.80%. This indicates that DVN'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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Financials

DVN vs. EPD - Financials Comparison

This section allows you to compare key financial metrics between Devon Energy Corporation 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


0.005.00B10.00B15.00B20212022202320242025
4.45B
15.42B
(DVN) Total Revenue
(EPD) Total Revenue
Values in USD except per share items

DVN vs. EPD - Profitability Comparison

The chart below illustrates the profitability comparison between Devon Energy Corporation and Enterprise Products Partners L.P. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%60.0%70.0%20212022202320242025
26.8%
11.2%
(DVN) Gross Margin
(EPD) Gross Margin
DVN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, Devon Energy Corporation reported a gross profit of 1.19B and revenue of 4.45B. Therefore, the gross margin over that period was 26.8%.

EPD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, Enterprise Products Partners L.P. reported a gross profit of 1.73B and revenue of 15.42B. Therefore, the gross margin over that period was 11.2%.

DVN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, Devon Energy Corporation reported an operating income of 1.05B and revenue of 4.45B, resulting in an operating margin of 23.6%.

EPD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, Enterprise Products Partners L.P. reported an operating income of 1.76B and revenue of 15.42B, resulting in an operating margin of 11.4%.

DVN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, Devon Energy Corporation reported a net income of 494.00M and revenue of 4.45B, resulting in a net margin of 11.1%.

EPD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, Enterprise Products Partners L.P. reported a net income of 1.39B and revenue of 15.42B, resulting in a net margin of 9.0%.