PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
DVN vs. EPD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DVN and EPD is 0.42, 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.


-0.50.00.51.00.4

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.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%JulyAugustSeptemberOctoberNovemberDecember
214.49%
3,305.66%
DVN
EPD

Key characteristics

Sharpe Ratio

DVN:

-1.15

EPD:

1.91

Sortino Ratio

DVN:

-1.57

EPD:

2.73

Omega Ratio

DVN:

0.82

EPD:

1.35

Calmar Ratio

DVN:

-0.47

EPD:

2.17

Martin Ratio

DVN:

-1.64

EPD:

10.37

Ulcer Index

DVN:

17.54%

EPD:

2.42%

Daily Std Dev

DVN:

25.07%

EPD:

13.11%

Max Drawdown

DVN:

-94.93%

EPD:

-58.78%

Current Drawdown

DVN:

-61.37%

EPD:

-11.56%

Fundamentals

Market Cap

DVN:

$21.13B

EPD:

$67.82B

EPS

DVN:

$5.40

EPD:

$2.66

PE Ratio

DVN:

5.96

EPD:

11.76

PEG Ratio

DVN:

14.90

EPD:

3.03

Total Revenue (TTM)

DVN:

$15.14B

EPD:

$56.51B

Gross Profit (TTM)

DVN:

$4.64B

EPD:

$7.05B

EBITDA (TTM)

DVN:

$7.60B

EPD:

$9.74B

Returns By Period

In the year-to-date period, DVN achieves a -28.93% return, which is significantly lower than EPD's 24.29% return. Over the past 10 years, DVN has underperformed EPD with an annualized return of -3.17%, while EPD has yielded a comparatively higher 5.96% annualized return.


DVN

YTD

-28.93%

1M

-19.26%

6M

-30.67%

1Y

-29.53%

5Y*

10.37%

10Y*

-3.17%

EPD

YTD

24.29%

1M

-3.30%

6M

11.54%

1Y

24.67%

5Y*

9.99%

10Y*

5.96%

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

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.


Sharpe ratio
The chart of Sharpe ratio for DVN, currently valued at -1.15, compared to the broader market-4.00-2.000.002.00-1.151.91
The chart of Sortino ratio for DVN, currently valued at -1.57, compared to the broader market-4.00-2.000.002.004.00-1.572.73
The chart of Omega ratio for DVN, currently valued at 0.82, compared to the broader market0.501.001.502.000.821.35
The chart of Calmar ratio for DVN, currently valued at -0.47, compared to the broader market0.002.004.006.00-0.472.17
The chart of Martin ratio for DVN, currently valued at -1.64, compared to the broader market0.0010.0020.00-1.6410.37
DVN
EPD

The current DVN Sharpe Ratio is -1.15, which is lower than the EPD Sharpe Ratio of 1.91. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-1.15
1.91
DVN
EPD

Dividends

DVN vs. EPD - Dividend Comparison

DVN's dividend yield for the trailing twelve months is around 4.66%, less than EPD's 6.83% yield.


TTM20232022202120202019201820172016201520142013
DVN
Devon Energy Corporation
4.66%6.34%8.41%4.47%4.30%1.35%1.33%0.58%0.92%3.00%1.54%1.39%
EPD
Enterprise Products Partners L.P.
6.83%7.51%7.79%8.20%9.09%6.24%6.98%6.29%5.88%5.90%3.96%4.07%

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. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-61.37%
-11.56%
DVN
EPD

Volatility

DVN vs. EPD - Volatility Comparison

Devon Energy Corporation (DVN) has a higher volatility of 7.98% compared to Enterprise Products Partners L.P. (EPD) at 6.69%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
7.98%
6.69%
DVN
EPD

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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab