DVN vs. EPD
Compare and contrast key facts about Devon Energy Corporation (DVN) and Enterprise Products Partners L.P. (EPD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DVN or EPD.
Performance
DVN vs. EPD - Performance Comparison
Returns By Period
In the year-to-date period, DVN achieves a -12.66% return, which is significantly lower than EPD's 26.90% return. Over the past 10 years, DVN has underperformed EPD with an annualized return of -1.95%, while EPD has yielded a comparatively higher 4.75% annualized return.
DVN
-12.66%
-5.39%
-21.00%
-11.23%
19.11%
-1.95%
EPD
26.90%
8.49%
12.85%
27.29%
12.96%
4.75%
Fundamentals
| DVN | EPD | |
|---|---|---|
| Market Cap | $25.19B | $66.02B |
| EPS | $5.40 | $2.66 |
| PE Ratio | 7.10 | 11.44 |
| PEG Ratio | 14.90 | 3.02 |
| Total Revenue (TTM) | $15.43B | $56.51B |
| Gross Profit (TTM) | $7.64B | $7.05B |
| EBITDA (TTM) | $7.26B | $9.39B |
Key characteristics
| DVN | EPD | |
|---|---|---|
| Sharpe Ratio | -0.47 | 2.33 |
| Sortino Ratio | -0.51 | 3.38 |
| Omega Ratio | 0.94 | 1.42 |
| Calmar Ratio | -0.22 | 5.00 |
| Martin Ratio | -0.79 | 13.52 |
| Ulcer Index | 14.69% | 2.03% |
| Daily Std Dev | 24.48% | 11.75% |
| Max Drawdown | -94.93% | -58.78% |
| Current Drawdown | -52.53% | 0.00% |
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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.
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.
Dividends
DVN vs. EPD - Dividend Comparison
DVN's dividend yield for the trailing twelve months is around 5.20%, less than EPD's 6.69% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DVN Devon Energy Corporation | 5.20% | 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. | 6.69% | 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.
Volatility
DVN vs. EPD - Volatility Comparison
Devon Energy Corporation (DVN) has a higher volatility of 6.35% compared to Enterprise Products Partners L.P. (EPD) at 3.06%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities