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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.


-0.50.00.51.0
Correlation: 0.3

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%NovemberDecember2025FebruaryMarchApril
219.29%
3,446.12%
DVN
EPD

Key characteristics

Sharpe Ratio

DVN:

-0.97

EPD:

0.87

Sortino Ratio

DVN:

-1.35

EPD:

1.22

Omega Ratio

DVN:

0.82

EPD:

1.18

Calmar Ratio

DVN:

-0.58

EPD:

1.03

Martin Ratio

DVN:

-1.51

EPD:

3.85

Ulcer Index

DVN:

25.44%

EPD:

4.10%

Daily Std Dev

DVN:

39.55%

EPD:

18.24%

Max Drawdown

DVN:

-94.93%

EPD:

-58.78%

Current Drawdown

DVN:

-60.79%

EPD:

-8.77%

Fundamentals

Market Cap

DVN:

$20.41B

EPD:

$67.79B

EPS

DVN:

$4.56

EPD:

$2.69

PE Ratio

DVN:

6.90

EPD:

11.64

PEG Ratio

DVN:

14.90

EPD:

2.99

PS Ratio

DVN:

1.35

EPD:

1.21

PB Ratio

DVN:

1.39

EPD:

2.36

Total Revenue (TTM)

DVN:

$11.98B

EPD:

$41.37B

Gross Profit (TTM)

DVN:

$3.35B

EPD:

$5.32B

EBITDA (TTM)

DVN:

$5.80B

EPD:

$7.30B

Returns By Period

In the year-to-date period, DVN achieves a -3.53% return, which is significantly lower than EPD's 1.14% return. Over the past 10 years, DVN has underperformed EPD with an annualized return of -4.00%, while EPD has yielded a comparatively higher 6.51% annualized return.


DVN

YTD

-3.53%

1M

-16.33%

6M

-18.91%

1Y

-38.45%

5Y*

31.88%

10Y*

-4.00%

EPD

YTD

1.14%

1M

-7.74%

6M

11.18%

1Y

15.71%

5Y*

22.53%

10Y*

6.51%

*Annualized

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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 99
Overall Rank
The Sharpe Ratio Rank of DVN is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of DVN is 88
Sortino Ratio Rank
The Omega Ratio Rank of DVN is 88
Omega Ratio Rank
The Calmar Ratio Rank of DVN is 1515
Calmar Ratio Rank
The Martin Ratio Rank of DVN is 88
Martin Ratio Rank

EPD
The Risk-Adjusted Performance Rank of EPD is 7979
Overall Rank
The Sharpe Ratio Rank of EPD is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of EPD is 7272
Sortino Ratio Rank
The Omega Ratio Rank of EPD is 7474
Omega Ratio Rank
The Calmar Ratio Rank of EPD is 8585
Calmar Ratio Rank
The Martin Ratio Rank of EPD is 8383
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 chart of Sharpe ratio for DVN, currently valued at -0.97, compared to the broader market-2.00-1.000.001.002.003.00
DVN: -0.97
EPD: 0.87
The chart of Sortino ratio for DVN, currently valued at -1.35, compared to the broader market-6.00-4.00-2.000.002.004.00
DVN: -1.35
EPD: 1.22
The chart of Omega ratio for DVN, currently valued at 0.82, compared to the broader market0.501.001.502.00
DVN: 0.82
EPD: 1.18
The chart of Calmar ratio for DVN, currently valued at -0.58, compared to the broader market0.001.002.003.004.005.00
DVN: -0.58
EPD: 1.03
The chart of Martin ratio for DVN, currently valued at -1.51, compared to the broader market-5.000.005.0010.0015.0020.00
DVN: -1.51
EPD: 3.85

The current DVN Sharpe Ratio is -0.97, which is lower than the EPD Sharpe Ratio of 0.87. 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.97
0.87
DVN
EPD

Dividends

DVN vs. EPD - Dividend Comparison

DVN's dividend yield for the trailing twelve months is around 3.99%, less than EPD's 6.73% yield.


TTM20242023202220212020201920182017201620152014
DVN
Devon Energy Corporation
3.99%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.
6.73%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. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-60.79%
-8.77%
DVN
EPD

Volatility

DVN vs. EPD - Volatility Comparison

Devon Energy Corporation (DVN) has a higher volatility of 28.72% compared to Enterprise Products Partners L.P. (EPD) at 11.85%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
28.72%
11.85%
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