ENB-PD.TO vs. SGR-U.TO

Last updated Apr 2, 2026

Compare and contrast key facts about Enbridge Inc. (ENB-PD.TO) and Slate Grocery REIT (SGR-U.TO).

Performance

ENB-PD.TO vs. SGR-U.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Enbridge Inc. (ENB-PD.TO) and Slate Grocery REIT (SGR-U.TO). The values are adjusted to include any dividend payments, if applicable.

ENB-PD.TO vs. SGR-U.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ENB-PD.TO Enbridge Inc.	1.16%	21.84%	24.80%	3.12%	-7.44%	55.01%	-6.20%	1.97%	-10.49%	21.15%
SGR-U.TO Slate Grocery REIT	1.14%	18.94%	22.33%	-13.33%	10.02%	35.73%	-5.84%	20.62%	-4.19%	-6.61%

Different Trading Currencies

ENB-PD.TO is traded in CAD, while SGR-U.TO is traded in USD. To make them comparable, the SGR-U.TO values have been converted to CAD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with ENB-PD.TO having a 1.16% return and SGR-U.TO slightly lower at 1.14%. Over the past 10 years, ENB-PD.TO has outperformed SGR-U.TO with an annualized return of 11.61%, while SGR-U.TO has yielded a comparatively lower 7.99% annualized return.

ENB-PD.TO

• 1D: 0.32%
• 1M: -0.55%
• YTD: 1.16%
• 6M: 8.65%
• 1Y: 19.56%
• 3Y*: 14.68%
• 5Y*: 13.04%
• 10Y*: 11.61%

SGR-U.TO

• 1D: 3.30%
• 1M: -3.03%
• YTD: 1.14%
• 6M: 10.00%
• 1Y: 13.05%
• 3Y*: 11.23%
• 5Y*: 12.63%
• 10Y*: 7.99%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

ENB-PD.TO vs. SGR-U.TO — Risk / Return Rank

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

ENB-PD.TO

ENB-PD.TO Risk / Return Rank: 84
ENB-PD.TO Sharpe Ratio Rank: 88
ENB-PD.TO Sortino Ratio Rank: 82
ENB-PD.TO Omega Ratio Rank: 92
ENB-PD.TO Calmar Ratio Rank: 72
ENB-PD.TO Martin Ratio Rank: 83

SGR-U.TO

SGR-U.TO Risk / Return Rank: 69
SGR-U.TO Sharpe Ratio Rank: 67
SGR-U.TO Sortino Ratio Rank: 58
SGR-U.TO Omega Ratio Rank: 68
SGR-U.TO Calmar Ratio Rank: 72
SGR-U.TO Martin Ratio Rank: 79

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ENB-PD.TO vs. SGR-U.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Enbridge Inc. (ENB-PD.TO) and Slate Grocery REIT (SGR-U.TO). 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.

	ENB-PD.TO	SGR-U.TO	Difference
Sharpe ratio Return per unit of total volatility	1.85	0.63	+1.22
Sortino ratio Return per unit of downside risk	2.28	0.97	+1.31
Omega ratio Gain probability vs. loss probability	1.44	1.15	+0.28
Calmar ratio Return relative to maximum drawdown	1.69	1.24	+0.45
Martin ratio Return relative to average drawdown	7.36	4.76	+2.60
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ENB-PD.TO vs. SGR-U.TO - Sharpe Ratio Comparison

The current ENB-PD.TO Sharpe Ratio is 1.85, which is higher than the SGR-U.TO Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of ENB-PD.TO and SGR-U.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ENB-PD.TO	SGR-U.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.85	0.63	+1.22
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.06	0.52	+0.54
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.67	0.32	+0.35
Sharpe Ratio (All Time) Calculated using the full available price history	0.30	0.35	-0.05

Correlation

The correlation between ENB-PD.TO and SGR-U.TO is 0.10, 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.

Dividends

ENB-PD.TO vs. SGR-U.TO - Dividend Comparison

ENB-PD.TO's dividend yield for the trailing twelve months is around 6.21%, more than SGR-U.TO's 5.64% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ENB-PD.TO Enbridge Inc.	6.21%	6.19%	7.05%	7.79%	6.42%	5.60%	8.15%	7.03%	6.50%	5.07%	5.83%	6.19%
SGR-U.TO Slate Grocery REIT	5.64%	5.48%	6.56%	7.01%	6.00%	6.05%	7.30%	6.42%	7.58%	6.08%	5.41%	5.67%

Drawdowns

ENB-PD.TO vs. SGR-U.TO - Drawdown Comparison

The maximum ENB-PD.TO drawdown since its inception was -49.63%, smaller than the maximum SGR-U.TO drawdown of -58.52%. Use the drawdown chart below to compare losses from any high point for ENB-PD.TO and SGR-U.TO.

Drawdown Indicators

	ENB-PD.TO	SGR-U.TO	Difference
Max Drawdown Largest peak-to-trough decline	-49.63%	-62.05%	+12.42%
Max Drawdown (1Y) Largest decline over 1 year	-11.57%	-12.48%	+0.91%
Max Drawdown (5Y) Largest decline over 5 years	-21.95%	-43.98%	+22.03%
Max Drawdown (10Y) Largest decline over 10 years	-49.63%	-62.05%	+12.42%
Current Drawdown Current decline from peak	-1.27%	-5.52%	+4.25%
Average Drawdown Average peak-to-trough decline	-10.48%	-11.63%	+1.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.65%	3.40%	-0.75%

Volatility

ENB-PD.TO vs. SGR-U.TO - Volatility Comparison

The current volatility for Enbridge Inc. (ENB-PD.TO) is 1.81%, while Slate Grocery REIT (SGR-U.TO) has a volatility of 6.43%. This indicates that ENB-PD.TO experiences smaller price fluctuations and is considered to be less risky than SGR-U.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ENB-PD.TO	SGR-U.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.81%	6.43%	-4.62%
Volatility (6M) Calculated over the trailing 6-month period	5.36%	13.60%	-8.24%
Volatility (1Y) Calculated over the trailing 1-year period	10.64%	20.93%	-10.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.43%	25.84%	-13.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.33%	29.71%	-12.38%

Financials