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ENB-PP.TO vs. ENB-PD.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

ENB-PP.TO vs. ENB-PD.TO - Performance Comparison

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

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ENB-PP.TO vs. ENB-PD.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ENB-PP.TO
Enbridge Inc.
5.06%19.26%30.47%14.74%-16.47%46.72%-3.99%6.63%-15.91%19.44%
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%

Fundamentals

Returns By Period

In the year-to-date period, ENB-PP.TO achieves a 5.06% return, which is significantly higher than ENB-PD.TO's 1.16% return. Both investments have delivered pretty close results over the past 10 years, with ENB-PP.TO having a 11.33% annualized return and ENB-PD.TO not far ahead at 11.61%.


ENB-PP.TO

1D
0.34%
1M
-0.04%
YTD
5.06%
6M
12.07%
1Y
23.06%
3Y*
21.88%
5Y*
13.62%
10Y*
11.33%

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

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Return for Risk

ENB-PP.TO vs. ENB-PD.TO — Risk / Return Rank

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

ENB-PP.TO
ENB-PP.TO Risk / Return Rank: 8989
Overall Rank
ENB-PP.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ENB-PP.TO Sortino Ratio Rank: 9090
Sortino Ratio Rank
ENB-PP.TO Omega Ratio Rank: 9595
Omega Ratio Rank
ENB-PP.TO Calmar Ratio Rank: 8080
Calmar Ratio Rank
ENB-PP.TO Martin Ratio Rank: 8989
Martin Ratio Rank

ENB-PD.TO
ENB-PD.TO Risk / Return Rank: 8484
Overall Rank
ENB-PD.TO Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
ENB-PD.TO Sortino Ratio Rank: 8282
Sortino Ratio Rank
ENB-PD.TO Omega Ratio Rank: 9292
Omega Ratio Rank
ENB-PD.TO Calmar Ratio Rank: 7272
Calmar Ratio Rank
ENB-PD.TO Martin Ratio Rank: 8383
Martin Ratio Rank
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-PP.TO vs. ENB-PD.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Enbridge Inc. (ENB-PP.TO) and Enbridge Inc. (ENB-PD.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-PP.TOENB-PD.TODifference

Sharpe ratio

Return per unit of total volatility

2.31

1.85

+0.46

Sortino ratio

Return per unit of downside risk

2.91

2.28

+0.63

Omega ratio

Gain probability vs. loss probability

1.52

1.44

+0.08

Calmar ratio

Return relative to maximum drawdown

2.43

1.69

+0.74

Martin ratio

Return relative to average drawdown

10.32

7.36

+2.96

ENB-PP.TO vs. ENB-PD.TO - Sharpe Ratio Comparison

The current ENB-PP.TO Sharpe Ratio is 2.31, which is comparable to the ENB-PD.TO Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of ENB-PP.TO and ENB-PD.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.


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Sharpe Ratios by Period


ENB-PP.TOENB-PD.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.31

1.85

+0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.07

1.06

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.67

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.30

+0.02

Correlation

The correlation between ENB-PP.TO and ENB-PD.TO is 0.57, 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.


Dividends

ENB-PP.TO vs. ENB-PD.TO - Dividend Comparison

ENB-PP.TO's dividend yield for the trailing twelve months is around 6.34%, more than ENB-PD.TO's 6.21% yield.


TTM20252024202320222021202020192018201720162015
ENB-PP.TO
Enbridge Inc.
6.34%6.55%6.81%6.54%7.02%5.52%7.62%6.60%6.15%4.92%5.59%5.93%
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%

Drawdowns

ENB-PP.TO vs. ENB-PD.TO - Drawdown Comparison

The maximum ENB-PP.TO drawdown since its inception was -50.40%, roughly equal to the maximum ENB-PD.TO drawdown of -49.63%. Use the drawdown chart below to compare losses from any high point for ENB-PP.TO and ENB-PD.TO.


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Drawdown Indicators


ENB-PP.TOENB-PD.TODifference

Max Drawdown

Largest peak-to-trough decline

-50.40%

-49.63%

-0.77%

Max Drawdown (1Y)

Largest decline over 1 year

-9.65%

-11.57%

+1.92%

Max Drawdown (5Y)

Largest decline over 5 years

-24.75%

-21.95%

-2.80%

Max Drawdown (10Y)

Largest decline over 10 years

-50.40%

-49.63%

-0.77%

Current Drawdown

Current decline from peak

-0.47%

-1.27%

+0.80%

Average Drawdown

Average peak-to-trough decline

-11.11%

-10.48%

-0.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.27%

2.65%

-0.38%

Volatility

ENB-PP.TO vs. ENB-PD.TO - Volatility Comparison

Enbridge Inc. (ENB-PP.TO) has a higher volatility of 2.06% compared to Enbridge Inc. (ENB-PD.TO) at 1.81%. This indicates that ENB-PP.TO's price experiences larger fluctuations and is considered to be riskier than ENB-PD.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ENB-PP.TOENB-PD.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.06%

1.81%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

5.72%

5.36%

+0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

10.03%

10.64%

-0.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.81%

12.43%

+0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.52%

17.33%

+0.19%

Financials

ENB-PP.TO vs. ENB-PD.TO - Financials Comparison

This section allows you to compare key financial metrics between Enbridge Inc. and Enbridge Inc.. 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


(ENB-PP.TO) Total Revenue
(ENB-PD.TO) Total Revenue
Values in CAD except per share items