ENB-PP.TO vs. MUR
ENB-PP.TO (Enbridge Inc.) and MUR (Murphy Oil Corporation) are both stocks. Both are in the Energy sector — ENB-PP.TO in Oil & Gas Midstream, MUR in Oil & Gas E&P. Over the past 10 years, ENB-PP.TO returned 11.49%/yr vs 7.45%/yr for MUR. At a 0.16 correlation, their price movements are largely independent.
Performance
ENB-PP.TO vs. MUR - Performance Comparison
Loading charts...
Different Trading Currencies
ENB-PP.TO is traded in CAD, while MUR is traded in USD. To make them comparable, the MUR values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, ENB-PP.TO achieves a 9.81% return, which is significantly lower than MUR's 29.26% return. Over the past 10 years, ENB-PP.TO has outperformed MUR with an annualized return of 11.49%, while MUR has yielded a comparatively lower 7.45% annualized return.
ENB-PP.TO
- 1D
- 0.25%
- 1M
- -0.91%
- YTD
- 9.81%
- 6M
- 11.64%
- 1Y
- 25.24%
- 3Y*
- 22.41%
- 5Y*
- 11.21%
- 10Y*
- 11.49%
MUR
- 1D
- 1.09%
- 1M
- 2.55%
- YTD
- 29.26%
- 6M
- 20.33%
- 1Y
- 64.03%
- 3Y*
- 6.10%
- 5Y*
- 17.36%
- 10Y*
- 7.45%
ENB-PP.TO vs. MUR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ENB-PP.TO Enbridge Inc. | 9.81% | 19.26% | 30.47% | 14.74% | -17.62% | 44.79% | -3.99% | 6.63% | -15.91% | 19.44% |
MUR Murphy Oil Corporation | 29.26% | 3.72% | -20.57% | -0.45% | 79.18% | 121.26% | -53.86% | 14.55% | -15.54% | -3.59% |
Correlation
The correlation between ENB-PP.TO and MUR is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Sep 13, 2012 | 0.16 |
The correlation between ENB-PP.TO and MUR shifts across timeframes, from -0.00 (1 year) to 0.18 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ENB-PP.TO vs. MUR — Risk / Return Rank
ENB-PP.TO
MUR
ENB-PP.TO vs. MUR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Enbridge Inc. (ENB-PP.TO) and Murphy Oil Corporation (MUR). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ENB-PP.TO | MUR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.04 | ||
| Sortino ratioReturn per unit of downside risk | +3.35 | ||
| Omega ratioGain probability vs. loss probability | 1.72 | 1.24 | +0.48 |
| Calmar ratioReturn relative to maximum drawdown | 5.99 | 4.23 | +1.76 |
| Martin ratioReturn relative to average drawdown | 25.80 | 9.19 | +16.61 |
Loading charts...
Drawdowns
ENB-PP.TO vs. MUR - Drawdown Comparison
The maximum ENB-PP.TO drawdown since its inception was -50.40%, smaller than the maximum MUR drawdown of -88.65%. Use the drawdown chart below to compare losses from any high point for ENB-PP.TO and MUR.
Loading charts...
Drawdown Indicators
| ENB-PP.TO | MUR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.40% | -88.65% | +38.25% |
Max Drawdown (1Y)Largest decline over 1 year | -4.25% | -16.66% | +12.41% |
Max Drawdown (3Y)Largest decline over 3 years | -10.83% | -56.35% | +45.52% |
Max Drawdown (5Y)Largest decline over 5 years | -26.27% | -56.35% | +30.08% |
Max Drawdown (10Y)Largest decline over 10 years | -50.40% | -84.81% | +34.41% |
Current DrawdownCurrent decline from peak | -1.31% | -10.08% | +8.77% |
Average DrawdownAverage peak-to-trough decline | -11.22% | -29.60% | +18.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.98% | 7.64% | -6.66% |
Volatility
ENB-PP.TO vs. MUR - Volatility Comparison
The current volatility for Enbridge Inc. (ENB-PP.TO) is 1.49%, while Murphy Oil Corporation (MUR) has a volatility of 12.74%. This indicates that ENB-PP.TO experiences smaller price fluctuations and is considered to be less risky than MUR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ENB-PP.TO | MUR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.49% | 12.74% | -11.25% |
Volatility (6M)Calculated over the trailing 6-month period | 4.63% | 35.97% | -31.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.23% | 47.80% | -40.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.68% | 46.46% | -33.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.34% | 55.65% | -38.31% |
Dividends
ENB-PP.TO vs. MUR - Dividend Comparison
ENB-PP.TO's dividend yield for the trailing twelve months is around 6.15%, more than MUR's 3.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENB-PP.TO Enbridge Inc. | 6.15% | 6.55% | 6.81% | 6.54% | 5.26% | 4.14% | 7.62% | 6.60% | 6.15% | 4.92% | 5.59% | 5.93% |
MUR Murphy Oil Corporation | 3.48% | 4.16% | 3.97% | 2.58% | 1.92% | 1.91% | 5.17% | 3.73% | 4.28% | 3.22% | 3.85% | 6.24% |
Financials
ENB-PP.TO vs. MUR - Financials Comparison
This section allows you to compare key financial metrics between Enbridge Inc. and Murphy Oil Corporation. 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
Frequently Asked Questions
ENB-PP.TO and MUR have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for ENB-PP.TO and MUR
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer