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ENB vs. AOS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ENB vs. AOS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Enbridge Inc. (ENB) and A. O. Smith Corporation (AOS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ENB achieves a 19.75% return, which is significantly higher than AOS's -14.27% return. Over the past 10 years, ENB has outperformed AOS with an annualized return of 9.66%, while AOS has yielded a comparatively lower 5.11% annualized return.


ENB

1D
-0.91%
1M
3.29%
YTD
19.75%
6M
19.95%
1Y
25.18%
3Y*
21.79%
5Y*
14.50%
10Y*
9.66%

AOS

1D
-0.05%
1M
-3.62%
YTD
-14.27%
6M
-14.83%
1Y
-9.49%
3Y*
-4.15%
5Y*
-1.99%
10Y*
5.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ENB vs. AOS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ENB
Enbridge Inc.
19.75%19.51%26.35%-1.13%6.46%30.83%-13.60%36.05%-15.53%-2.73%
AOS
A. O. Smith Corporation
-14.27%0.07%-15.92%47.30%-32.07%59.28%17.46%13.65%-29.35%30.78%

Correlation

The correlation between ENB and AOS is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.13

Correlation (3Y)
Calculated over the trailing 3-year period

0.21

Correlation (5Y)
Calculated over the trailing 5-year period

0.29

Correlation (10Y)
Calculated over the trailing 10-year period

0.28

Correlation (All Time)
Calculated using the full available price history since Mar 28, 1990

0.21

The correlation between ENB and AOS shifts across timeframes, from 0.13 (1 year) to 0.29 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

ENB:

$4.92

AOS:

$3.75

PE Ratio

ENB:

11.34

AOS:

15.13

PEG Ratio

ENB:

0.52

AOS:

0.62

PS Ratio

ENB:

1.33

AOS:

2.09

Total Revenue (TTM)

ENB:

$69.05B

AOS:

$3.81B

Gross Profit (TTM)

ENB:

$15.35B

AOS:

$1.48B

EBITDA (TTM)

ENB:

$17.09B

AOS:

$794.70M

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Return for Risk

ENB vs. AOS — Risk / Return Rank

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

ENB
ENB Risk / Return Rank: 7979
Overall Rank
ENB Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
ENB Sortino Ratio Rank: 7979
Sortino Ratio Rank
ENB Omega Ratio Rank: 7575
Omega Ratio Rank
ENB Calmar Ratio Rank: 8080
Calmar Ratio Rank
ENB Martin Ratio Rank: 8181
Martin Ratio Rank

AOS
AOS Risk / Return Rank: 2525
Overall Rank
AOS Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
AOS Sortino Ratio Rank: 2121
Sortino Ratio Rank
AOS Omega Ratio Rank: 2222
Omega Ratio Rank
AOS Calmar Ratio Rank: 3030
Calmar Ratio Rank
AOS Martin Ratio Rank: 2626
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 vs. AOS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Enbridge Inc. (ENB) and A. O. Smith Corporation (AOS). 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.


ENBAOSDifference
Sharpe ratioReturn per unit of total volatility

+1.96

Sortino ratioReturn per unit of downside risk

+2.68

Omega ratioGain probability vs. loss probability

1.27

0.95

+0.32

Calmar ratioReturn relative to maximum drawdown

2.78

-0.31

+3.09

Martin ratioReturn relative to average drawdown

6.97

-0.77

+7.74

ENB vs. AOS - Sharpe Ratio Comparison

The current ENB Sharpe Ratio is 1.57, which is higher than the AOS Sharpe Ratio of -0.39. The chart below compares the historical Sharpe Ratios of ENB and AOS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ENBAOSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

-0.39

+1.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

-0.07

+0.86

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.19

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.42

+0.11

Drawdowns

ENB vs. AOS - Drawdown Comparison

The maximum ENB drawdown since its inception was -46.35%, smaller than the maximum AOS drawdown of -66.07%. Use the drawdown chart below to compare losses from any high point for ENB and AOS.


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Drawdown Indicators


ENBAOSDifference

Max Drawdown

Largest peak-to-trough decline

-46.35%

-66.07%

+19.72%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

-30.29%

+21.19%

Max Drawdown (3Y)

Largest decline over 3 years

-16.40%

-36.93%

+20.53%

Max Drawdown (5Y)

Largest decline over 5 years

-28.32%

-42.68%

+14.36%

Max Drawdown (10Y)

Largest decline over 10 years

-44.07%

-46.81%

+2.74%

Current Drawdown

Current decline from peak

-3.84%

-35.86%

+32.02%

Average Drawdown

Average peak-to-trough decline

-10.83%

-20.47%

+9.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.69%

12.30%

-8.61%

Volatility

ENB vs. AOS - Volatility Comparison

The current volatility for Enbridge Inc. (ENB) is 5.73%, while A. O. Smith Corporation (AOS) has a volatility of 7.88%. This indicates that ENB experiences smaller price fluctuations and is considered to be less risky than AOS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ENBAOSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.73%

7.88%

-2.15%

Volatility (6M)

Calculated over the trailing 6-month period

12.90%

18.90%

-6.00%

Volatility (1Y)

Calculated over the trailing 1-year period

16.06%

24.73%

-8.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.62%

27.07%

-8.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.34%

27.06%

-2.72%

Dividends

ENB vs. AOS - Dividend Comparison

ENB's dividend yield for the trailing twelve months is around 4.97%, more than AOS's 2.50% yield.


PositionTTM20252024202320222021202020192018201720162015
AOS
A. O. Smith Corporation
2.50%2.06%1.91%1.84%1.99%1.23%1.79%1.89%1.78%0.91%1.01%0.99%
ENB
Enbridge Inc.
4.97%5.66%6.28%7.31%6.80%6.85%7.55%5.58%6.68%4.71%4.13%4.71%

Financials

ENB vs. AOS - Financials Comparison

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


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.005.00B10.00B15.00B20.00B20222023202420252026
22.36B
945.60M
(ENB) Total Revenue
(AOS) Total Revenue
Values in USD except per share items

ENB vs. AOS - Profitability Comparison

The chart below illustrates the profitability comparison between Enbridge Inc. and A. O. Smith Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%202220232024202520260
38.7%
Portfolio components
ENB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Enbridge Inc. reported a gross profit of 0.00 and revenue of 22.36B. Therefore, the gross margin over that period was 0.0%.

AOS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, A. O. Smith Corporation reported a gross profit of 365.70M and revenue of 945.60M. Therefore, the gross margin over that period was 38.7%.

ENB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Enbridge Inc. reported an operating income of 3.23B and revenue of 22.36B, resulting in an operating margin of 14.4%.

AOS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, A. O. Smith Corporation reported an operating income of 161.80M and revenue of 945.60M, resulting in an operating margin of 17.1%.

ENB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Enbridge Inc. reported a net income of 2.95B and revenue of 22.36B, resulting in a net margin of 13.2%.

AOS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, A. O. Smith Corporation reported a net income of 118.00M and revenue of 945.60M, resulting in a net margin of 12.5%.


Frequently Asked Questions


ENB and AOS have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AOS has higher volatility (7.88%) compared to ENB (5.73%). In terms of maximum drawdown, ENB dropped -46.35% vs AOS's -66.07%.

ENB currently has the higher Sharpe Ratio (1.57 vs -0.39), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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