PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ENB vs. EPD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ENB and EPD is 0.36, 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.


-0.50.00.51.00.4

Performance

ENB vs. EPD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Enbridge Inc. (ENB) and Enterprise Products Partners L.P. (EPD). The values are adjusted to include any dividend payments, if applicable.

2,000.00%2,500.00%3,000.00%3,500.00%AugustSeptemberOctoberNovemberDecember2025
2,420.53%
3,654.61%
ENB
EPD

Key characteristics

Sharpe Ratio

ENB:

2.24

EPD:

2.64

Sortino Ratio

ENB:

3.16

EPD:

3.73

Omega Ratio

ENB:

1.38

EPD:

1.49

Calmar Ratio

ENB:

1.49

EPD:

3.10

Martin Ratio

ENB:

11.89

EPD:

11.20

Ulcer Index

ENB:

2.72%

EPD:

3.20%

Daily Std Dev

ENB:

14.43%

EPD:

13.57%

Max Drawdown

ENB:

-46.35%

EPD:

-58.78%

Current Drawdown

ENB:

0.00%

EPD:

-2.50%

Fundamentals

Market Cap

ENB:

$97.29B

EPD:

$72.98B

EPS

ENB:

$2.05

EPD:

$2.65

PE Ratio

ENB:

21.71

EPD:

12.67

PEG Ratio

ENB:

2.17

EPD:

3.26

Total Revenue (TTM)

ENB:

$37.19B

EPD:

$41.89B

Gross Profit (TTM)

ENB:

$13.92B

EPD:

$5.18B

EBITDA (TTM)

ENB:

$13.66B

EPD:

$7.27B

Returns By Period

In the year-to-date period, ENB achieves a 4.90% return, which is significantly lower than EPD's 7.05% return. Over the past 10 years, ENB has underperformed EPD with an annualized return of 5.14%, while EPD has yielded a comparatively higher 6.52% annualized return.


ENB

YTD

4.90%

1M

9.33%

6M

25.80%

1Y

32.70%

5Y*

9.15%

10Y*

5.14%

EPD

YTD

7.05%

1M

9.96%

6M

16.00%

1Y

34.52%

5Y*

11.61%

10Y*

6.52%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ENB vs. EPD — Risk-Adjusted Performance Rank

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

ENB
The Risk-Adjusted Performance Rank of ENB is 9191
Overall Rank
The Sharpe Ratio Rank of ENB is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of ENB is 9393
Sortino Ratio Rank
The Omega Ratio Rank of ENB is 9090
Omega Ratio Rank
The Calmar Ratio Rank of ENB is 8686
Calmar Ratio Rank
The Martin Ratio Rank of ENB is 9393
Martin Ratio Rank

EPD
The Risk-Adjusted Performance Rank of EPD is 9595
Overall Rank
The Sharpe Ratio Rank of EPD is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of EPD is 9595
Sortino Ratio Rank
The Omega Ratio Rank of EPD is 9494
Omega Ratio Rank
The Calmar Ratio Rank of EPD is 9595
Calmar Ratio Rank
The Martin Ratio Rank of EPD is 9393
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.

ENB vs. EPD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Enbridge Inc. (ENB) 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.


Sharpe ratio
The chart of Sharpe ratio for ENB, currently valued at 2.24, compared to the broader market-2.000.002.004.002.242.64
The chart of Sortino ratio for ENB, currently valued at 3.16, compared to the broader market-4.00-2.000.002.004.003.163.73
The chart of Omega ratio for ENB, currently valued at 1.38, compared to the broader market0.501.001.502.001.381.49
The chart of Calmar ratio for ENB, currently valued at 1.49, compared to the broader market0.002.004.006.001.493.10
The chart of Martin ratio for ENB, currently valued at 11.89, compared to the broader market-10.000.0010.0020.0030.0011.8911.20
ENB
EPD

The current ENB Sharpe Ratio is 2.24, which is comparable to the EPD Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of ENB 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 Ratio0.000.501.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
2.24
2.64
ENB
EPD

Dividends

ENB vs. EPD - Dividend Comparison

ENB's dividend yield for the trailing twelve months is around 5.98%, less than EPD's 6.20% yield.


TTM20242023202220212020201920182017201620152014
ENB
Enbridge Inc.
5.98%6.28%7.29%6.79%6.86%7.56%5.57%6.69%4.73%3.78%4.41%2.47%
EPD
Enterprise Products Partners L.P.
6.20%6.63%7.51%7.79%8.20%9.09%6.24%6.98%6.29%5.88%5.90%3.96%

Drawdowns

ENB vs. EPD - Drawdown Comparison

The maximum ENB drawdown since its inception was -46.35%, smaller than the maximum EPD drawdown of -58.78%. Use the drawdown chart below to compare losses from any high point for ENB and EPD. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember20250
-2.50%
ENB
EPD

Volatility

ENB vs. EPD - Volatility Comparison

The current volatility for Enbridge Inc. (ENB) is 4.39%, while Enterprise Products Partners L.P. (EPD) has a volatility of 5.41%. This indicates that ENB experiences smaller price fluctuations and is considered to be less risky than EPD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
4.39%
5.41%
ENB
EPD

Financials

ENB vs. EPD - Financials Comparison

This section allows you to compare key financial metrics between Enbridge Inc. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab