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ENB vs. EPD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ENB and EPD is 0.35, 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.


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.

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Key characteristics

Sharpe Ratio

ENB:

1.80

EPD:

1.17

Sortino Ratio

ENB:

2.29

EPD:

1.49

Omega Ratio

ENB:

1.31

EPD:

1.21

Calmar Ratio

ENB:

1.81

EPD:

1.30

Martin Ratio

ENB:

9.51

EPD:

4.37

Ulcer Index

ENB:

3.05%

EPD:

4.58%

Daily Std Dev

ENB:

16.75%

EPD:

18.53%

Max Drawdown

ENB:

-46.35%

EPD:

-58.78%

Current Drawdown

ENB:

-2.82%

EPD:

-3.61%

Fundamentals

Market Cap

ENB:

$97.79B

EPD:

$70.03B

EPS

ENB:

$1.93

EPD:

$2.67

PE Ratio

ENB:

23.24

EPD:

12.09

PEG Ratio

ENB:

2.23

EPD:

2.94

PS Ratio

ENB:

1.60

EPD:

1.23

PB Ratio

ENB:

2.22

EPD:

2.42

Total Revenue (TTM)

ENB:

$60.94B

EPD:

$56.79B

Gross Profit (TTM)

ENB:

$21.97B

EPD:

$7.05B

EBITDA (TTM)

ENB:

$18.75B

EPD:

$9.58B

Returns By Period

In the year-to-date period, ENB achieves a 8.94% return, which is significantly higher than EPD's 6.86% return. Over the past 10 years, ENB has underperformed EPD with an annualized return of 5.00%, while EPD has yielded a comparatively higher 6.83% annualized return.


ENB

YTD

8.94%

1M

2.18%

6M

9.58%

1Y

29.87%

5Y*

15.15%

10Y*

5.00%

EPD

YTD

6.86%

1M

8.35%

6M

7.78%

1Y

21.42%

5Y*

22.72%

10Y*

6.83%

*Annualized

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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 9292
Overall Rank
The Sharpe Ratio Rank of ENB is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of ENB is 8989
Sortino Ratio Rank
The Omega Ratio Rank of ENB is 8989
Omega Ratio Rank
The Calmar Ratio Rank of ENB is 9292
Calmar Ratio Rank
The Martin Ratio Rank of ENB is 9494
Martin Ratio Rank

EPD
The Risk-Adjusted Performance Rank of EPD is 8383
Overall Rank
The Sharpe Ratio Rank of EPD is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of EPD is 7777
Sortino Ratio Rank
The Omega Ratio Rank of EPD is 7979
Omega Ratio Rank
The Calmar Ratio Rank of EPD is 8787
Calmar Ratio Rank
The Martin Ratio Rank of EPD is 8484
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.


The current ENB Sharpe Ratio is 1.80, which is higher than the EPD Sharpe Ratio of 1.17. 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.


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Dividends

ENB vs. EPD - Dividend Comparison

ENB's dividend yield for the trailing twelve months is around 5.96%, less than EPD's 6.54% yield.


TTM20242023202220212020201920182017201620152014
ENB
Enbridge Inc.
5.96%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.
6.54%6.63%7.51%7.79%8.20%9.09%6.23%6.97%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.


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Volatility

ENB vs. EPD - Volatility Comparison

The current volatility for Enbridge Inc. (ENB) is 5.80%, while Enterprise Products Partners L.P. (EPD) has a volatility of 6.33%. 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.


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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


6.00B8.00B10.00B12.00B14.00B16.00B18.00B20212022202320242025
18.50B
15.42B
(ENB) Total Revenue
(EPD) Total Revenue
Values in USD except per share items

ENB vs. EPD - Profitability Comparison

The chart below illustrates the profitability comparison between Enbridge Inc. and Enterprise Products Partners L.P. 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%20.0%40.0%60.0%80.0%20212022202320242025
40.8%
11.2%
(ENB) Gross Margin
(EPD) Gross Margin
ENB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Enbridge Inc. reported a gross profit of 7.55B and revenue of 18.50B. Therefore, the gross margin over that period was 40.8%.

EPD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Enterprise Products Partners L.P. reported a gross profit of 1.73B and revenue of 15.42B. Therefore, the gross margin over that period was 11.2%.

ENB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Enbridge Inc. reported an operating income of 3.67B and revenue of 18.50B, resulting in an operating margin of 19.9%.

EPD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Enterprise Products Partners L.P. reported an operating income of 1.76B and revenue of 15.42B, resulting in an operating margin of 11.4%.

ENB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Enbridge Inc. reported a net income of 2.36B and revenue of 18.50B, resulting in a net margin of 12.8%.

EPD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Enterprise Products Partners L.P. reported a net income of 1.39B and revenue of 15.42B, resulting in a net margin of 9.0%.