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

Correlation

The correlation between ENB and ET is 0.42, 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.


-0.50.00.51.00.4

Performance

ENB vs. ET - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Enbridge Inc. (ENB) and Energy Transfer LP (ET). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
20.99%
20.95%
ENB
ET

Key characteristics

Sharpe Ratio

ENB:

1.49

ET:

2.54

Sortino Ratio

ENB:

2.17

ET:

3.58

Omega Ratio

ENB:

1.26

ET:

1.45

Calmar Ratio

ENB:

1.00

ET:

2.14

Martin Ratio

ENB:

6.64

ET:

19.73

Ulcer Index

ENB:

3.25%

ET:

2.17%

Daily Std Dev

ENB:

14.45%

ET:

16.86%

Max Drawdown

ENB:

-46.35%

ET:

-87.81%

Current Drawdown

ENB:

-7.31%

ET:

-8.01%

Fundamentals

Market Cap

ENB:

$90.39B

ET:

$63.82B

EPS

ENB:

$2.07

ET:

$1.36

PE Ratio

ENB:

20.00

ET:

13.71

PEG Ratio

ENB:

1.72

ET:

0.66

Total Revenue (TTM)

ENB:

$48.49B

ET:

$83.66B

Gross Profit (TTM)

ENB:

$18.67B

ET:

$12.71B

EBITDA (TTM)

ENB:

$17.99B

ET:

$14.83B

Returns By Period

In the year-to-date period, ENB achieves a 21.23% return, which is significantly lower than ET's 43.51% return. Both investments have delivered pretty close results over the past 10 years, with ENB having a 3.89% annualized return and ET not far ahead at 3.91%.


ENB

YTD

21.23%

1M

-5.28%

6M

20.99%

1Y

23.53%

5Y*

7.81%

10Y*

3.89%

ET

YTD

43.51%

1M

1.73%

6M

20.95%

1Y

44.35%

5Y*

17.23%

10Y*

3.91%

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. ET - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Enbridge Inc. (ENB) and Energy Transfer LP (ET). 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 1.49, compared to the broader market-4.00-2.000.002.001.492.54
The chart of Sortino ratio for ENB, currently valued at 2.17, compared to the broader market-4.00-2.000.002.004.002.173.58
The chart of Omega ratio for ENB, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.45
The chart of Calmar ratio for ENB, currently valued at 1.00, compared to the broader market0.002.004.006.001.002.14
The chart of Martin ratio for ENB, currently valued at 6.64, compared to the broader market0.0010.0020.006.6419.73
ENB
ET

The current ENB Sharpe Ratio is 1.49, which is lower than the ET Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of ENB and ET, 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.49
2.54
ENB
ET

Dividends

ENB vs. ET - Dividend Comparison

ENB's dividend yield for the trailing twelve months is around 6.54%, less than ET's 6.98% yield.


TTM20232022202120202019201820172016201520142013
ENB
Enbridge Inc.
6.54%7.29%6.79%6.86%7.56%5.57%6.69%4.73%3.78%4.41%2.47%2.82%
ET
Energy Transfer LP
6.98%8.95%7.33%7.41%17.27%9.51%9.24%6.66%5.90%7.42%2.61%3.19%

Drawdowns

ENB vs. ET - Drawdown Comparison

The maximum ENB drawdown since its inception was -46.35%, smaller than the maximum ET drawdown of -87.81%. Use the drawdown chart below to compare losses from any high point for ENB and ET. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.31%
-8.01%
ENB
ET

Volatility

ENB vs. ET - Volatility Comparison

The current volatility for Enbridge Inc. (ENB) is 4.33%, while Energy Transfer LP (ET) has a volatility of 7.57%. This indicates that ENB experiences smaller price fluctuations and is considered to be less risky than ET 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%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
4.33%
7.57%
ENB
ET

Financials

ENB vs. ET - Financials Comparison

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

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