ENFR vs. EPD
ENFR (Alerian Energy Infrastructure ETF) is Energy Equities fund tracking the Alerian Midstream Energy Select Index, while EPD (Enterprise Products Partners L.P.) is a stock. Over the past 10 years, ENFR returned 12.28%/yr vs 10.61%/yr for EPD. A 0.74 correlation means they provide meaningful diversification when combined.
Performance
ENFR vs. EPD - Performance Comparison
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Returns By Period
In the year-to-date period, ENFR achieves a 25.97% return, which is significantly higher than EPD's 19.79% return. Over the past 10 years, ENFR has outperformed EPD with an annualized return of 12.28%, while EPD has yielded a comparatively lower 10.61% annualized return.
ENFR
- 1D
- 0.73%
- 1M
- 0.52%
- YTD
- 25.97%
- 6M
- 26.39%
- 1Y
- 26.50%
- 3Y*
- 28.39%
- 5Y*
- 19.43%
- 10Y*
- 12.28%
EPD
- 1D
- -0.08%
- 1M
- -2.72%
- YTD
- 19.79%
- 6M
- 19.53%
- 1Y
- 24.43%
- 3Y*
- 20.73%
- 5Y*
- 15.96%
- 10Y*
- 10.61%
ENFR vs. EPD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ENFR Alerian Energy Infrastructure ETF | 25.97% | 5.88% | 42.17% | 15.63% | 17.48% | 39.97% | -24.14% | 21.60% | -18.67% | -0.19% |
EPD Enterprise Products Partners L.P. | 19.79% | 9.45% | 28.00% | 17.71% | 18.32% | 21.40% | -23.61% | 21.88% | -1.32% | 4.24% |
Correlation
The correlation between ENFR and EPD is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2013 | 0.74 |
The correlation between ENFR and EPD has been stable across timeframes, ranging from 0.71 to 0.76 - a consistent structural relationship.
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Return for Risk
ENFR vs. EPD — Risk / Return Rank
ENFR
EPD
ENFR vs. EPD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alerian Energy Infrastructure ETF (ENFR) 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.
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.
| ENFR | EPD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.27 | ||
| Sortino ratioReturn per unit of downside risk | +0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.28 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.08 | 3.24 | -0.17 |
| Martin ratioReturn relative to average drawdown | 8.18 | 9.50 | -1.32 |
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Drawdowns
ENFR vs. EPD - Drawdown Comparison
The maximum ENFR drawdown since its inception was -68.28%, which is greater than EPD's maximum drawdown of -58.78%. Use the drawdown chart below to compare losses from any high point for ENFR and EPD.
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Drawdown Indicators
| ENFR | EPD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.28% | -58.78% | -9.50% |
Max Drawdown (1Y)Largest decline over 1 year | -8.64% | -7.56% | -1.08% |
Max Drawdown (3Y)Largest decline over 3 years | -15.58% | -15.40% | -0.18% |
Max Drawdown (5Y)Largest decline over 5 years | -20.29% | -18.06% | -2.23% |
Max Drawdown (10Y)Largest decline over 10 years | -62.64% | -58.04% | -4.60% |
Current DrawdownCurrent decline from peak | -3.91% | -6.41% | +2.50% |
Average DrawdownAverage peak-to-trough decline | -15.95% | -10.22% | -5.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.25% | 2.58% | +0.67% |
Volatility
ENFR vs. EPD - Volatility Comparison
The current volatility for Alerian Energy Infrastructure ETF (ENFR) is 5.63%, while Enterprise Products Partners L.P. (EPD) has a volatility of 6.00%. This indicates that ENFR 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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Volatility by Period
| ENFR | EPD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.63% | 6.00% | -0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 11.48% | 13.27% | -1.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.66% | 15.90% | -1.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.30% | 17.23% | +2.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.67% | 24.14% | +0.53% |
Dividends
ENFR vs. EPD - Dividend Comparison
ENFR's dividend yield for the trailing twelve months is around 3.98%, less than EPD's 5.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENFR Alerian Energy Infrastructure ETF | 3.98% | 4.77% | 4.41% | 5.48% | 5.23% | 7.86% | 7.57% | 5.81% | 3.98% | 2.98% | 3.31% | 3.34% |
EPD Enterprise Products Partners L.P. | 5.88% | 6.74% | 6.63% | 7.51% | 7.79% | 8.20% | 9.09% | 6.23% | 6.97% | 6.29% | 5.88% | 5.90% |
Frequently Asked Questions
ENFR and EPD have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EPD has higher volatility (6.00%) compared to ENFR (5.63%). In terms of maximum drawdown, ENFR dropped -68.28% vs EPD's -58.78%.
ENFR currently has the higher Sharpe Ratio (1.82 vs 1.54), 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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