ENFR vs. MPLX
Compare and contrast key facts about Alerian Energy Infrastructure ETF (ENFR) and MPLX LP (MPLX).
ENFR is a passively managed fund by SS&C that tracks the performance of the Alerian Midstream Energy Select Index. It was launched on Nov 1, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ENFR or MPLX.
Key characteristics
| ENFR | MPLX | |
|---|---|---|
| YTD Return | 39.38% | 35.12% |
| 1Y Return | 44.25% | 38.98% |
| 3Y Return (Ann) | 21.61% | 24.37% |
| 5Y Return (Ann) | 16.45% | 26.76% |
| 10Y Return (Ann) | 5.71% | 4.48% |
| Sharpe Ratio | 3.59 | 3.32 |
| Sortino Ratio | 4.90 | 4.77 |
| Omega Ratio | 1.63 | 1.59 |
| Calmar Ratio | 8.48 | 4.65 |
| Martin Ratio | 29.81 | 23.13 |
| Ulcer Index | 1.55% | 1.75% |
| Daily Std Dev | 12.87% | 12.23% |
| Max Drawdown | -68.28% | -85.72% |
| Current Drawdown | -2.37% | -1.43% |
Correlation
The correlation between ENFR and MPLX is 0.65, 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.
Performance
ENFR vs. MPLX - Performance Comparison
In the year-to-date period, ENFR achieves a 39.38% return, which is significantly higher than MPLX's 35.12% return. Over the past 10 years, ENFR has outperformed MPLX with an annualized return of 5.71%, while MPLX has yielded a comparatively lower 4.48% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ENFR vs. MPLX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Alerian Energy Infrastructure ETF (ENFR) and MPLX LP (MPLX). 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.
Dividends
ENFR vs. MPLX - Dividend Comparison
ENFR's dividend yield for the trailing twelve months is around 3.32%, less than MPLX's 7.69% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENFR Alerian Energy Infrastructure ETF | 3.32% | 5.48% | 5.22% | 7.86% | 7.58% | 5.82% | 3.98% | 2.98% | 3.31% | 3.34% | 2.15% | 0.26% |
MPLX MPLX LP | 7.69% | 8.65% | 8.80% | 11.30% | 12.71% | 10.42% | 8.22% | 6.23% | 5.86% | 4.33% | 1.83% | 2.32% |
Drawdowns
ENFR vs. MPLX - Drawdown Comparison
The maximum ENFR drawdown since its inception was -68.28%, smaller than the maximum MPLX drawdown of -85.72%. Use the drawdown chart below to compare losses from any high point for ENFR and MPLX. For additional features, visit the drawdowns tool.
Volatility
ENFR vs. MPLX - Volatility Comparison
The current volatility for Alerian Energy Infrastructure ETF (ENFR) is 4.36%, while MPLX LP (MPLX) has a volatility of 4.67%. This indicates that ENFR experiences smaller price fluctuations and is considered to be less risky than MPLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.