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ENFR vs. MPLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ENFR vs. MPLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alerian Energy Infrastructure ETF (ENFR) and MPLX LP (MPLX). The values are adjusted to include any dividend payments, if applicable.

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ENFR vs. MPLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ENFR
Alerian Energy Infrastructure ETF
22.85%5.88%42.17%15.63%17.48%39.97%-24.14%21.60%-18.67%-0.19%
MPLX
MPLX LP
9.03%20.54%41.72%22.46%21.09%53.92%-1.79%-8.25%-8.43%9.00%

Returns By Period

In the year-to-date period, ENFR achieves a 22.85% return, which is significantly higher than MPLX's 9.03% return. Over the past 10 years, ENFR has underperformed MPLX with an annualized return of 13.64%, while MPLX has yielded a comparatively higher 17.19% annualized return.


ENFR

1D
-1.39%
1M
4.03%
YTD
22.85%
6M
20.70%
1Y
22.29%
3Y*
28.68%
5Y*
23.59%
10Y*
13.64%

MPLX

1D
-1.04%
1M
-3.17%
YTD
9.03%
6M
18.98%
1Y
15.36%
3Y*
28.58%
5Y*
27.90%
10Y*
17.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ENFR vs. MPLX — Risk / Return Rank

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

ENFR
ENFR Risk / Return Rank: 6666
Overall Rank
ENFR Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
ENFR Sortino Ratio Rank: 6767
Sortino Ratio Rank
ENFR Omega Ratio Rank: 7171
Omega Ratio Rank
ENFR Calmar Ratio Rank: 6363
Calmar Ratio Rank
ENFR Martin Ratio Rank: 5454
Martin Ratio Rank

MPLX
MPLX Risk / Return Rank: 6666
Overall Rank
MPLX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
MPLX Sortino Ratio Rank: 6161
Sortino Ratio Rank
MPLX Omega Ratio Rank: 6161
Omega Ratio Rank
MPLX Calmar Ratio Rank: 6565
Calmar Ratio Rank
MPLX Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ENFR vs. MPLX - Risk-Adjusted Trends 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.


ENFRMPLXDifference

Sharpe ratio

Return per unit of total volatility

1.25

0.82

+0.43

Sortino ratio

Return per unit of downside risk

1.63

1.19

+0.44

Omega ratio

Gain probability vs. loss probability

1.25

1.16

+0.09

Calmar ratio

Return relative to maximum drawdown

1.49

1.07

+0.43

Martin ratio

Return relative to average drawdown

4.94

3.80

+1.13

ENFR vs. MPLX - Sharpe Ratio Comparison

The current ENFR Sharpe Ratio is 1.25, which is higher than the MPLX Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of ENFR and MPLX, 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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Sharpe Ratios by Period


ENFRMPLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

0.82

+0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.24

1.44

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.56

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.39

-0.05

Correlation

The correlation between ENFR and MPLX is 0.66, 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.


Dividends

ENFR vs. MPLX - Dividend Comparison

ENFR's dividend yield for the trailing twelve months is around 4.02%, less than MPLX's 7.12% yield.


TTM20252024202320222021202020192018201720162015
ENFR
Alerian Energy Infrastructure ETF
4.02%4.77%4.41%5.48%5.23%7.86%7.57%5.81%3.98%2.98%3.31%3.34%
MPLX
MPLX LP
7.12%7.39%7.33%8.65%8.80%11.30%12.70%10.41%8.22%6.23%5.86%4.33%

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.


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Drawdown Indicators


ENFRMPLXDifference

Max Drawdown

Largest peak-to-trough decline

-68.28%

-85.72%

+17.44%

Max Drawdown (1Y)

Largest decline over 1 year

-14.80%

-13.38%

-1.42%

Max Drawdown (5Y)

Largest decline over 5 years

-20.29%

-18.46%

-1.83%

Max Drawdown (10Y)

Largest decline over 10 years

-62.64%

-75.21%

+12.57%

Current Drawdown

Current decline from peak

-2.18%

-3.55%

+1.37%

Average Drawdown

Average peak-to-trough decline

-16.16%

-30.33%

+14.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.47%

3.75%

+0.72%

Volatility

ENFR vs. MPLX - Volatility Comparison

The current volatility for Alerian Energy Infrastructure ETF (ENFR) is 3.72%, while MPLX LP (MPLX) has a volatility of 3.97%. 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.


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Volatility by Period


ENFRMPLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.72%

3.97%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

10.21%

11.15%

-0.94%

Volatility (1Y)

Calculated over the trailing 1-year period

17.91%

18.89%

-0.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.18%

19.54%

-0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.74%

30.91%

-6.17%