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ENO vs. ENB
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

ENO vs. ENB - Performance Comparison

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

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ENO vs. ENB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ENO
Entergy Utility Group, Inc.
-2.15%4.92%5.74%9.08%-13.64%0.16%0.27%4.60%0.23%15.73%
ENB
Enbridge Inc.
14.71%19.51%26.35%-1.13%6.46%30.83%-13.60%36.05%-15.53%-2.73%

Fundamentals

EPS

ENO:

$3.91

ENB:

$8.09

PE Ratio

ENO:

5.60

ENB:

6.69

PEG Ratio

ENO:

0.04

ENB:

0.31

PS Ratio

ENO:

0.76

ENB:

1.21

Total Revenue (TTM)

ENO:

$12.95B

ENB:

$65.19B

Gross Profit (TTM)

ENO:

$8.65B

ENB:

$0.00

EBITDA (TTM)

ENO:

$5.43B

ENB:

$10.66B

Returns By Period

In the year-to-date period, ENO achieves a -2.15% return, which is significantly lower than ENB's 14.71% return. Over the past 10 years, ENO has underperformed ENB with an annualized return of 1.78%, while ENB has yielded a comparatively higher 10.17% annualized return.


ENO

1D
-1.40%
1M
-3.36%
YTD
-2.15%
6M
-2.25%
1Y
6.52%
3Y*
1.72%
5Y*
0.62%
10Y*
1.78%

ENB

1D
-0.35%
1M
1.88%
YTD
14.71%
6M
10.26%
1Y
29.33%
3Y*
19.97%
5Y*
15.26%
10Y*
10.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Entergy Utility Group, Inc.

Enbridge Inc.

Return for Risk

ENO vs. ENB — Risk / Return Rank

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

ENO
ENO Risk / Return Rank: 6161
Overall Rank
ENO Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
ENO Sortino Ratio Rank: 5656
Sortino Ratio Rank
ENO Omega Ratio Rank: 5454
Omega Ratio Rank
ENO Calmar Ratio Rank: 6464
Calmar Ratio Rank
ENO Martin Ratio Rank: 6464
Martin Ratio Rank

ENB
ENB Risk / Return Rank: 8686
Overall Rank
ENB Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
ENB Sortino Ratio Rank: 8484
Sortino Ratio Rank
ENB Omega Ratio Rank: 8383
Omega Ratio Rank
ENB Calmar Ratio Rank: 8787
Calmar Ratio Rank
ENB Martin Ratio Rank: 8585
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.

ENO vs. ENB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Entergy Utility Group, Inc. (ENO) and Enbridge Inc. (ENB). 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.


ENOENBDifference

Sharpe ratio

Return per unit of total volatility

0.68

1.73

-1.04

Sortino ratio

Return per unit of downside risk

1.01

2.30

-1.29

Omega ratio

Gain probability vs. loss probability

1.13

1.31

-0.18

Calmar ratio

Return relative to maximum drawdown

1.08

3.08

-2.01

Martin ratio

Return relative to average drawdown

2.54

7.65

-5.10

ENO vs. ENB - Sharpe Ratio Comparison

The current ENO Sharpe Ratio is 0.68, which is lower than the ENB Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of ENO and ENB, 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


ENOENBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

1.73

-1.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.83

-0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

0.42

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.52

-0.39

Correlation

The correlation between ENO and ENB is 0.16, 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.


Dividends

ENO vs. ENB - Dividend Comparison

ENO's dividend yield for the trailing twelve months is around 4.71%, less than ENB's 5.07% yield.


TTM20252024202320222021202020192018201720162015
ENO
Entergy Utility Group, Inc.
4.71%6.15%6.06%6.05%0.00%0.00%2.69%0.00%2.75%5.37%4.56%0.00%
ENB
Enbridge Inc.
5.07%5.66%6.28%7.31%6.80%6.85%7.55%5.58%6.68%4.71%4.13%4.71%

Drawdowns

ENO vs. ENB - Drawdown Comparison

The maximum ENO drawdown since its inception was -20.79%, smaller than the maximum ENB drawdown of -46.35%. Use the drawdown chart below to compare losses from any high point for ENO and ENB.


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Drawdown Indicators


ENOENBDifference

Max Drawdown

Largest peak-to-trough decline

-20.79%

-46.35%

+25.56%

Max Drawdown (1Y)

Largest decline over 1 year

-5.16%

-9.37%

+4.21%

Max Drawdown (5Y)

Largest decline over 5 years

-16.46%

-28.32%

+11.86%

Max Drawdown (10Y)

Largest decline over 10 years

-20.79%

-44.07%

+23.28%

Current Drawdown

Current decline from peak

-6.02%

-0.81%

-5.21%

Average Drawdown

Average peak-to-trough decline

-6.20%

-10.88%

+4.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

3.78%

-1.60%

Volatility

ENO vs. ENB - Volatility Comparison

The current volatility for Entergy Utility Group, Inc. (ENO) is 2.67%, while Enbridge Inc. (ENB) has a volatility of 3.51%. This indicates that ENO experiences smaller price fluctuations and is considered to be less risky than ENB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ENOENBDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.67%

3.51%

-0.84%

Volatility (6M)

Calculated over the trailing 6-month period

6.85%

11.69%

-4.84%

Volatility (1Y)

Calculated over the trailing 1-year period

9.65%

17.09%

-7.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.10%

18.49%

-7.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.09%

24.41%

-12.32%

Financials

ENO vs. ENB - Financials Comparison

This section allows you to compare key financial metrics between Entergy Utility Group, Inc. and Enbridge Inc.. 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


0.00500.00B1.00T1.50T2.00T2.50T3.00TAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
2.96B
17.18B
(ENO) Total Revenue
(ENB) Total Revenue
Values in USD except per share items