PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
EOG vs. EPD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between EOG and EPD is 0.40, 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.


-0.50.00.51.00.4

Performance

EOG vs. EPD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EOG Resources, Inc. (EOG) and Enterprise Products Partners L.P. (EPD). The values are adjusted to include any dividend payments, if applicable.

3,000.00%3,500.00%4,000.00%4,500.00%JulyAugustSeptemberOctoberNovemberDecember
4,107.25%
3,366.06%
EOG
EPD

Key characteristics

Sharpe Ratio

EOG:

0.04

EPD:

2.13

Sortino Ratio

EOG:

0.21

EPD:

3.02

Omega Ratio

EOG:

1.03

EPD:

1.39

Calmar Ratio

EOG:

0.04

EPD:

2.43

Martin Ratio

EOG:

0.12

EPD:

10.79

Ulcer Index

EOG:

7.33%

EPD:

2.60%

Daily Std Dev

EOG:

22.70%

EPD:

13.15%

Max Drawdown

EOG:

-77.13%

EPD:

-58.78%

Current Drawdown

EOG:

-12.82%

EPD:

-9.99%

Fundamentals

Market Cap

EOG:

$69.27B

EPD:

$67.82B

EPS

EOG:

$12.39

EPD:

$2.66

PE Ratio

EOG:

9.94

EPD:

11.76

PEG Ratio

EOG:

66.45

EPD:

3.03

Total Revenue (TTM)

EOG:

$23.81B

EPD:

$56.51B

Gross Profit (TTM)

EOG:

$13.76B

EPD:

$7.05B

EBITDA (TTM)

EOG:

$13.32B

EPD:

$9.74B

Returns By Period

In the year-to-date period, EOG achieves a 1.29% return, which is significantly lower than EPD's 26.49% return. Over the past 10 years, EOG has underperformed EPD with an annualized return of 4.89%, while EPD has yielded a comparatively higher 5.82% annualized return.


EOG

YTD

1.29%

1M

-12.62%

6M

-1.08%

1Y

1.18%

5Y*

12.53%

10Y*

4.89%

EPD

YTD

26.49%

1M

-2.52%

6M

12.45%

1Y

27.51%

5Y*

10.36%

10Y*

5.82%

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

EOG vs. EPD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for EOG Resources, Inc. (EOG) 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.


Sharpe ratio
The chart of Sharpe ratio for EOG, currently valued at 0.04, compared to the broader market-4.00-2.000.002.000.042.13
The chart of Sortino ratio for EOG, currently valued at 0.21, compared to the broader market-4.00-2.000.002.004.000.213.02
The chart of Omega ratio for EOG, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.39
The chart of Calmar ratio for EOG, currently valued at 0.04, compared to the broader market0.002.004.006.000.042.43
The chart of Martin ratio for EOG, currently valued at 0.12, compared to the broader market-5.000.005.0010.0015.0020.0025.000.1210.79
EOG
EPD

The current EOG Sharpe Ratio is 0.04, which is lower than the EPD Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of EOG and EPD, 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.04
2.13
EOG
EPD

Dividends

EOG vs. EPD - Dividend Comparison

EOG's dividend yield for the trailing twelve months is around 3.06%, less than EPD's 6.71% yield.


TTM20232022202120202019201820172016201520142013
EOG
EOG Resources, Inc.
3.06%4.80%6.79%4.07%2.83%1.21%0.87%0.62%0.66%0.95%0.56%0.44%
EPD
Enterprise Products Partners L.P.
6.71%7.51%7.79%8.20%9.09%6.24%6.98%6.29%5.88%5.90%3.96%4.07%

Drawdowns

EOG vs. EPD - Drawdown Comparison

The maximum EOG drawdown since its inception was -77.13%, which is greater than EPD's maximum drawdown of -58.78%. Use the drawdown chart below to compare losses from any high point for EOG and EPD. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.82%
-9.99%
EOG
EPD

Volatility

EOG vs. EPD - Volatility Comparison

The current volatility for EOG Resources, Inc. (EOG) is 5.46%, while Enterprise Products Partners L.P. (EPD) has a volatility of 6.85%. This indicates that EOG 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.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.46%
6.85%
EOG
EPD

Financials

EOG vs. EPD - Financials Comparison

This section allows you to compare key financial metrics between EOG Resources, Inc. and Enterprise Products Partners L.P.. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab