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EPD vs. ARCC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

EPD vs. ARCC - Performance Comparison

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

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Returns By Period

In the year-to-date period, EPD achieves a 19.79% return, which is significantly higher than ARCC's -2.20% return. Over the past 10 years, EPD has underperformed ARCC with an annualized return of 10.61%, while ARCC has yielded a comparatively higher 13.20% annualized return.


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%

ARCC

1D
1.00%
1M
2.56%
YTD
-2.20%
6M
-2.87%
1Y
-5.06%
3Y*
10.27%
5Y*
9.04%
10Y*
13.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EPD vs. ARCC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
ARCC
Ares Capital Corporation
-2.20%1.07%19.78%20.03%-3.84%36.14%0.86%31.30%8.81%4.50%

Correlation

The correlation between EPD and ARCC is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.09

Correlation (3Y)
Calculated over the trailing 3-year period

0.28

Correlation (5Y)
Calculated over the trailing 5-year period

0.36

Correlation (10Y)
Calculated over the trailing 10-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Oct 6, 2004

0.32

Over the past year, the correlation between EPD and ARCC has dropped to 0.09 - well below their long-term average of 0.32, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

EPD:

$81.47B

ARCC:

$13.83B

EPS

EPD:

$2.69

ARCC:

$1.63

PE Ratio

EPD:

13.83

ARCC:

11.81

PEG Ratio

EPD:

2.22

ARCC:

1.77

PS Ratio

EPD:

1.58

ARCC:

5.16

Total Revenue (TTM)

EPD:

$51.57B

ARCC:

$2.63B

Gross Profit (TTM)

EPD:

$7.31B

ARCC:

$1.86B

EBITDA (TTM)

EPD:

$10.11B

ARCC:

$2.05B

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Return for Risk

EPD vs. ARCC — Risk / Return Rank

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

EPD
EPD Risk / Return Rank: 8383
Overall Rank
EPD Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
EPD Sortino Ratio Rank: 8181
Sortino Ratio Rank
EPD Omega Ratio Rank: 7979
Omega Ratio Rank
EPD Calmar Ratio Rank: 8585
Calmar Ratio Rank
EPD Martin Ratio Rank: 8888
Martin Ratio Rank

ARCC
ARCC Risk / Return Rank: 3131
Overall Rank
ARCC Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
ARCC Sortino Ratio Rank: 2626
Sortino Ratio Rank
ARCC Omega Ratio Rank: 2626
Omega Ratio Rank
ARCC Calmar Ratio Rank: 3535
Calmar Ratio Rank
ARCC Martin Ratio Rank: 3535
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.

EPD vs. ARCC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Enterprise Products Partners L.P. (EPD) and Ares Capital Corporation (ARCC). 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.


EPDARCCDifference
Sharpe ratioReturn per unit of total volatility

+1.82

Sortino ratioReturn per unit of downside risk

+2.50

Omega ratioGain probability vs. loss probability

1.28

0.97

+0.31

Calmar ratioReturn relative to maximum drawdown

3.24

-0.26

+3.51

Martin ratioReturn relative to average drawdown

9.50

-0.47

+9.97

EPD vs. ARCC - Sharpe Ratio Comparison

The current EPD Sharpe Ratio is 1.54, which is higher than the ARCC Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of EPD and ARCC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EPD vs. ARCC - Drawdown Comparison

The maximum EPD drawdown since its inception was -58.78%, smaller than the maximum ARCC drawdown of -79.36%. Use the drawdown chart below to compare losses from any high point for EPD and ARCC.


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Drawdown Indicators


EPDARCCDifference

Max Drawdown

Largest peak-to-trough decline

-58.78%

-79.36%

+20.58%

Max Drawdown (1Y)

Largest decline over 1 year

-7.56%

-19.35%

+11.79%

Max Drawdown (3Y)

Largest decline over 3 years

-15.40%

-19.35%

+3.95%

Max Drawdown (5Y)

Largest decline over 5 years

-18.06%

-21.76%

+3.70%

Max Drawdown (10Y)

Largest decline over 10 years

-58.04%

-56.77%

-1.27%

Current Drawdown

Current decline from peak

-6.41%

-10.98%

+4.57%

Average Drawdown

Average peak-to-trough decline

-10.22%

-9.10%

-1.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

10.68%

-8.10%

Volatility

EPD vs. ARCC - Volatility Comparison

Enterprise Products Partners L.P. (EPD) has a higher volatility of 6.00% compared to Ares Capital Corporation (ARCC) at 3.72%. This indicates that EPD's price experiences larger fluctuations and is considered to be riskier than ARCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EPDARCCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.00%

3.72%

+2.28%

Volatility (6M)

Calculated over the trailing 6-month period

13.27%

14.83%

-1.56%

Volatility (1Y)

Calculated over the trailing 1-year period

15.90%

18.48%

-2.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.23%

19.96%

-2.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.14%

25.58%

-1.44%

Dividends

EPD vs. ARCC - Dividend Comparison

EPD's dividend yield for the trailing twelve months is around 5.88%, less than ARCC's 9.97% yield.


PositionTTM20252024202320222021202020192018201720162015
ARCC
Ares Capital Corporation
9.97%9.49%8.77%9.59%10.12%7.65%9.47%9.01%9.88%9.67%9.22%11.02%
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%

Financials

EPD vs. ARCC - Financials Comparison

This section allows you to compare key financial metrics between Enterprise Products Partners L.P. and Ares Capital Corporation. 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


0.005.00B10.00B15.00B20222023202420252026
14.39B
763.00M
(EPD) Total Revenue
(ARCC) Total Revenue
Values in USD except per share items

EPD vs. ARCC - Profitability Comparison

The chart below illustrates the profitability comparison between Enterprise Products Partners L.P. and Ares Capital Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%20222023202420252026
13.1%
72.1%
Portfolio components
EPD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Enterprise Products Partners L.P. reported a gross profit of 1.88B and revenue of 14.39B. Therefore, the gross margin over that period was 13.1%.

ARCC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ares Capital Corporation reported a gross profit of 550.00M and revenue of 763.00M. Therefore, the gross margin over that period was 72.1%.

EPD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Enterprise Products Partners L.P. reported an operating income of 1.82B and revenue of 14.39B, resulting in an operating margin of 12.6%.

ARCC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ares Capital Corporation reported an operating income of 404.00M and revenue of 763.00M, resulting in an operating margin of 53.0%.

EPD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Enterprise Products Partners L.P. reported a net income of 1.48B and revenue of 14.39B, resulting in a net margin of 10.3%.

ARCC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ares Capital Corporation reported a net income of 92.00M and revenue of 763.00M, resulting in a net margin of 12.1%.


Frequently Asked Questions


EPD and ARCC have a correlation of 0.09, 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 ARCC (3.72%). In terms of maximum drawdown, EPD dropped -58.78% vs ARCC's -79.36%.

EPD currently has the higher Sharpe Ratio (1.54 vs -0.27), 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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