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

Correlation

The correlation between EPD and DVN is 0.42, 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.


-0.50.00.51.00.4

Performance

EPD vs. DVN - Performance Comparison

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

-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
15.87%
-19.30%
EPD
DVN

Key characteristics

Sharpe Ratio

EPD:

2.41

DVN:

-0.27

Sortino Ratio

EPD:

3.43

DVN:

-0.21

Omega Ratio

EPD:

1.44

DVN:

0.97

Calmar Ratio

EPD:

2.83

DVN:

-0.11

Martin Ratio

EPD:

10.26

DVN:

-0.35

Ulcer Index

EPD:

3.19%

DVN:

19.72%

Daily Std Dev

EPD:

13.60%

DVN:

25.58%

Max Drawdown

EPD:

-58.78%

DVN:

-94.93%

Current Drawdown

EPD:

-3.17%

DVN:

-52.27%

Fundamentals

Market Cap

EPD:

$72.27B

DVN:

$25.24B

EPS

EPD:

$2.66

DVN:

$5.40

PE Ratio

EPD:

12.53

DVN:

7.12

PEG Ratio

EPD:

3.23

DVN:

14.90

Total Revenue (TTM)

EPD:

$41.89B

DVN:

$11.32B

Gross Profit (TTM)

EPD:

$5.18B

DVN:

$3.33B

EBITDA (TTM)

EPD:

$7.27B

DVN:

$5.43B

Returns By Period

In the year-to-date period, EPD achieves a 6.31% return, which is significantly lower than DVN's 17.42% return. Over the past 10 years, EPD has outperformed DVN with an annualized return of 6.85%, while DVN has yielded a comparatively lower -1.00% annualized return.


EPD

YTD

6.31%

1M

5.57%

6M

16.33%

1Y

34.05%

5Y*

11.48%

10Y*

6.85%

DVN

YTD

17.42%

1M

17.92%

6M

-19.61%

1Y

-4.56%

5Y*

14.83%

10Y*

-1.00%

*Annualized

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

EPD vs. DVN — Risk-Adjusted Performance Rank

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

EPD
The Risk-Adjusted Performance Rank of EPD is 9494
Overall Rank
The Sharpe Ratio Rank of EPD is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of EPD is 9595
Sortino Ratio Rank
The Omega Ratio Rank of EPD is 9393
Omega Ratio Rank
The Calmar Ratio Rank of EPD is 9595
Calmar Ratio Rank
The Martin Ratio Rank of EPD is 9292
Martin Ratio Rank

DVN
The Risk-Adjusted Performance Rank of DVN is 3535
Overall Rank
The Sharpe Ratio Rank of DVN is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of DVN is 2828
Sortino Ratio Rank
The Omega Ratio Rank of DVN is 2828
Omega Ratio Rank
The Calmar Ratio Rank of DVN is 4141
Calmar Ratio Rank
The Martin Ratio Rank of DVN is 4242
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EPD vs. DVN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Enterprise Products Partners L.P. (EPD) and Devon Energy Corporation (DVN). 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 EPD, currently valued at 2.41, compared to the broader market-2.000.002.002.41-0.27
The chart of Sortino ratio for EPD, currently valued at 3.43, compared to the broader market-4.00-2.000.002.004.003.43-0.21
The chart of Omega ratio for EPD, currently valued at 1.44, compared to the broader market0.501.001.502.001.440.97
The chart of Calmar ratio for EPD, currently valued at 2.83, compared to the broader market0.002.004.006.002.83-0.11
The chart of Martin ratio for EPD, currently valued at 10.26, compared to the broader market-30.00-20.00-10.000.0010.0020.0010.26-0.35
EPD
DVN

The current EPD Sharpe Ratio is 2.41, which is higher than the DVN Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of EPD and DVN, 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 Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
2.41
-0.27
EPD
DVN

Dividends

EPD vs. DVN - Dividend Comparison

EPD's dividend yield for the trailing twelve months is around 6.24%, more than DVN's 3.77% yield.


TTM20242023202220212020201920182017201620152014
EPD
Enterprise Products Partners L.P.
6.24%6.63%7.51%7.79%8.20%9.09%6.24%6.98%6.29%5.88%5.90%3.96%
DVN
Devon Energy Corporation
3.77%4.43%6.34%8.41%4.47%4.30%1.35%1.33%0.58%0.92%3.00%1.54%

Drawdowns

EPD vs. DVN - Drawdown Comparison

The maximum EPD drawdown since its inception was -58.78%, smaller than the maximum DVN drawdown of -94.93%. Use the drawdown chart below to compare losses from any high point for EPD and DVN. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-3.17%
-52.27%
EPD
DVN

Volatility

EPD vs. DVN - Volatility Comparison

The current volatility for Enterprise Products Partners L.P. (EPD) is 5.82%, while Devon Energy Corporation (DVN) has a volatility of 8.95%. This indicates that EPD experiences smaller price fluctuations and is considered to be less risky than DVN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
5.82%
8.95%
EPD
DVN

Financials

EPD vs. DVN - Financials Comparison

This section allows you to compare key financial metrics between Enterprise Products Partners L.P. and Devon Energy 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


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 © 2025 PortfoliosLab