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

Performance

EPD vs. ENB - Performance Comparison

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

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EPD vs. ENB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EPD
Enterprise Products Partners L.P.
19.96%9.45%28.00%17.71%18.32%21.40%-23.61%21.88%-1.32%4.24%
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

EPD:

$2.65

ENB:

$8.09

PE Ratio

EPD:

14.27

ENB:

6.69

PEG Ratio

EPD:

2.29

ENB:

0.31

PS Ratio

EPD:

1.57

ENB:

1.21

Total Revenue (TTM)

EPD:

$52.60B

ENB:

$65.19B

Gross Profit (TTM)

EPD:

$7.17B

ENB:

$0.00

EBITDA (TTM)

EPD:

$9.92B

ENB:

$10.66B

Returns By Period

In the year-to-date period, EPD achieves a 19.96% return, which is significantly higher than ENB's 14.71% return. Over the past 10 years, EPD has outperformed ENB with an annualized return of 12.26%, while ENB has yielded a comparatively lower 10.17% annualized return.


EPD

1D
-3.17%
1M
4.70%
YTD
19.96%
6M
25.15%
1Y
18.72%
3Y*
21.83%
5Y*
19.58%
10Y*
12.26%

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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Return for Risk

EPD vs. ENB — Risk / Return Rank

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

EPD
EPD Risk / Return Rank: 7070
Overall Rank
EPD Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
EPD Sortino Ratio Rank: 6666
Sortino Ratio Rank
EPD Omega Ratio Rank: 6969
Omega Ratio Rank
EPD Calmar Ratio Rank: 6868
Calmar Ratio Rank
EPD Martin Ratio Rank: 7171
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.

EPD vs. ENB - Risk-Adjusted Trends Comparison

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


EPDENBDifference

Sharpe ratio

Return per unit of total volatility

1.00

1.73

-0.72

Sortino ratio

Return per unit of downside risk

1.40

2.30

-0.90

Omega ratio

Gain probability vs. loss probability

1.20

1.31

-0.11

Calmar ratio

Return relative to maximum drawdown

1.23

3.08

-1.85

Martin ratio

Return relative to average drawdown

3.48

7.65

-4.17

EPD vs. ENB - Sharpe Ratio Comparison

The current EPD Sharpe Ratio is 1.00, which is lower than the ENB Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of EPD 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


EPDENBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

1.73

-0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.15

0.83

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.42

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.52

+0.01

Correlation

The correlation between EPD and ENB is 0.36, 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

EPD vs. ENB - Dividend Comparison

EPD's dividend yield for the trailing twelve months is around 5.75%, more than ENB's 5.07% yield.


TTM20252024202320222021202020192018201720162015
EPD
Enterprise Products Partners L.P.
5.75%6.74%6.63%7.51%7.79%8.20%9.09%6.23%6.97%6.29%5.88%5.90%
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

EPD vs. ENB - Drawdown Comparison

The maximum EPD drawdown since its inception was -58.78%, which is greater than ENB's maximum drawdown of -46.35%. Use the drawdown chart below to compare losses from any high point for EPD and ENB.


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Drawdown Indicators


EPDENBDifference

Max Drawdown

Largest peak-to-trough decline

-58.78%

-46.35%

-12.43%

Max Drawdown (1Y)

Largest decline over 1 year

-15.40%

-9.37%

-6.03%

Max Drawdown (5Y)

Largest decline over 5 years

-18.06%

-28.32%

+10.26%

Max Drawdown (10Y)

Largest decline over 10 years

-58.04%

-44.07%

-13.97%

Current Drawdown

Current decline from peak

-3.67%

-0.81%

-2.86%

Average Drawdown

Average peak-to-trough decline

-10.17%

-10.88%

+0.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.44%

3.78%

+1.66%

Volatility

EPD vs. ENB - Volatility Comparison

Enterprise Products Partners L.P. (EPD) has a higher volatility of 5.70% compared to Enbridge Inc. (ENB) at 3.51%. This indicates that EPD's price experiences larger fluctuations and is considered to be riskier 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


EPDENBDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.70%

3.51%

+2.19%

Volatility (6M)

Calculated over the trailing 6-month period

11.89%

11.69%

+0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

18.77%

17.09%

+1.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.08%

18.49%

-1.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.26%

24.41%

-0.15%

Financials

EPD vs. ENB - Financials Comparison

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


10.00B12.00B14.00B16.00B18.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
13.79B
17.18B
(EPD) Total Revenue
(ENB) Total Revenue
Values in USD except per share items