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EPD vs. ENB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.


-0.50.00.51.00.4

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.

0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
10.45%
20.36%
EPD
ENB

Key characteristics

Sharpe Ratio

EPD:

1.91

ENB:

1.54

Sortino Ratio

EPD:

2.73

ENB:

2.24

Omega Ratio

EPD:

1.35

ENB:

1.26

Calmar Ratio

EPD:

2.17

ENB:

1.03

Martin Ratio

EPD:

10.37

ENB:

6.94

Ulcer Index

EPD:

2.42%

ENB:

3.22%

Daily Std Dev

EPD:

13.11%

ENB:

14.48%

Max Drawdown

EPD:

-58.78%

ENB:

-46.35%

Current Drawdown

EPD:

-11.56%

ENB:

-7.79%

Fundamentals

Market Cap

EPD:

$67.82B

ENB:

$90.39B

EPS

EPD:

$2.66

ENB:

$2.07

PE Ratio

EPD:

11.76

ENB:

20.00

PEG Ratio

EPD:

3.03

ENB:

1.72

Total Revenue (TTM)

EPD:

$56.51B

ENB:

$48.49B

Gross Profit (TTM)

EPD:

$7.05B

ENB:

$18.67B

EBITDA (TTM)

EPD:

$9.74B

ENB:

$17.99B

Returns By Period

In the year-to-date period, EPD achieves a 24.29% return, which is significantly higher than ENB's 20.61% return. Over the past 10 years, EPD has outperformed ENB with an annualized return of 5.96%, while ENB has yielded a comparatively lower 3.88% annualized return.


EPD

YTD

24.29%

1M

-3.30%

6M

11.54%

1Y

24.67%

5Y*

9.99%

10Y*

5.96%

ENB

YTD

20.61%

1M

-4.84%

6M

20.19%

1Y

20.94%

5Y*

7.70%

10Y*

3.88%

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Risk-Adjusted Performance

EPD vs. ENB - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for EPD, currently valued at 1.91, compared to the broader market-4.00-2.000.002.001.911.54
The chart of Sortino ratio for EPD, currently valued at 2.73, compared to the broader market-4.00-2.000.002.004.002.732.24
The chart of Omega ratio for EPD, currently valued at 1.35, compared to the broader market0.501.001.502.001.351.26
The chart of Calmar ratio for EPD, currently valued at 2.17, compared to the broader market0.002.004.006.002.171.03
The chart of Martin ratio for EPD, currently valued at 10.37, compared to the broader market0.0010.0020.0010.376.94
EPD
ENB

The current EPD Sharpe Ratio is 1.91, which is comparable to the ENB Sharpe Ratio of 1.54. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.91
1.54
EPD
ENB

Dividends

EPD vs. ENB - Dividend Comparison

EPD's dividend yield for the trailing twelve months is around 6.83%, more than ENB's 6.58% yield.


TTM20232022202120202019201820172016201520142013
EPD
Enterprise Products Partners L.P.
6.83%7.51%7.79%8.20%9.09%6.24%6.98%6.29%5.88%5.90%3.96%4.07%
ENB
Enbridge Inc.
6.58%7.29%6.78%6.86%7.54%5.57%6.69%4.73%3.78%4.41%2.47%2.82%

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. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.56%
-7.79%
EPD
ENB

Volatility

EPD vs. ENB - Volatility Comparison

Enterprise Products Partners L.P. (EPD) has a higher volatility of 6.69% compared to Enbridge Inc. (ENB) at 4.45%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
6.69%
4.45%
EPD
ENB

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


Values in USD except per share items
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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.

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