EPD vs. ENB-PP.TO
EPD (Enterprise Products Partners L.P.) and ENB-PP.TO (Enbridge Inc.) are both stocks. Both operate in the Oil & Gas Midstream industry within the Energy sector. Over the past 10 years, EPD returned 10.61%/yr vs 10.54%/yr for ENB-PP.TO. At a 0.18 correlation, their price movements are largely independent.
Performance
EPD vs. ENB-PP.TO - Performance Comparison
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Different Trading Currencies
EPD is traded in USD, while ENB-PP.TO is traded in CAD. To make them comparable, the ENB-PP.TO values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, EPD achieves a 19.79% return, which is significantly higher than ENB-PP.TO's 7.63% return. Both investments have delivered pretty close results over the past 10 years, with EPD having a 10.61% annualized return and ENB-PP.TO not far behind at 10.54%.
EPD
- 1D
- -0.08%
- 1M
- -5.05%
- YTD
- 19.79%
- 6M
- 19.53%
- 1Y
- 24.08%
- 3Y*
- 20.73%
- 5Y*
- 15.96%
- 10Y*
- 10.61%
ENB-PP.TO
- 1D
- 0.07%
- 1M
- -2.81%
- YTD
- 7.63%
- 6M
- 10.07%
- 1Y
- 21.87%
- 3Y*
- 20.61%
- 5Y*
- 8.04%
- 10Y*
- 10.54%
EPD vs. ENB-PP.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
ENB-PP.TO Enbridge Inc. | 7.63% | 24.97% | 20.28% | 17.54% | -22.53% | 44.86% | -1.66% | 11.22% | -22.43% | 28.12% |
Correlation
The correlation between EPD and ENB-PP.TO is -0.05, 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 | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Sep 13, 2012 | 0.18 |
The correlation between EPD and ENB-PP.TO shifts across timeframes, from -0.05 (1 year) to 0.20 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
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Return for Risk
EPD vs. ENB-PP.TO — Risk / Return Rank
EPD
ENB-PP.TO
EPD vs. ENB-PP.TO - 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-PP.TO). 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.
| EPD | ENB-PP.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.03 | ||
| Sortino ratioReturn per unit of downside risk | -1.60 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.47 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 3.24 | 4.82 | -1.58 |
| Martin ratioReturn relative to average drawdown | 9.50 | 14.65 | -5.15 |
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Drawdowns
EPD vs. ENB-PP.TO - Drawdown Comparison
The maximum EPD drawdown since its inception was -58.78%, smaller than the maximum ENB-PP.TO drawdown of -64.12%. Use the drawdown chart below to compare losses from any high point for EPD and ENB-PP.TO.
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Drawdown Indicators
| EPD | ENB-PP.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.78% | -64.12% | +5.34% |
Max Drawdown (1Y)Largest decline over 1 year | -7.56% | -4.70% | -2.86% |
Max Drawdown (3Y)Largest decline over 3 years | -15.40% | -10.26% | -5.14% |
Max Drawdown (5Y)Largest decline over 5 years | -18.06% | -33.10% | +15.04% |
Max Drawdown (10Y)Largest decline over 10 years | -58.04% | -57.82% | -0.22% |
Current DrawdownCurrent decline from peak | -6.41% | -2.81% | -3.60% |
Average DrawdownAverage peak-to-trough decline | -10.22% | -21.31% | +11.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 1.54% | +1.04% |
Volatility
EPD vs. ENB-PP.TO - Volatility Comparison
Enterprise Products Partners L.P. (EPD) has a higher volatility of 6.00% compared to Enbridge Inc. (ENB-PP.TO) at 1.87%. This indicates that EPD's price experiences larger fluctuations and is considered to be riskier than ENB-PP.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EPD | ENB-PP.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.00% | 1.87% | +4.13% |
Volatility (6M)Calculated over the trailing 6-month period | 13.27% | 5.85% | +7.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.90% | 8.81% | +7.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.23% | 14.48% | +2.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.14% | 19.01% | +5.13% |
Dividends
EPD vs. ENB-PP.TO - Dividend Comparison
EPD's dividend yield for the trailing twelve months is around 5.88%, less than ENB-PP.TO's 6.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENB-PP.TO Enbridge Inc. | 6.15% | 6.55% | 6.81% | 6.54% | 5.26% | 4.14% | 7.62% | 6.60% | 6.15% | 4.92% | 5.59% | 5.93% |
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. ENB-PP.TO - 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
EPD and ENB-PP.TO have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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