EPD vs. ENFR
EPD (Enterprise Products Partners L.P.) is a stock, while ENFR (Alerian Energy Infrastructure ETF) is Energy Equities fund tracking the Alerian Midstream Energy Select Index. Over the past 10 years, EPD returned 10.61%/yr vs 12.28%/yr for ENFR. A 0.74 correlation means they provide meaningful diversification when combined.
Performance
EPD vs. ENFR - Performance Comparison
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Returns By Period
In the year-to-date period, EPD achieves a 19.79% return, which is significantly lower than ENFR's 25.97% return. Over the past 10 years, EPD has underperformed ENFR with an annualized return of 10.61%, while ENFR has yielded a comparatively higher 12.28% 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%
ENFR
- 1D
- 0.73%
- 1M
- 0.52%
- YTD
- 25.97%
- 6M
- 26.39%
- 1Y
- 26.50%
- 3Y*
- 28.39%
- 5Y*
- 19.43%
- 10Y*
- 12.28%
EPD vs. ENFR - 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% |
ENFR Alerian Energy Infrastructure ETF | 25.97% | 5.88% | 42.17% | 15.63% | 17.48% | 39.97% | -24.14% | 21.60% | -18.67% | -0.19% |
Correlation
The correlation between EPD and ENFR is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2013 | 0.74 |
The correlation between EPD and ENFR has been stable across timeframes, ranging from 0.71 to 0.76 - a consistent structural relationship.
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Return for Risk
EPD vs. ENFR — Risk / Return Rank
EPD
ENFR
EPD vs. ENFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Enterprise Products Partners L.P. (EPD) and Alerian Energy Infrastructure ETF (ENFR). 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 | ENFR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.27 | ||
| Sortino ratioReturn per unit of downside risk | -0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.31 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.24 | 3.08 | +0.17 |
| Martin ratioReturn relative to average drawdown | 9.50 | 8.18 | +1.32 |
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Drawdowns
EPD vs. ENFR - Drawdown Comparison
The maximum EPD drawdown since its inception was -58.78%, smaller than the maximum ENFR drawdown of -68.28%. Use the drawdown chart below to compare losses from any high point for EPD and ENFR.
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Drawdown Indicators
| EPD | ENFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.78% | -68.28% | +9.50% |
Max Drawdown (1Y)Largest decline over 1 year | -7.56% | -8.64% | +1.08% |
Max Drawdown (3Y)Largest decline over 3 years | -15.40% | -15.58% | +0.18% |
Max Drawdown (5Y)Largest decline over 5 years | -18.06% | -20.29% | +2.23% |
Max Drawdown (10Y)Largest decline over 10 years | -58.04% | -62.64% | +4.60% |
Current DrawdownCurrent decline from peak | -6.41% | -3.91% | -2.50% |
Average DrawdownAverage peak-to-trough decline | -10.22% | -15.95% | +5.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 3.25% | -0.67% |
Volatility
EPD vs. ENFR - Volatility Comparison
Enterprise Products Partners L.P. (EPD) has a higher volatility of 6.00% compared to Alerian Energy Infrastructure ETF (ENFR) at 5.63%. This indicates that EPD's price experiences larger fluctuations and is considered to be riskier than ENFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EPD | ENFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.00% | 5.63% | +0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 13.27% | 11.48% | +1.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.90% | 14.66% | +1.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.23% | 19.30% | -2.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.14% | 24.67% | -0.53% |
Dividends
EPD vs. ENFR - Dividend Comparison
EPD's dividend yield for the trailing twelve months is around 5.88%, more than ENFR's 3.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENFR Alerian Energy Infrastructure ETF | 3.98% | 4.77% | 4.41% | 5.48% | 5.23% | 7.86% | 7.57% | 5.81% | 3.98% | 2.98% | 3.31% | 3.34% |
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% |
Frequently Asked Questions
EPD and ENFR have a correlation of 0.72, 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 ENFR (5.63%). In terms of maximum drawdown, EPD dropped -58.78% vs ENFR's -68.28%.
ENFR currently has the higher Sharpe Ratio (1.82 vs 1.54), 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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