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

Performance

EPD vs. HRL - Performance Comparison

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

1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%JuneJulyAugustSeptemberOctoberNovember
3,377.24%
1,118.59%
EPD
HRL

Returns By Period

In the year-to-date period, EPD achieves a 26.90% return, which is significantly higher than HRL's -5.33% return. Over the past 10 years, EPD has outperformed HRL with an annualized return of 4.75%, while HRL has yielded a comparatively lower 3.00% annualized return.


EPD

YTD

26.90%

1M

8.49%

6M

12.85%

1Y

27.29%

5Y (annualized)

12.96%

10Y (annualized)

4.75%

HRL

YTD

-5.33%

1M

-8.85%

6M

-17.70%

1Y

-6.53%

5Y (annualized)

-4.89%

10Y (annualized)

3.00%

Fundamentals


EPDHRL
Market Cap$66.02B$16.66B
EPS$2.66$1.43
PE Ratio11.4421.25
PEG Ratio3.022.56
Total Revenue (TTM)$56.51B$8.78B
Gross Profit (TTM)$7.05B$1.52B
EBITDA (TTM)$9.39B$957.12M

Key characteristics


EPDHRL
Sharpe Ratio2.33-0.26
Sortino Ratio3.38-0.19
Omega Ratio1.420.97
Calmar Ratio5.00-0.15
Martin Ratio13.52-0.67
Ulcer Index2.03%10.36%
Daily Std Dev11.75%27.01%
Max Drawdown-58.78%-45.01%
Current Drawdown0.00%-42.32%

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Correlation

-0.50.00.51.00.1

The correlation between EPD and HRL is 0.14, 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.

Risk-Adjusted Performance

EPD vs. HRL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Enterprise Products Partners L.P. (EPD) and Hormel Foods Corporation (HRL). 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 2.45, compared to the broader market-4.00-2.000.002.004.002.45-0.26
The chart of Sortino ratio for EPD, currently valued at 3.54, compared to the broader market-4.00-2.000.002.004.003.54-0.19
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 5.22, compared to the broader market0.002.004.006.005.22-0.15
The chart of Martin ratio for EPD, currently valued at 14.12, compared to the broader market0.0010.0020.0030.0014.12-0.67
EPD
HRL

The current EPD Sharpe Ratio is 2.33, which is higher than the HRL Sharpe Ratio of -0.26. The chart below compares the historical Sharpe Ratios of EPD and HRL, 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-1.00-0.500.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
2.45
-0.26
EPD
HRL

Dividends

EPD vs. HRL - Dividend Comparison

EPD's dividend yield for the trailing twelve months is around 6.69%, more than HRL's 3.86% yield.


TTM20232022202120202019201820172016201520142013
EPD
Enterprise Products Partners L.P.
6.69%7.51%7.79%8.20%9.09%6.24%6.98%6.29%5.88%5.90%3.96%4.07%
HRL
Hormel Foods Corporation
3.86%3.43%2.28%2.01%2.00%1.86%1.76%1.87%2.50%1.26%1.54%1.51%

Drawdowns

EPD vs. HRL - Drawdown Comparison

The maximum EPD drawdown since its inception was -58.78%, which is greater than HRL's maximum drawdown of -45.01%. Use the drawdown chart below to compare losses from any high point for EPD and HRL. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-42.32%
EPD
HRL

Volatility

EPD vs. HRL - Volatility Comparison

The current volatility for Enterprise Products Partners L.P. (EPD) is 3.08%, while Hormel Foods Corporation (HRL) has a volatility of 5.46%. This indicates that EPD experiences smaller price fluctuations and is considered to be less risky than HRL 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%JuneJulyAugustSeptemberOctoberNovember
3.08%
5.46%
EPD
HRL

Financials

EPD vs. HRL - Financials Comparison

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