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EPD vs. IVV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EPD vs. IVV

Last updated Jun 13, 2026

EPD (Enterprise Products Partners L.P.) is a stock, while IVV (iShares Core S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, EPD returned 10.61%/yr vs 15.47%/yr for IVV. At a 0.35 correlation, their price movements are largely independent.

Performance

EPD vs. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Enterprise Products Partners L.P. (EPD) and iShares Core S&P 500 ETF (IVV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EPD achieves a 19.79% return, which is significantly higher than IVV's 9.08% return. Over the past 10 years, EPD has underperformed IVV with an annualized return of 10.61%, while IVV has yielded a comparatively higher 15.47% annualized return.

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%

IVV

1D
0.55%
1M
0.36%
YTD
9.08%
6M
9.43%
1Y
25.77%
3Y*
20.95%
5Y*
13.42%
10Y*
15.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EPD vs. IVV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%
IVV
iShares Core S&P 500 ETF		9.08%17.85%24.93%26.31%-18.16%28.76%18.40%31.07%-4.49%21.75%

Correlation

The correlation between EPD and IVV is -0.06, 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

-0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.21

Correlation (5Y)
Calculated over the trailing 5-year period

0.33

Correlation (10Y)
Calculated over the trailing 10-year period

0.39

Correlation (All Time)
Calculated using the full available price history since May 19, 2000

0.35

The correlation between EPD and IVV shifts across timeframes, from -0.06 (1 year) to 0.39 (10 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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Enterprise Products Partners L.P.

iShares Core S&P 500 ETF

Often compared with EPD:
EPD vs. MPLXEPD vs. ENBEPD vs. WESEPD vs. SCHDEPD vs. PAAEPD vs. VOOEPD vs. DVN
Often compared with IVV:
IVV vs. VOOIVV vs. SPYIVV vs. FXAIXIVV vs. QQQIVV vs. VTIIVV vs. IOOIVV vs. CSPX.L

Return for Risk

EPD vs. IVV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EPD
EPD Risk / Return Rank: 8383
Overall Rank
EPD Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
EPD Sortino Ratio Rank: 8181
Sortino Ratio Rank
EPD Omega Ratio Rank: 7979
Omega Ratio Rank
EPD Calmar Ratio Rank: 8585
Calmar Ratio Rank
EPD Martin Ratio Rank: 8888
Martin Ratio Rank
IVV
IVV Risk / Return Rank: 7070
Overall Rank
IVV Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 6969
Sortino Ratio Rank
IVV Omega Ratio Rank: 7171
Omega Ratio Rank
IVV Calmar Ratio Rank: 6363
Calmar Ratio Rank
IVV Martin Ratio Rank: 7676
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. IVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Enterprise Products Partners L.P. (EPD) and iShares Core S&P 500 ETF (IVV). 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.

EPDIVVDifference
Sharpe ratioReturn per unit of total volatility
1.54
2.00

-0.45

Sortino ratioReturn per unit of downside risk
2.24
2.70

-0.45

Omega ratioGain probability vs. loss probability

1.28

1.36

-0.09

Calmar ratioReturn relative to maximum drawdown

3.24

2.76

+0.49

Martin ratioReturn relative to average drawdown

9.50

12.43

-2.94

EPD vs. IVV - Sharpe Ratio Comparison

The current EPD Sharpe Ratio is 1.54, which is comparable to the IVV Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of EPD and IVV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

EPD vs. IVV - Drawdown Comparison

The maximum EPD drawdown since its inception was -58.78%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for EPD and IVV.

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Drawdown Indicators

EPDIVVDifference

Max Drawdown

Largest peak-to-trough decline

-58.78%

-55.25%

-3.53%

Max Drawdown (1Y)

Largest decline over 1 year

-7.56%

-8.89%

+1.33%

Max Drawdown (3Y)

Largest decline over 3 years

-15.40%

-18.75%

+3.35%

Max Drawdown (5Y)

Largest decline over 5 years

-18.06%

-24.53%

+6.47%

Max Drawdown (10Y)

Largest decline over 10 years

-58.04%

-33.90%

-24.14%

Current Drawdown

Current decline from peak

-6.41%

-2.35%

-4.06%

Average Drawdown

Average peak-to-trough decline

-10.22%

-10.77%

+0.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

1.97%

+0.61%

Volatility

EPD vs. IVV - Volatility Comparison

Enterprise Products Partners L.P. (EPD) has a higher volatility of 6.00% compared to iShares Core S&P 500 ETF (IVV) at 4.37%. This indicates that EPD's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EPDIVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.00%

4.37%

+1.63%

Volatility (6M)

Calculated over the trailing 6-month period

13.27%

9.59%

+3.68%

Volatility (1Y)

Calculated over the trailing 1-year period

15.90%

12.28%

+3.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.23%

16.95%

+0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.14%

18.08%

+6.06%

Dividends

EPD vs. IVV - Dividend Comparison

EPD's dividend yield for the trailing twelve months is around 5.88%, more than IVV's 1.08% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
IVV
iShares Core S&P 500 ETF		1.08%1.17%1.30%1.44%1.66%1.20%1.57%1.85%2.21%1.75%2.01%2.27%

Frequently Asked Questions

EPD and IVV have a correlation of -0.06, 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 IVV (4.37%). In terms of maximum drawdown, EPD dropped -58.78% vs IVV's -55.25%.

IVV currently has the higher Sharpe Ratio (2.00 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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