PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
EPD vs. MMP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


EPDMMP

Fundamentals


EPDMMP
Market Cap$61.02B$13.94B
EPS$2.55$5.00
PE Ratio11.0213.80
PEG Ratio5.134.90
Revenue (TTM)$52.03B$3.48B
Gross Profit (TTM)$6.73B$1.49B
EBITDA (TTM)$8.94B$1.42B

Correlation

-0.50.00.51.00.6

The correlation between EPD and MMP is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

EPD vs. MMP - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%3,500.00%4,000.00%4,500.00%December2024FebruaryMarchAprilMay
1,511.52%
4,493.87%
EPD
MMP

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Enterprise Products Partners L.P.

Magellan Midstream Partners, L.P.

Risk-Adjusted Performance

EPD vs. MMP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Enterprise Products Partners L.P. (EPD) and Magellan Midstream Partners, L.P. (MMP). 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.


EPD
Sharpe ratio
The chart of Sharpe ratio for EPD, currently valued at 1.76, compared to the broader market-2.00-1.000.001.002.003.004.001.76
Sortino ratio
The chart of Sortino ratio for EPD, currently valued at 2.43, compared to the broader market-4.00-2.000.002.004.006.002.43
Omega ratio
The chart of Omega ratio for EPD, currently valued at 1.30, compared to the broader market0.501.001.501.30
Calmar ratio
The chart of Calmar ratio for EPD, currently valued at 3.30, compared to the broader market0.002.004.006.003.30
Martin ratio
The chart of Martin ratio for EPD, currently valued at 9.39, compared to the broader market-10.000.0010.0020.0030.009.39
MMP
Sharpe ratio
The chart of Sharpe ratio for MMP, currently valued at 1.94, compared to the broader market-2.00-1.000.001.002.003.004.001.94
Sortino ratio
The chart of Sortino ratio for MMP, currently valued at 4.75, compared to the broader market-4.00-2.000.002.004.006.004.75
Omega ratio
The chart of Omega ratio for MMP, currently valued at 2.01, compared to the broader market0.501.001.502.01
Calmar ratio
The chart of Calmar ratio for MMP, currently valued at 5.46, compared to the broader market0.002.004.006.005.46
Martin ratio
The chart of Martin ratio for MMP, currently valued at 25.46, compared to the broader market-10.000.0010.0020.0030.0025.46

EPD vs. MMP - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio1.001.502.002.50December2024FebruaryMarchAprilMay
1.76
1.94
EPD
MMP

Dividends

EPD vs. MMP - Dividend Comparison

EPD's dividend yield for the trailing twelve months is around 7.22%, while MMP has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
EPD
Enterprise Products Partners L.P.
7.22%7.51%7.79%8.20%9.09%6.23%6.97%6.29%5.88%5.90%3.96%4.07%
MMP
Magellan Midstream Partners, L.P.
1.87%4.90%8.26%8.84%9.65%6.39%6.62%4.95%4.28%4.28%3.02%3.30%

Drawdowns

EPD vs. MMP - Drawdown Comparison


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%December2024FebruaryMarchAprilMay
-4.26%
-0.09%
EPD
MMP

Volatility

EPD vs. MMP - Volatility Comparison

Enterprise Products Partners L.P. (EPD) has a higher volatility of 3.84% compared to Magellan Midstream Partners, L.P. (MMP) at 0.00%. This indicates that EPD's price experiences larger fluctuations and is considered to be riskier than MMP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%December2024FebruaryMarchAprilMay
3.84%
0
EPD
MMP

Financials

EPD vs. MMP - Financials Comparison

This section allows you to compare key financial metrics between Enterprise Products Partners L.P. and Magellan Midstream Partners, L.P.. 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