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

Correlation

The correlation between EPD and MPLX 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.


-0.50.00.51.00.5

Performance

EPD vs. MPLX - Performance Comparison

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

150.00%200.00%250.00%300.00%350.00%JulyAugustSeptemberOctoberNovemberDecember
157.08%
315.70%
EPD
MPLX

Key characteristics

Sharpe Ratio

EPD:

1.91

MPLX:

2.81

Sortino Ratio

EPD:

2.73

MPLX:

3.90

Omega Ratio

EPD:

1.35

MPLX:

1.49

Calmar Ratio

EPD:

2.17

MPLX:

3.83

Martin Ratio

EPD:

10.37

MPLX:

17.62

Ulcer Index

EPD:

2.42%

MPLX:

2.21%

Daily Std Dev

EPD:

13.11%

MPLX:

13.84%

Max Drawdown

EPD:

-58.78%

MPLX:

-85.72%

Current Drawdown

EPD:

-11.56%

MPLX:

-10.16%

Fundamentals

Market Cap

EPD:

$67.82B

MPLX:

$48.60B

EPS

EPD:

$2.66

MPLX:

$4.24

PE Ratio

EPD:

11.76

MPLX:

11.25

PEG Ratio

EPD:

3.03

MPLX:

2.27

Total Revenue (TTM)

EPD:

$56.51B

MPLX:

$10.91B

Gross Profit (TTM)

EPD:

$7.05B

MPLX:

$4.95B

EBITDA (TTM)

EPD:

$9.74B

MPLX:

$6.10B

Returns By Period

In the year-to-date period, EPD achieves a 24.29% return, which is significantly lower than MPLX's 37.42% return. Over the past 10 years, EPD has outperformed MPLX with an annualized return of 5.96%, while MPLX has yielded a comparatively lower 4.92% annualized return.


EPD

YTD

24.29%

1M

-3.30%

6M

11.54%

1Y

24.67%

5Y*

9.99%

10Y*

5.96%

MPLX

YTD

37.42%

1M

-2.21%

6M

18.47%

1Y

38.48%

5Y*

24.95%

10Y*

4.92%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

EPD vs. MPLX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Enterprise Products Partners L.P. (EPD) and MPLX LP (MPLX). 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 1.91, compared to the broader market-4.00-2.000.002.001.912.81
The chart of Sortino ratio for EPD, currently valued at 2.73, compared to the broader market-4.00-2.000.002.004.002.733.90
The chart of Omega ratio for EPD, currently valued at 1.35, compared to the broader market0.501.001.502.001.351.49
The chart of Calmar ratio for EPD, currently valued at 2.17, compared to the broader market0.002.004.006.002.173.83
The chart of Martin ratio for EPD, currently valued at 10.37, compared to the broader market0.0010.0020.0010.3717.62
EPD
MPLX

The current EPD Sharpe Ratio is 1.91, which is lower than the MPLX Sharpe Ratio of 2.81. The chart below compares the historical Sharpe Ratios of EPD and MPLX, 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 Ratio1.001.502.002.503.003.504.004.50JulyAugustSeptemberOctoberNovemberDecember
1.91
2.81
EPD
MPLX

Dividends

EPD vs. MPLX - Dividend Comparison

EPD's dividend yield for the trailing twelve months is around 6.83%, less than MPLX's 7.56% yield.


TTM20232022202120202019201820172016201520142013
EPD
Enterprise Products Partners L.P.
6.83%7.51%7.79%8.20%9.09%6.24%6.98%6.29%5.88%5.90%3.96%4.07%
MPLX
MPLX LP
7.56%8.65%8.80%11.30%12.71%10.42%8.22%6.23%5.86%4.33%1.83%2.32%

Drawdowns

EPD vs. MPLX - Drawdown Comparison

The maximum EPD drawdown since its inception was -58.78%, smaller than the maximum MPLX drawdown of -85.72%. Use the drawdown chart below to compare losses from any high point for EPD and MPLX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.56%
-10.16%
EPD
MPLX

Volatility

EPD vs. MPLX - Volatility Comparison

Enterprise Products Partners L.P. (EPD) and MPLX LP (MPLX) have volatilities of 6.69% and 6.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
6.69%
6.86%
EPD
MPLX

Financials

EPD vs. MPLX - Financials Comparison

This section allows you to compare key financial metrics between Enterprise Products Partners L.P. and MPLX LP. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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