EPD vs. NLY
EPD (Enterprise Products Partners L.P.) and NLY (Annaly Capital Management, Inc.) are both stocks. EPD operates in Oil & Gas Midstream (Energy), while NLY operates in REIT - Mortgage (Real Estate). Over the past 10 years, EPD returned 10.61%/yr vs 5.96%/yr for NLY. At a 0.20 correlation, their price movements are largely independent.
Performance
EPD vs. NLY - Performance Comparison
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Returns By Period
In the year-to-date period, EPD achieves a 19.79% return, which is significantly higher than NLY's 1.74% return. Over the past 10 years, EPD has outperformed NLY with an annualized return of 10.61%, while NLY has yielded a comparatively lower 5.96% 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%
NLY
- 1D
- -0.05%
- 1M
- -0.72%
- YTD
- 1.74%
- 6M
- 5.83%
- 1Y
- 29.27%
- 3Y*
- 16.65%
- 5Y*
- 2.68%
- 10Y*
- 5.96%
EPD vs. NLY - 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% |
NLY Annaly Capital Management, Inc. | 1.74% | 40.00% | 8.07% | 4.94% | -21.41% | 2.48% | 2.38% | 7.22% | -7.22% | 31.92% |
Correlation
The correlation between EPD and NLY is 0.08, 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 | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Jul 28, 1998 | 0.20 |
The correlation between EPD and NLY shifts across timeframes, from 0.08 (1 year) to 0.35 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
EPD:
$81.47B
NLY:
$15.94B
EPD:
$2.69
NLY:
$3.28
EPD:
13.83
NLY:
6.70
EPD:
1.58
NLY:
2.81
EPD:
$51.57B
NLY:
$5.21B
EPD:
$7.31B
NLY:
$5.17B
EPD:
$10.11B
NLY:
$5.65B
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Return for Risk
EPD vs. NLY — Risk / Return Rank
EPD
NLY
EPD vs. NLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Enterprise Products Partners L.P. (EPD) and Annaly Capital Management, Inc. (NLY). 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 | NLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | +0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.27 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.24 | 1.98 | +1.27 |
| Martin ratioReturn relative to average drawdown | 9.50 | 5.80 | +3.70 |
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Drawdowns
EPD vs. NLY - Drawdown Comparison
The maximum EPD drawdown since its inception was -58.78%, roughly equal to the maximum NLY drawdown of -60.09%. Use the drawdown chart below to compare losses from any high point for EPD and NLY.
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Drawdown Indicators
| EPD | NLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.78% | -60.09% | +1.31% |
Max Drawdown (1Y)Largest decline over 1 year | -7.56% | -14.88% | +7.32% |
Max Drawdown (3Y)Largest decline over 3 years | -15.40% | -26.70% | +11.30% |
Max Drawdown (5Y)Largest decline over 5 years | -18.06% | -50.99% | +32.93% |
Max Drawdown (10Y)Largest decline over 10 years | -58.04% | -60.09% | +2.05% |
Current DrawdownCurrent decline from peak | -6.41% | -6.77% | +0.36% |
Average DrawdownAverage peak-to-trough decline | -10.22% | -13.83% | +3.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 5.07% | -2.49% |
Volatility
EPD vs. NLY - Volatility Comparison
Enterprise Products Partners L.P. (EPD) and Annaly Capital Management, Inc. (NLY) have volatilities of 6.00% and 6.20%, 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.
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Volatility by Period
| EPD | NLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.00% | 6.20% | -0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 13.27% | 15.27% | -2.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.90% | 19.07% | -3.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.23% | 25.61% | -8.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.14% | 28.14% | -4.00% |
Dividends
EPD vs. NLY - Dividend Comparison
EPD's dividend yield for the trailing twelve months is around 5.88%, less than NLY's 12.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
NLY Annaly Capital Management, Inc. | 12.73% | 12.52% | 14.21% | 13.42% | 16.70% | 11.25% | 10.77% | 11.15% | 12.22% | 10.09% | 12.04% | 12.79% |
Financials
EPD vs. NLY - Financials Comparison
This section allows you to compare key financial metrics between Enterprise Products Partners L.P. and Annaly Capital Management, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
EPD and NLY have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NLY has higher volatility (6.20%) compared to EPD (6.00%). In terms of maximum drawdown, EPD dropped -58.78% vs NLY's -60.09%.
EPD currently has the higher Sharpe Ratio (1.54 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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