EPD vs. QQQI
EPD (Enterprise Products Partners L.P.) is a stock, while QQQI (NEOS Nasdaq-100 High Income ETF) is Nasdaq-100 fund actively managed by Neos. Over the past year, EPD returned 24.43% vs 25.86% for QQQI. At a 0.10 correlation, their price movements are largely independent.
Performance
EPD vs. QQQI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EPD achieves a 19.79% return, which is significantly higher than QQQI's 10.58% 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%
QQQI
- 1D
- 0.70%
- 1M
- 0.26%
- YTD
- 10.58%
- 6M
- 11.20%
- 1Y
- 25.86%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EPD vs. QQQI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EPD Enterprise Products Partners L.P. | 19.79% | 9.45% | 22.79% |
QQQI NEOS Nasdaq-100 High Income ETF | 10.58% | 18.62% | 19.44% |
Correlation
The correlation between EPD and QQQI is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.12 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2024 | 0.10 |
The correlation between EPD and QQQI shifts across timeframes, from -0.12 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EPD vs. QQQI — Risk / Return Rank
EPD
QQQI
EPD vs. QQQI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Enterprise Products Partners L.P. (EPD) and NEOS Nasdaq-100 High Income ETF (QQQI). 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 | QQQI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.34 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.24 | 2.70 | +0.54 |
| Martin ratioReturn relative to average drawdown | 9.50 | 11.63 | -2.13 |
Loading charts...
Drawdowns
EPD vs. QQQI - Drawdown Comparison
The maximum EPD drawdown since its inception was -58.78%, which is greater than QQQI's maximum drawdown of -20.00%. Use the drawdown chart below to compare losses from any high point for EPD and QQQI.
Loading charts...
Drawdown Indicators
| EPD | QQQI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.78% | -20.00% | -38.78% |
Max Drawdown (1Y)Largest decline over 1 year | -7.56% | -9.61% | +2.05% |
Max Drawdown (3Y)Largest decline over 3 years | -15.40% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -18.06% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -58.04% | — | — |
Current DrawdownCurrent decline from peak | -6.41% | -2.69% | -3.72% |
Average DrawdownAverage peak-to-trough decline | -10.22% | -2.21% | -8.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 2.23% | +0.35% |
Volatility
EPD vs. QQQI - Volatility Comparison
Enterprise Products Partners L.P. (EPD) and NEOS Nasdaq-100 High Income ETF (QQQI) have volatilities of 6.00% and 6.10%, 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.
Loading charts...
Volatility by Period
| EPD | QQQI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.00% | 6.10% | -0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 13.27% | 11.35% | +1.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.90% | 14.10% | +1.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.23% | 17.34% | -0.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.14% | 17.34% | +6.80% |
Dividends
EPD vs. QQQI - Dividend Comparison
EPD's dividend yield for the trailing twelve months is around 5.88%, less than QQQI's 13.53% 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% |
QQQI NEOS Nasdaq-100 High Income ETF | 13.53% | 13.82% | 12.85% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EPD and QQQI have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QQQI has higher volatility (6.10%) compared to EPD (6.00%). In terms of maximum drawdown, EPD dropped -58.78% vs QQQI's -20.00%.
QQQI currently has the higher Sharpe Ratio (1.84 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.
Find the right allocation for EPD and QQQI
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer