EPD vs. SCHO
EPD (Enterprise Products Partners L.P.) is a stock, while SCHO (Schwab Short-Term U.S. Treasury ETF) is Government Bonds fund tracking the Bloomberg U.S. Treasury 1-3 Year Index. Over the past 10 years, EPD returned 10.96%/yr vs 1.73%/yr for SCHO. Their -0.09 correlation means they have often moved in opposite directions in the past.
Performance
EPD vs. SCHO - Performance Comparison
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Returns By Period
In the year-to-date period, EPD achieves a 23.60% return, which is significantly higher than SCHO's 0.83% return. Over the past 10 years, EPD has outperformed SCHO with an annualized return of 10.96%, while SCHO has yielded a comparatively lower 1.73% annualized return.
EPD
- 1D
- -0.47%
- 1M
- 4.58%
- 6M
- 17.79%
- YTD
- 23.60%
- 1Y
- 31.17%
- 3Y*
- 20.58%
- 5Y*
- 19.39%
- 10Y*
- 10.96%
- ALL TIME*
- 14.14%
SCHO
- 1D
- 0.05%
- 1M
- 0.09%
- 6M
- 0.68%
- YTD
- 0.83%
- 1Y
- 2.67%
- 3Y*
- 4.23%
- 5Y*
- 1.88%
- 10Y*
- 1.73%
- ALL TIME*
- 1.35%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $134.82M | $122.94M | $126.96M | |
| $59.21M | $61.33M | $83.92M |
EPD vs. SCHO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EPD Enterprise Products Partners L.P. | 23.60% | 9.45% | 28.00% | 17.71% | 18.32% | 21.40% | -23.61% | 21.88% | -1.32% | 4.24% |
SCHO Schwab Short-Term U.S. Treasury ETF | 0.83% | 5.49% | 3.65% | 4.31% | -3.87% | -0.64% | 3.11% | 3.47% | 1.37% | 0.33% |
Correlation
The correlation between EPD and SCHO is -0.21, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.21 |
Correlation (3Y) Balances recent behavior with more history. | -0.05 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.03 |
Correlation (10Y) Provides a long-term view across more market conditions. | -0.09 |
Correlation (All Time) Calculated using the full available price history since Aug 5, 2010 | -0.09 |
The correlation between EPD and SCHO shifts across timeframes, from -0.21 (1 year) to -0.03 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
EPD vs. SCHO — Risk / Return Rank
EPD
SCHO
EPD vs. SCHO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Enterprise Products Partners L.P. (EPD) and Schwab Short-Term U.S. Treasury ETF (SCHO). 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 | SCHO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.20 | ||
| Sortino ratioReturn per unit of downside risk | -0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.38 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.36 | 3.13 | +0.23 |
| Martin ratioReturn relative to average drawdown | 9.43 | 13.09 | -3.66 |
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Drawdowns
EPD vs. SCHO - Drawdown Comparison
The maximum EPD drawdown since its inception was -58.78%, which is greater than SCHO's maximum drawdown of -5.69%. Use the drawdown chart below to compare losses from any high point for EPD and SCHO.
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Drawdown Indicators
| EPD | SCHO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.78% | -5.69% | -53.09% |
Max Drawdown (1Y)Largest decline over 1 year | -9.32% | -0.86% | -8.46% |
Max Drawdown (3Y)Largest decline over 3 years | -15.40% | -0.98% | -14.42% |
Max Drawdown (5Y)Largest decline over 5 years | -18.06% | -5.64% | -12.42% |
Max Drawdown (10Y)Largest decline over 10 years | -58.04% | -5.69% | -52.35% |
Current DrawdownCurrent decline from peak | -3.43% | 0.00% | -3.43% |
Average DrawdownAverage peak-to-trough decline | -10.20% | -0.61% | -9.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.31% | 0.20% | +3.11% |
Volatility
EPD vs. SCHO - Volatility Comparison
Enterprise Products Partners L.P. (EPD) has a higher volatility of 6.10% compared to Schwab Short-Term U.S. Treasury ETF (SCHO) at 0.33%. This indicates that EPD's price experiences larger fluctuations and is considered to be riskier than SCHO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EPD | SCHO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.10% | 0.33% | +5.77% |
Volatility (6M)Calculated over the trailing 6-month period | 14.80% | 1.03% | +13.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.08% | 1.32% | +15.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.20% | 2.00% | +15.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.11% | 1.57% | +22.54% |
Dividends
EPD vs. SCHO - Dividend Comparison
EPD's dividend yield for the trailing twelve months is around 5.82%, more than SCHO's 3.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPD Enterprise Products Partners L.P. | 5.82% | 6.74% | 6.63% | 7.51% | 7.79% | 8.20% | 9.09% | 6.23% | 6.97% | 6.29% | 5.88% | 5.90% |
SCHO Schwab Short-Term U.S. Treasury ETF | 3.88% | 4.06% | 4.29% | 3.76% | 1.34% | 0.41% | 1.27% | 2.27% | 1.60% | 1.12% | 0.82% | 0.68% |
Frequently Asked Questions
EPD and SCHO have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EPD has higher volatility (6.10%) compared to SCHO (0.33%). In terms of maximum drawdown, EPD dropped -58.78% vs SCHO's -5.69%.
SCHO currently has the higher Sharpe Ratio (2.03 vs 1.84), 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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