EPD vs. SUN
EPD (Enterprise Products Partners L.P.) and SUN (Sunoco LP) are both stocks. Both are in the Energy sector — EPD in Oil & Gas Midstream, SUN in Oil & Gas Refining & Marketing. Over the past 10 years, EPD returned 10.45%/yr vs 18.61%/yr for SUN. At a 0.41 correlation, their price movements are largely independent.
Performance
EPD vs. SUN - Performance Comparison
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Returns By Period
In the year-to-date period, EPD achieves a 20.66% return, which is significantly lower than SUN's 28.86% return. Over the past 10 years, EPD has underperformed SUN with an annualized return of 10.45%, while SUN has yielded a comparatively higher 18.61% annualized return.
EPD
- 1D
- -0.77%
- 1M
- 0.89%
- YTD
- 20.66%
- 6M
- 18.26%
- 1Y
- 27.33%
- 3Y*
- 21.14%
- 5Y*
- 16.72%
- 10Y*
- 10.45%
SUN
- 1D
- -1.15%
- 1M
- -2.20%
- YTD
- 28.86%
- 6M
- 25.56%
- 1Y
- 29.97%
- 3Y*
- 21.63%
- 5Y*
- 20.04%
- 10Y*
- 18.61%
EPD vs. SUN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EPD Enterprise Products Partners L.P. | 20.66% | 9.45% | 28.00% | 17.71% | 18.32% | 21.40% | -23.61% | 21.88% | -1.32% | 4.24% |
SUN Sunoco LP | 28.86% | 8.88% | -8.59% | 49.38% | 13.95% | 55.26% | 6.28% | 24.78% | 7.71% | 17.86% |
Correlation
The correlation between EPD and SUN is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Sep 21, 2012 | 0.41 |
The correlation between EPD and SUN shifts across timeframes, from 0.35 (1 year) to 0.46 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
EPD:
$82.06B
SUN:
$3.38T
EPD:
$2.69
SUN:
$0.06
EPD:
13.93
SUN:
1.02K
EPD:
1.59
SUN:
42.48
EPD:
$51.57B
SUN:
$20.02B
EPD:
$7.31B
SUN:
$1.75B
EPD:
$10.11B
SUN:
$2.10B
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Return for Risk
EPD vs. SUN — Risk / Return Rank
EPD
SUN
EPD vs. SUN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Enterprise Products Partners L.P. (EPD) and Sunoco LP (SUN). 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 | SUN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.42 | ||
| Sortino ratioReturn per unit of downside risk | +0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.22 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.63 | 2.76 | +0.87 |
| Martin ratioReturn relative to average drawdown | 11.00 | 7.02 | +3.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EPD | SUN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.74 | 1.32 | +0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | 0.85 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.59 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.53 | +0.01 |
Drawdowns
EPD vs. SUN - Drawdown Comparison
The maximum EPD drawdown since its inception was -58.78%, smaller than the maximum SUN drawdown of -65.47%. Use the drawdown chart below to compare losses from any high point for EPD and SUN.
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Drawdown Indicators
| EPD | SUN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.78% | -65.47% | +6.69% |
Max Drawdown (1Y)Largest decline over 1 year | -7.56% | -10.91% | +3.35% |
Max Drawdown (3Y)Largest decline over 3 years | -15.40% | -21.29% | +5.89% |
Max Drawdown (5Y)Largest decline over 5 years | -18.06% | -21.29% | +3.23% |
Max Drawdown (10Y)Largest decline over 10 years | -58.04% | -62.94% | +4.90% |
Current DrawdownCurrent decline from peak | -5.73% | -9.29% | +3.56% |
Average DrawdownAverage peak-to-trough decline | -10.13% | -16.31% | +6.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 4.28% | -1.79% |
Volatility
EPD vs. SUN - Volatility Comparison
The current volatility for Enterprise Products Partners L.P. (EPD) is 6.17%, while Sunoco LP (SUN) has a volatility of 8.42%. This indicates that EPD experiences smaller price fluctuations and is considered to be less risky than SUN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EPD | SUN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.17% | 8.42% | -2.25% |
Volatility (6M)Calculated over the trailing 6-month period | 13.16% | 16.61% | -3.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.81% | 22.92% | -7.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.23% | 23.62% | -6.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.16% | 31.75% | -7.59% |
Dividends
EPD vs. SUN - Dividend Comparison
EPD's dividend yield for the trailing twelve months is around 5.84%, more than SUN's 5.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPD Enterprise Products Partners L.P. | 5.84% | 6.74% | 6.63% | 7.51% | 7.79% | 8.20% | 9.09% | 6.23% | 6.97% | 6.29% | 5.88% | 5.90% |
SUN Sunoco LP | 5.73% | 6.89% | 6.74% | 5.59% | 7.66% | 8.09% | 11.47% | 10.79% | 12.14% | 11.63% | 12.16% | 6.78% |
Financials
EPD vs. SUN - Financials Comparison
This section allows you to compare key financial metrics between Enterprise Products Partners L.P. and Sunoco 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
EPD and SUN have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SUN has higher volatility (8.42%) compared to EPD (6.17%). In terms of maximum drawdown, EPD dropped -58.78% vs SUN's -65.47%.
EPD currently has the higher Sharpe Ratio (1.74 vs 1.32), 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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