EPD vs. UTG
EPD (Enterprise Products Partners L.P.) and UTG (Reaves Utility Income Trust) are both stocks. EPD operates in Oil & Gas Midstream (Energy), while UTG operates in Asset Management (Financial Services). Over the past 10 years, EPD returned 10.45%/yr vs 10.17%/yr for UTG. At a 0.31 correlation, their price movements are largely independent.
Performance
EPD vs. UTG - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EPD achieves a 20.66% return, which is significantly higher than UTG's 12.62% return. Both investments have delivered pretty close results over the past 10 years, with EPD having a 10.45% annualized return and UTG not far behind at 10.17%.
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%
UTG
- 1D
- -1.44%
- 1M
- -4.42%
- YTD
- 12.62%
- 6M
- 12.10%
- 1Y
- 23.24%
- 3Y*
- 22.14%
- 5Y*
- 10.59%
- 10Y*
- 10.17%
EPD vs. UTG - 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% |
UTG Reaves Utility Income Trust | 12.62% | 23.24% | 28.10% | 2.84% | -13.38% | 14.26% | -5.25% | 33.65% | 1.84% | 6.74% |
Correlation
The correlation between EPD and UTG is 0.05, 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 | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 2004 | 0.31 |
Over the past year, the correlation between EPD and UTG has dropped to 0.05 - well below their long-term average of 0.31, suggesting their price drivers have been diverging.
Fundamentals
EPD:
$82.06B
UTG:
$3.63B
EPD:
$2.69
UTG:
$18.20
EPD:
13.93
UTG:
2.22
EPD:
2.24
UTG:
0.01
EPD:
1.59
UTG:
6.91
EPD:
$51.57B
UTG:
$525.39M
EPD:
$7.31B
UTG:
$228.88M
EPD:
$10.11B
UTG:
$1.71B
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. UTG — Risk / Return Rank
EPD
UTG
EPD vs. UTG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Enterprise Products Partners L.P. (EPD) and Reaves Utility Income Trust (UTG). 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 | UTG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.35 | ||
| Sortino ratioReturn per unit of downside risk | +0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.24 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.63 | 2.01 | +1.61 |
| Martin ratioReturn relative to average drawdown | 11.00 | 4.46 | +6.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| EPD | UTG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.74 | 1.39 | +0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | 0.63 | +0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.47 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.48 | +0.06 |
Drawdowns
EPD vs. UTG - Drawdown Comparison
The maximum EPD drawdown since its inception was -58.78%, smaller than the maximum UTG drawdown of -67.77%. Use the drawdown chart below to compare losses from any high point for EPD and UTG.
Loading charts...
Drawdown Indicators
| EPD | UTG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.78% | -67.77% | +8.99% |
Max Drawdown (1Y)Largest decline over 1 year | -7.56% | -11.59% | +4.03% |
Max Drawdown (3Y)Largest decline over 3 years | -15.40% | -15.03% | -0.37% |
Max Drawdown (5Y)Largest decline over 5 years | -18.06% | -26.54% | +8.48% |
Max Drawdown (10Y)Largest decline over 10 years | -58.04% | -47.91% | -10.13% |
Current DrawdownCurrent decline from peak | -5.73% | -7.00% | +1.27% |
Average DrawdownAverage peak-to-trough decline | -10.13% | -8.74% | -1.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 5.22% | -2.73% |
Volatility
EPD vs. UTG - Volatility Comparison
Enterprise Products Partners L.P. (EPD) and Reaves Utility Income Trust (UTG) have volatilities of 6.17% and 6.24%, 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 | UTG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.17% | 6.24% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 13.16% | 12.95% | +0.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.81% | 16.83% | -1.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.23% | 16.84% | +0.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.16% | 21.61% | +2.55% |
Dividends
EPD vs. UTG - Dividend Comparison
EPD's dividend yield for the trailing twelve months is around 5.84%, less than UTG's 5.91% 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% |
UTG Reaves Utility Income Trust | 5.91% | 6.42% | 7.19% | 8.53% | 8.07% | 6.35% | 6.59% | 5.69% | 6.86% | 6.21% | 9.02% | 6.86% |
Financials
EPD vs. UTG - Financials Comparison
This section allows you to compare key financial metrics between Enterprise Products Partners L.P. and Reaves Utility Income Trust. 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 UTG have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
UTG has higher volatility (6.24%) compared to EPD (6.17%). In terms of maximum drawdown, EPD dropped -58.78% vs UTG's -67.77%.
EPD currently has the higher Sharpe Ratio (1.74 vs 1.39), 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 UTG
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