EPD vs. VEA
EPD (Enterprise Products Partners L.P.) is a stock, while VEA (Vanguard FTSE Developed Markets ETF) is Foreign Large Cap Equities fund tracking the FTSE Developed All Cap ex US Index. Over the past 10 years, EPD returned 10.31%/yr vs 9.92%/yr for VEA. At a 0.41 correlation, their price movements are largely independent.
Performance
EPD vs. VEA - Performance Comparison
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Returns By Period
In the year-to-date period, EPD achieves a 24.71% return, which is significantly higher than VEA's 11.59% return. Both investments have delivered pretty close results over the past 10 years, with EPD having a 10.31% annualized return and VEA not far behind at 9.92%.
EPD
- 1D
- 1.52%
- 1M
- 5.96%
- 6M
- 21.53%
- YTD
- 24.71%
- 1Y
- 32.06%
- 3Y*
- 21.21%
- 5Y*
- 18.64%
- 10Y*
- 10.31%
- ALL TIME*
- 14.20%
VEA
- 1D
- -0.67%
- 1M
- -4.26%
- 6M
- 7.02%
- YTD
- 11.59%
- 1Y
- 25.76%
- 3Y*
- 17.14%
- 5Y*
- 9.55%
- 10Y*
- 9.92%
- ALL TIME*
- 5.03%
EPD vs. VEA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EPD Enterprise Products Partners L.P. | 24.71% | 9.45% | 28.00% | 17.71% | 18.32% | 21.40% | -23.61% | 21.88% | -1.32% | 4.24% |
VEA Vanguard FTSE Developed Markets ETF | 11.59% | 35.16% | 3.15% | 17.93% | -15.34% | 11.66% | 9.71% | 22.62% | -14.75% | 26.42% |
Correlation
The correlation between EPD and VEA 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 | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2007 | 0.41 |
The correlation between EPD and VEA shifts across timeframes, from -0.08 (1 year) to 0.41 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EPD vs. VEA — Risk / Return Rank
EPD
VEA
EPD vs. VEA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Enterprise Products Partners L.P. (EPD) and Vanguard FTSE Developed Markets ETF (VEA). 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 | VEA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.39 | ||
| Sortino ratioReturn per unit of downside risk | +0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.28 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.46 | 2.23 | +1.23 |
| Martin ratioReturn relative to average drawdown | 9.87 | 8.35 | +1.51 |
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Drawdowns
EPD vs. VEA - Drawdown Comparison
The maximum EPD drawdown since its inception was -58.78%, roughly equal to the maximum VEA drawdown of -60.68%. Use the drawdown chart below to compare losses from any high point for EPD and VEA.
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Drawdown Indicators
| EPD | VEA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.78% | -60.68% | +1.90% |
Max Drawdown (1Y)Largest decline over 1 year | -9.32% | -11.63% | +2.31% |
Max Drawdown (3Y)Largest decline over 3 years | -15.40% | -13.45% | -1.95% |
Max Drawdown (5Y)Largest decline over 5 years | -18.06% | -29.71% | +11.65% |
Max Drawdown (10Y)Largest decline over 10 years | -58.04% | -35.73% | -22.31% |
Current DrawdownCurrent decline from peak | -2.56% | -4.37% | +1.81% |
Average DrawdownAverage peak-to-trough decline | -10.21% | -13.22% | +3.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.26% | 3.09% | +0.17% |
Volatility
EPD vs. VEA - Volatility Comparison
Enterprise Products Partners L.P. (EPD) has a higher volatility of 6.72% compared to Vanguard FTSE Developed Markets ETF (VEA) at 5.31%. This indicates that EPD's price experiences larger fluctuations and is considered to be riskier than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EPD | VEA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.72% | 5.31% | +1.41% |
Volatility (6M)Calculated over the trailing 6-month period | 14.71% | 15.14% | -0.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.96% | 17.09% | -0.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.22% | 16.78% | +0.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.15% | 17.18% | +6.97% |
Dividends
EPD vs. VEA - Dividend Comparison
EPD's dividend yield for the trailing twelve months is around 5.65%, more than VEA's 2.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPD Enterprise Products Partners L.P. | 5.65% | 6.74% | 6.63% | 7.51% | 7.79% | 8.20% | 9.09% | 6.23% | 6.97% | 6.29% | 5.88% | 5.90% |
VEA Vanguard FTSE Developed Markets ETF | 2.62% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
Frequently Asked Questions
EPD and VEA 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.
EPD has higher volatility (6.72%) compared to VEA (5.31%). In terms of maximum drawdown, EPD dropped -58.78% vs VEA's -60.68%.
EPD currently has the higher Sharpe Ratio (1.90 vs 1.52), 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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