EPD vs. VOO
Compare and contrast key facts about Enterprise Products Partners L.P. (EPD) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EPD or VOO.
Performance
EPD vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, EPD achieves a 29.11% return, which is significantly higher than VOO's 25.48% return. Over the past 10 years, EPD has underperformed VOO with an annualized return of 4.81%, while VOO has yielded a comparatively higher 13.15% annualized return.
EPD
29.11%
10.38%
14.33%
29.55%
12.36%
4.81%
VOO
25.48%
0.99%
11.84%
31.84%
15.62%
13.15%
Key characteristics
| EPD | VOO | |
|---|---|---|
| Sharpe Ratio | 2.52 | 2.69 |
| Sortino Ratio | 3.63 | 3.59 |
| Omega Ratio | 1.46 | 1.50 |
| Calmar Ratio | 5.38 | 3.89 |
| Martin Ratio | 14.54 | 17.64 |
| Ulcer Index | 2.03% | 1.86% |
| Daily Std Dev | 11.73% | 12.20% |
| Max Drawdown | -58.78% | -33.99% |
| Current Drawdown | 0.00% | -1.40% |
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Correlation
The correlation between EPD and VOO is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
EPD vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Enterprise Products Partners L.P. (EPD) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
EPD vs. VOO - Dividend Comparison
EPD's dividend yield for the trailing twelve months is around 6.58%, more than VOO's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPD Enterprise Products Partners L.P. | 6.58% | 7.51% | 7.79% | 8.20% | 9.09% | 6.24% | 6.98% | 6.29% | 5.88% | 5.90% | 3.96% | 4.07% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
EPD vs. VOO - Drawdown Comparison
The maximum EPD drawdown since its inception was -58.78%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for EPD and VOO. For additional features, visit the drawdowns tool.
Volatility
EPD vs. VOO - Volatility Comparison
The current volatility for Enterprise Products Partners L.P. (EPD) is 2.97%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.10%. This indicates that EPD experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.