EPD vs. VYM
EPD (Enterprise Products Partners L.P.) is a stock, while VYM (Vanguard High Dividend Yield ETF) is Dividend fund tracking the FTSE High Dividend Yield Index. Over the past 10 years, EPD returned 10.61%/yr vs 11.95%/yr for VYM. At a 0.46 correlation, their price movements are largely independent.
Performance
EPD vs. VYM - Performance Comparison
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Returns By Period
In the year-to-date period, EPD achieves a 19.79% return, which is significantly higher than VYM's 12.37% return. Over the past 10 years, EPD has underperformed VYM with an annualized return of 10.61%, while VYM has yielded a comparatively higher 11.95% annualized return.
EPD
- 1D
- -0.08%
- 1M
- -5.05%
- YTD
- 19.79%
- 6M
- 19.53%
- 1Y
- 24.08%
- 3Y*
- 20.73%
- 5Y*
- 15.96%
- 10Y*
- 10.61%
VYM
- 1D
- 0.80%
- 1M
- 1.97%
- YTD
- 12.37%
- 6M
- 11.19%
- 1Y
- 25.94%
- 3Y*
- 18.06%
- 5Y*
- 11.59%
- 10Y*
- 11.95%
EPD vs. VYM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EPD Enterprise Products Partners L.P. | 19.79% | 9.45% | 28.00% | 17.71% | 18.32% | 21.40% | -23.61% | 21.88% | -1.32% | 4.24% |
VYM Vanguard High Dividend Yield ETF | 12.37% | 15.42% | 17.60% | 6.57% | -0.43% | 26.20% | 1.15% | 24.06% | -5.92% | 16.42% |
Correlation
The correlation between EPD and VYM is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Nov 16, 2006 | 0.46 |
Over the past year, the correlation between EPD and VYM has dropped to 0.21 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.
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Return for Risk
EPD vs. VYM — Risk / Return Rank
EPD
VYM
EPD vs. VYM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Enterprise Products Partners L.P. (EPD) and Vanguard High Dividend Yield ETF (VYM). 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 | VYM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.83 | ||
| Sortino ratioReturn per unit of downside risk | -1.12 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.42 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.24 | 3.70 | -0.46 |
| Martin ratioReturn relative to average drawdown | 9.50 | 13.81 | -4.31 |
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Drawdowns
EPD vs. VYM - Drawdown Comparison
The maximum EPD drawdown since its inception was -58.78%, roughly equal to the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for EPD and VYM.
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Drawdown Indicators
| EPD | VYM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.78% | -56.98% | -1.80% |
Max Drawdown (1Y)Largest decline over 1 year | -7.56% | -6.69% | -0.87% |
Max Drawdown (3Y)Largest decline over 3 years | -15.40% | -14.46% | -0.94% |
Max Drawdown (5Y)Largest decline over 5 years | -18.06% | -15.84% | -2.22% |
Max Drawdown (10Y)Largest decline over 10 years | -58.04% | -35.21% | -22.83% |
Current DrawdownCurrent decline from peak | -6.41% | -0.52% | -5.89% |
Average DrawdownAverage peak-to-trough decline | -10.22% | -7.18% | -3.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 1.80% | +0.78% |
Volatility
EPD vs. VYM - Volatility Comparison
Enterprise Products Partners L.P. (EPD) has a higher volatility of 6.00% compared to Vanguard High Dividend Yield ETF (VYM) at 3.31%. This indicates that EPD's price experiences larger fluctuations and is considered to be riskier than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EPD | VYM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.00% | 3.31% | +2.69% |
Volatility (6M)Calculated over the trailing 6-month period | 13.27% | 7.81% | +5.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.90% | 10.47% | +5.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.23% | 13.99% | +3.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.14% | 16.35% | +7.79% |
Dividends
EPD vs. VYM - Dividend Comparison
EPD's dividend yield for the trailing twelve months is around 5.88%, more than VYM's 2.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPD Enterprise Products Partners L.P. | 5.88% | 6.74% | 6.63% | 7.51% | 7.79% | 8.20% | 9.09% | 6.23% | 6.97% | 6.29% | 5.88% | 5.90% |
VYM Vanguard High Dividend Yield ETF | 2.19% | 2.44% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% |
Frequently Asked Questions
EPD and VYM 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 (6.00%) compared to VYM (3.31%). In terms of maximum drawdown, EPD dropped -58.78% vs VYM's -56.98%.
VYM currently has the higher Sharpe Ratio (2.37 vs 1.54), 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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