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EPD vs. WES
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between EPD and WES is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

EPD vs. WES - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Enterprise Products Partners L.P. (EPD) and Western Midstream Partners, LP (WES). The values are adjusted to include any dividend payments, if applicable.

140.00%160.00%180.00%200.00%220.00%240.00%NovemberDecember2025FebruaryMarchApril
177.18%
205.56%
EPD
WES

Key characteristics

Sharpe Ratio

EPD:

0.87

WES:

0.72

Sortino Ratio

EPD:

1.22

WES:

1.10

Omega Ratio

EPD:

1.18

WES:

1.14

Calmar Ratio

EPD:

1.03

WES:

1.17

Martin Ratio

EPD:

3.85

WES:

3.24

Ulcer Index

EPD:

4.10%

WES:

6.00%

Daily Std Dev

EPD:

18.24%

WES:

27.24%

Max Drawdown

EPD:

-58.78%

WES:

-93.66%

Current Drawdown

EPD:

-8.77%

WES:

-7.52%

Fundamentals

Market Cap

EPD:

$67.79B

WES:

$14.94B

EPS

EPD:

$2.69

WES:

$4.02

PE Ratio

EPD:

11.61

WES:

9.66

PEG Ratio

EPD:

2.99

WES:

5.48

PS Ratio

EPD:

1.21

WES:

4.14

PB Ratio

EPD:

2.35

WES:

4.58

Total Revenue (TTM)

EPD:

$41.37B

WES:

$2.72B

Gross Profit (TTM)

EPD:

$5.32B

WES:

$1.78B

EBITDA (TTM)

EPD:

$7.30B

WES:

$1.72B

Returns By Period

In the year-to-date period, EPD achieves a 1.14% return, which is significantly lower than WES's 3.21% return. Over the past 10 years, EPD has outperformed WES with an annualized return of 6.13%, while WES has yielded a comparatively lower 2.30% annualized return.


EPD

YTD

1.14%

1M

-8.39%

6M

11.18%

1Y

15.19%

5Y*

21.95%

10Y*

6.13%

WES

YTD

3.21%

1M

-6.39%

6M

5.66%

1Y

18.56%

5Y*

51.61%

10Y*

2.30%

*Annualized

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Risk-Adjusted Performance

EPD vs. WES — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EPD
The Risk-Adjusted Performance Rank of EPD is 7979
Overall Rank
The Sharpe Ratio Rank of EPD is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of EPD is 7272
Sortino Ratio Rank
The Omega Ratio Rank of EPD is 7474
Omega Ratio Rank
The Calmar Ratio Rank of EPD is 8585
Calmar Ratio Rank
The Martin Ratio Rank of EPD is 8383
Martin Ratio Rank

WES
The Risk-Adjusted Performance Rank of WES is 7676
Overall Rank
The Sharpe Ratio Rank of WES is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of WES is 6969
Sortino Ratio Rank
The Omega Ratio Rank of WES is 6666
Omega Ratio Rank
The Calmar Ratio Rank of WES is 8787
Calmar Ratio Rank
The Martin Ratio Rank of WES is 8181
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EPD vs. WES - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Enterprise Products Partners L.P. (EPD) and Western Midstream Partners, LP (WES). 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.


The chart of Sharpe ratio for EPD, currently valued at 0.87, compared to the broader market-2.00-1.000.001.002.003.00
EPD: 0.87
WES: 0.72
The chart of Sortino ratio for EPD, currently valued at 1.22, compared to the broader market-6.00-4.00-2.000.002.004.00
EPD: 1.22
WES: 1.10
The chart of Omega ratio for EPD, currently valued at 1.18, compared to the broader market0.501.001.502.00
EPD: 1.18
WES: 1.14
The chart of Calmar ratio for EPD, currently valued at 1.03, compared to the broader market0.001.002.003.004.005.00
EPD: 1.03
WES: 1.17
The chart of Martin ratio for EPD, currently valued at 3.85, compared to the broader market-5.000.005.0010.0015.0020.00
EPD: 3.85
WES: 3.24

The current EPD Sharpe Ratio is 0.87, which is comparable to the WES Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of EPD and WES, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50NovemberDecember2025FebruaryMarchApril
0.87
0.72
EPD
WES

Dividends

EPD vs. WES - Dividend Comparison

EPD's dividend yield for the trailing twelve months is around 6.73%, less than WES's 9.02% yield.


TTM20242023202220212020201920182017201620152014
EPD
Enterprise Products Partners L.P.
6.73%6.63%7.51%7.79%8.20%9.09%6.23%6.97%6.29%5.88%5.90%3.96%
WES
Western Midstream Partners, LP
9.02%8.33%8.52%6.80%5.69%11.25%12.45%8.28%5.44%4.04%3.86%1.73%

Drawdowns

EPD vs. WES - Drawdown Comparison

The maximum EPD drawdown since its inception was -58.78%, smaller than the maximum WES drawdown of -93.66%. Use the drawdown chart below to compare losses from any high point for EPD and WES. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.77%
-7.52%
EPD
WES

Volatility

EPD vs. WES - Volatility Comparison

The current volatility for Enterprise Products Partners L.P. (EPD) is 11.85%, while Western Midstream Partners, LP (WES) has a volatility of 14.03%. This indicates that EPD experiences smaller price fluctuations and is considered to be less risky than WES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
11.85%
14.03%
EPD
WES

Financials

EPD vs. WES - Financials Comparison

This section allows you to compare key financial metrics between Enterprise Products Partners L.P. and Western Midstream Partners, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items