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

Correlation

The correlation between EPD and WES 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.


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.

Loading data...

Key characteristics

Sharpe Ratio

EPD:

1.06

WES:

0.54

Sortino Ratio

EPD:

1.40

WES:

0.83

Omega Ratio

EPD:

1.20

WES:

1.10

Calmar Ratio

EPD:

1.22

WES:

0.80

Martin Ratio

EPD:

4.05

WES:

2.09

Ulcer Index

EPD:

4.63%

WES:

6.40%

Daily Std Dev

EPD:

18.65%

WES:

27.22%

Max Drawdown

EPD:

-58.78%

WES:

-93.66%

Current Drawdown

EPD:

-6.32%

WES:

-4.57%

Fundamentals

Market Cap

EPD:

$67.86B

WES:

$14.85B

EPS

EPD:

$2.67

WES:

$3.34

PE Ratio

EPD:

11.72

WES:

11.66

PEG Ratio

EPD:

2.85

WES:

5.48

PS Ratio

EPD:

1.19

WES:

4.09

PB Ratio

EPD:

2.35

WES:

4.65

Total Revenue (TTM)

EPD:

$56.79B

WES:

$3.63B

Gross Profit (TTM)

EPD:

$7.05B

WES:

$2.52B

EBITDA (TTM)

EPD:

$9.58B

WES:

$2.11B

Returns By Period

In the year-to-date period, EPD achieves a 3.85% return, which is significantly lower than WES's 6.50% return. Over the past 10 years, EPD has outperformed WES with an annualized return of 6.98%, while WES has yielded a comparatively lower 2.77% annualized return.


EPD

YTD

3.85%

1M

2.68%

6M

-0.89%

1Y

19.69%

3Y*

12.38%

5Y*

19.06%

10Y*

6.98%

WES

YTD

6.50%

1M

3.19%

6M

5.65%

1Y

14.60%

3Y*

22.33%

5Y*

45.18%

10Y*

2.77%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Enterprise Products Partners L.P.

Western Midstream Partners, LP

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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 8181
Overall Rank
The Sharpe Ratio Rank of EPD is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of EPD is 7676
Sortino Ratio Rank
The Omega Ratio Rank of EPD is 7777
Omega Ratio Rank
The Calmar Ratio Rank of EPD is 8787
Calmar Ratio Rank
The Martin Ratio Rank of EPD is 8484
Martin Ratio Rank

WES
The Risk-Adjusted Performance Rank of WES is 6969
Overall Rank
The Sharpe Ratio Rank of WES is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of WES is 6262
Sortino Ratio Rank
The Omega Ratio Rank of WES is 5959
Omega Ratio Rank
The Calmar Ratio Rank of WES is 8080
Calmar Ratio Rank
The Martin Ratio Rank of WES is 7474
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 current EPD Sharpe Ratio is 1.06, which is higher than the WES Sharpe Ratio of 0.54. 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.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

EPD vs. WES - Dividend Comparison

EPD's dividend yield for the trailing twelve months is around 6.73%, less than WES's 9.05% yield.


TTM20242023202220212020201920182017201620152014
EPD
Enterprise Products Partners L.P.
6.73%6.63%7.51%7.79%8.20%9.09%6.24%6.98%6.29%5.88%5.90%3.96%
WES
Western Midstream Partners, LP
9.05%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.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

EPD vs. WES - Volatility Comparison

The current volatility for Enterprise Products Partners L.P. (EPD) is 5.09%, while Western Midstream Partners, LP (WES) has a volatility of 6.38%. 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.


Loading data...

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


0.005.00B10.00B15.00B20212022202320242025
15.42B
917.12M
(EPD) Total Revenue
(WES) Total Revenue
Values in USD except per share items

EPD vs. WES - Profitability Comparison

The chart below illustrates the profitability comparison between Enterprise Products Partners L.P. and Western Midstream Partners, LP over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%20212022202320242025
11.2%
76.9%
(EPD) Gross Margin
(WES) Gross Margin
EPD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Enterprise Products Partners L.P. reported a gross profit of 1.73B and revenue of 15.42B. Therefore, the gross margin over that period was 11.2%.

WES - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Western Midstream Partners, LP reported a gross profit of 705.16M and revenue of 917.12M. Therefore, the gross margin over that period was 76.9%.

EPD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Enterprise Products Partners L.P. reported an operating income of 1.76B and revenue of 15.42B, resulting in an operating margin of 11.4%.

WES - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Western Midstream Partners, LP reported an operating income of 409.80M and revenue of 917.12M, resulting in an operating margin of 44.7%.

EPD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Enterprise Products Partners L.P. reported a net income of 1.39B and revenue of 15.42B, resulting in a net margin of 9.0%.

WES - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Western Midstream Partners, LP reported a net income of 309.01M and revenue of 917.12M, resulting in a net margin of 33.7%.