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EPM vs. ENB
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

EPM vs. ENB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Evolution Petroleum Corporation (EPM) and Enbridge Inc. (ENB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EPM achieves a 25.82% return, which is significantly higher than ENB's 19.75% return. Over the past 10 years, EPM has underperformed ENB with an annualized return of 3.89%, while ENB has yielded a comparatively higher 9.66% annualized return.


EPM

1D
-0.23%
1M
-11.97%
YTD
25.82%
6M
11.10%
1Y
2.26%
3Y*
-11.56%
5Y*
7.68%
10Y*
3.89%

ENB

1D
-0.91%
1M
3.29%
YTD
19.75%
6M
19.95%
1Y
25.18%
3Y*
21.79%
5Y*
14.50%
10Y*
9.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EPM vs. ENB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EPM
Evolution Petroleum Corporation
25.82%-25.17%-2.04%-17.30%58.73%86.00%-44.78%-14.47%4.19%-28.70%
ENB
Enbridge Inc.
19.75%19.51%26.35%-1.13%6.46%30.83%-13.60%36.05%-15.53%-2.73%

Correlation

The correlation between EPM and ENB is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.15

Correlation (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.36

Correlation (10Y)
Calculated over the trailing 10-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Jan 14, 1997

0.21

The correlation between EPM and ENB shifts across timeframes, from 0.15 (1 year) to 0.36 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

EPM:

-$0.11

ENB:

$4.92

PS Ratio

EPM:

1.77

ENB:

1.33

Total Revenue (TTM)

EPM:

$83.24M

ENB:

$69.05B

Gross Profit (TTM)

EPM:

$3.92M

ENB:

$15.35B

EBITDA (TTM)

EPM:

$2.18M

ENB:

$17.09B

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Return for Risk

EPM vs. ENB — Risk / Return Rank

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

EPM
EPM Risk / Return Rank: 4040
Overall Rank
EPM Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
EPM Sortino Ratio Rank: 3838
Sortino Ratio Rank
EPM Omega Ratio Rank: 3838
Omega Ratio Rank
EPM Calmar Ratio Rank: 4242
Calmar Ratio Rank
EPM Martin Ratio Rank: 4242
Martin Ratio Rank

ENB
ENB Risk / Return Rank: 7979
Overall Rank
ENB Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
ENB Sortino Ratio Rank: 7979
Sortino Ratio Rank
ENB Omega Ratio Rank: 7575
Omega Ratio Rank
ENB Calmar Ratio Rank: 8080
Calmar Ratio Rank
ENB Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EPM vs. ENB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Evolution Petroleum Corporation (EPM) and Enbridge Inc. (ENB). 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.


EPMENBDifference

Sharpe ratio

Return per unit of total volatility

0.06

1.57

-1.52

Sortino ratio

Return per unit of downside risk

0.35

2.27

-1.93

Omega ratio

Gain probability vs. loss probability

1.04

1.27

-0.23

Calmar ratio

Return relative to maximum drawdown

0.06

2.78

-2.72

Martin ratio

Return relative to average drawdown

0.14

6.97

-6.83

EPM vs. ENB - Sharpe Ratio Comparison

The current EPM Sharpe Ratio is 0.06, which is lower than the ENB Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of EPM and ENB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EPMENBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.06

1.57

-1.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.78

-0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.08

0.40

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.11

0.53

-0.64

Drawdowns

EPM vs. ENB - Drawdown Comparison

The maximum EPM drawdown since its inception was -99.99%, which is greater than ENB's maximum drawdown of -46.35%. Use the drawdown chart below to compare losses from any high point for EPM and ENB.


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Drawdown Indicators


EPMENBDifference

Max Drawdown

Largest peak-to-trough decline

-99.99%

-46.35%

-53.64%

Max Drawdown (1Y)

Largest decline over 1 year

-38.29%

-9.10%

-29.19%

Max Drawdown (3Y)

Largest decline over 3 years

-59.45%

-16.40%

-43.05%

Max Drawdown (5Y)

Largest decline over 5 years

-59.45%

-28.32%

-31.13%

Max Drawdown (10Y)

Largest decline over 10 years

-80.49%

-44.07%

-36.42%

Current Drawdown

Current decline from peak

-99.85%

-3.84%

-96.01%

Average Drawdown

Average peak-to-trough decline

-96.49%

-10.83%

-85.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.48%

3.69%

+12.79%

Volatility

EPM vs. ENB - Volatility Comparison

Evolution Petroleum Corporation (EPM) has a higher volatility of 17.57% compared to Enbridge Inc. (ENB) at 5.73%. This indicates that EPM's price experiences larger fluctuations and is considered to be riskier than ENB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EPMENBDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.57%

5.73%

+11.84%

Volatility (6M)

Calculated over the trailing 6-month period

30.95%

12.90%

+18.05%

Volatility (1Y)

Calculated over the trailing 1-year period

38.74%

16.06%

+22.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.67%

18.62%

+27.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.08%

24.34%

+25.74%

Dividends

EPM vs. ENB - Dividend Comparison

EPM's dividend yield for the trailing twelve months is around 11.06%, more than ENB's 4.97% yield.


PositionTTM20252024202320222021202020192018201720162015
ENB
Enbridge Inc.
4.97%5.66%6.28%7.31%6.80%6.85%7.55%5.58%6.68%4.71%4.13%4.71%
EPM
Evolution Petroleum Corporation
11.06%13.56%9.18%8.26%5.83%4.55%6.14%7.31%5.87%4.23%2.15%4.16%

Financials

EPM vs. ENB - Financials Comparison

This section allows you to compare key financial metrics between Evolution Petroleum Corporation and Enbridge Inc.. 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


0.005.00B10.00B15.00B20.00B20222023202420252026
20.17M
22.36B
(EPM) Total Revenue
(ENB) Total Revenue
Values in USD except per share items

EPM vs. ENB - Profitability Comparison

The chart below illustrates the profitability comparison between Evolution Petroleum Corporation and Enbridge Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-60.0%-40.0%-20.0%0.0%20.0%40.0%60.0%20222023202420252026
-56.8%
0
Portfolio components
EPM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Evolution Petroleum Corporation reported a gross profit of -11.45M and revenue of 20.17M. Therefore, the gross margin over that period was -56.8%.

ENB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Enbridge Inc. reported a gross profit of 0.00 and revenue of 22.36B. Therefore, the gross margin over that period was 0.0%.

EPM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Evolution Petroleum Corporation reported an operating income of -558.00K and revenue of 20.17M, resulting in an operating margin of -2.8%.

ENB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Enbridge Inc. reported an operating income of 3.23B and revenue of 22.36B, resulting in an operating margin of 14.4%.

EPM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Evolution Petroleum Corporation reported a net income of -8.93M and revenue of 20.17M, resulting in a net margin of -44.3%.

ENB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Enbridge Inc. reported a net income of 2.95B and revenue of 22.36B, resulting in a net margin of 13.2%.


Frequently Asked Questions


EPM and ENB have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EPM has higher volatility (17.57%) compared to ENB (5.73%). In terms of maximum drawdown, EPM dropped -99.99% vs ENB's -46.35%.

ENB currently has the higher Sharpe Ratio (1.57 vs 0.06), 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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