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ET vs. EPD
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ET vs. EPD - Performance Comparison

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

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Returns By Period

The year-to-date returns for both stocks are quite close, with ET having a 21.54% return and EPD slightly lower at 20.66%. Over the past 10 years, ET has outperformed EPD with an annualized return of 13.08%, while EPD has yielded a comparatively lower 10.45% annualized return.


ET

1D
-0.26%
1M
-0.00%
YTD
21.54%
6M
19.30%
1Y
16.21%
3Y*
24.40%
5Y*
21.43%
10Y*
13.08%

EPD

1D
-0.77%
1M
0.89%
YTD
20.66%
6M
18.26%
1Y
27.33%
3Y*
21.14%
5Y*
16.72%
10Y*
10.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ET vs. EPD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ET
Energy Transfer LP
21.54%-9.37%53.87%27.87%55.74%42.96%-44.92%5.88%-17.74%-4.66%
EPD
Enterprise Products Partners L.P.
20.66%9.45%28.00%17.71%18.32%21.40%-23.61%21.88%-1.32%4.24%

Correlation

The correlation between ET and EPD is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.53

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

0.62

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

0.68

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

0.64

Correlation (All Time)
Calculated using the full available price history since Feb 6, 2006

0.57

The correlation between ET and EPD shifts across timeframes, from 0.53 (1 year) to 0.68 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

ET:

$66.87B

EPD:

$82.06B

EPS

ET:

$1.36

EPD:

$2.69

PE Ratio

ET:

14.21

EPD:

13.93

PS Ratio

ET:

0.77

EPD:

1.59

Total Revenue (TTM)

ET:

$89.38B

EPD:

$51.57B

Gross Profit (TTM)

ET:

$20.48B

EPD:

$7.31B

EBITDA (TTM)

ET:

$13.02B

EPD:

$10.11B

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Return for Risk

ET vs. EPD — Risk / Return Rank

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

ET
ET Risk / Return Rank: 6969
Overall Rank
ET Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
ET Sortino Ratio Rank: 6868
Sortino Ratio Rank
ET Omega Ratio Rank: 6363
Omega Ratio Rank
ET Calmar Ratio Rank: 7171
Calmar Ratio Rank
ET Martin Ratio Rank: 7070
Martin Ratio Rank

EPD
EPD Risk / Return Rank: 8585
Overall Rank
EPD Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
EPD Sortino Ratio Rank: 8383
Sortino Ratio Rank
EPD Omega Ratio Rank: 8282
Omega Ratio Rank
EPD Calmar Ratio Rank: 8787
Calmar Ratio Rank
EPD Martin Ratio Rank: 8989
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.

ET vs. EPD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Energy Transfer LP (ET) and Enterprise Products Partners L.P. (EPD). 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.


ETEPDDifference
Sharpe ratioReturn per unit of total volatility

-0.73

Sortino ratioReturn per unit of downside risk

-0.91

Omega ratioGain probability vs. loss probability

1.18

1.31

-0.13

Calmar ratioReturn relative to maximum drawdown

1.62

3.63

-2.01

Martin ratioReturn relative to average drawdown

3.55

11.00

-7.45

ET vs. EPD - Sharpe Ratio Comparison

The current ET Sharpe Ratio is 1.01, which is lower than the EPD Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of ET and EPD, 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


ETEPDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

1.74

-0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

0.98

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.43

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.54

-0.18

Drawdowns

ET vs. EPD - Drawdown Comparison

The maximum ET drawdown since its inception was -87.81%, which is greater than EPD's maximum drawdown of -58.78%. Use the drawdown chart below to compare losses from any high point for ET and EPD.


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Drawdown Indicators


ETEPDDifference

Max Drawdown

Largest peak-to-trough decline

-87.81%

-58.78%

-29.03%

Max Drawdown (1Y)

Largest decline over 1 year

-10.02%

-7.56%

-2.46%

Max Drawdown (3Y)

Largest decline over 3 years

-24.56%

-15.40%

-9.16%

Max Drawdown (5Y)

Largest decline over 5 years

-25.82%

-18.06%

-7.76%

Max Drawdown (10Y)

Largest decline over 10 years

-72.82%

-58.04%

-14.78%

Current Drawdown

Current decline from peak

-5.15%

-5.73%

+0.58%

Average Drawdown

Average peak-to-trough decline

-25.74%

-10.13%

-15.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.57%

2.49%

+2.08%

Volatility

ET vs. EPD - Volatility Comparison

The current volatility for Energy Transfer LP (ET) is 5.27%, while Enterprise Products Partners L.P. (EPD) has a volatility of 6.17%. This indicates that ET experiences smaller price fluctuations and is considered to be less risky than EPD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETEPDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.27%

6.17%

-0.90%

Volatility (6M)

Calculated over the trailing 6-month period

11.84%

13.16%

-1.32%

Volatility (1Y)

Calculated over the trailing 1-year period

16.12%

15.81%

+0.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.87%

17.23%

+7.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.02%

24.16%

+10.86%

Dividends

ET vs. EPD - Dividend Comparison

ET's dividend yield for the trailing twelve months is around 6.90%, more than EPD's 5.84% yield.


PositionTTM20252024202320222021202020192018201720162015
EPD
Enterprise Products Partners L.P.
5.84%6.74%6.63%7.51%7.79%8.20%9.09%6.23%6.97%6.29%5.88%5.90%
ET
Energy Transfer LP
6.90%7.97%6.51%8.95%7.33%7.41%17.27%9.51%9.24%6.66%5.90%7.42%

Financials

ET vs. EPD - Financials Comparison

This section allows you to compare key financial metrics between Energy Transfer LP and Enterprise Products Partners L.P.. 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


10.00B15.00B20.00B25.00B20222023202420252026
27.77B
14.39B
(ET) Total Revenue
(EPD) Total Revenue
Values in USD except per share items

ET vs. EPD - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%15.0%20.0%25.0%30.0%20222023202420252026
23.9%
13.1%
Portfolio components
ET - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Energy Transfer LP reported a gross profit of 6.62B and revenue of 27.77B. Therefore, the gross margin over that period was 23.9%.

EPD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Enterprise Products Partners L.P. reported a gross profit of 1.88B and revenue of 14.39B. Therefore, the gross margin over that period was 13.1%.

ET - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Energy Transfer LP reported an operating income of 2.98B and revenue of 27.77B, resulting in an operating margin of 10.7%.

EPD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Enterprise Products Partners L.P. reported an operating income of 1.82B and revenue of 14.39B, resulting in an operating margin of 12.6%.

ET - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Energy Transfer LP reported a net income of 1.25B and revenue of 27.77B, resulting in a net margin of 4.5%.

EPD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Enterprise Products Partners L.P. reported a net income of 1.48B and revenue of 14.39B, resulting in a net margin of 10.3%.


Frequently Asked Questions


ET and EPD have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EPD has higher volatility (6.17%) compared to ET (5.27%). In terms of maximum drawdown, ET dropped -87.81% vs EPD's -58.78%.

EPD currently has the higher Sharpe Ratio (1.74 vs 1.01), 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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