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

Correlation

The correlation between FLR and EPD is 0.34, 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.


-0.50.00.51.00.3

Performance

FLR vs. EPD - Performance Comparison

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

0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
11.82%
12.45%
FLR
EPD

Key characteristics

Sharpe Ratio

FLR:

0.80

EPD:

2.13

Sortino Ratio

FLR:

1.22

EPD:

3.02

Omega Ratio

FLR:

1.18

EPD:

1.39

Calmar Ratio

FLR:

0.51

EPD:

2.43

Martin Ratio

FLR:

4.23

EPD:

10.79

Ulcer Index

FLR:

6.85%

EPD:

2.60%

Daily Std Dev

FLR:

36.33%

EPD:

13.15%

Max Drawdown

FLR:

-95.89%

EPD:

-58.78%

Current Drawdown

FLR:

-39.09%

EPD:

-9.99%

Fundamentals

Market Cap

FLR:

$9.17B

EPD:

$67.82B

EPS

FLR:

$1.45

EPD:

$2.66

PE Ratio

FLR:

36.86

EPD:

11.76

PEG Ratio

FLR:

0.38

EPD:

3.03

Total Revenue (TTM)

FLR:

$15.88B

EPD:

$56.51B

Gross Profit (TTM)

FLR:

$431.00M

EPD:

$7.05B

EBITDA (TTM)

FLR:

$278.00M

EPD:

$9.74B

Returns By Period

In the year-to-date period, FLR achieves a 28.52% return, which is significantly higher than EPD's 26.49% return. Over the past 10 years, FLR has underperformed EPD with an annualized return of -0.76%, while EPD has yielded a comparatively higher 5.82% annualized return.


FLR

YTD

28.52%

1M

-4.17%

6M

11.82%

1Y

29.04%

5Y*

22.64%

10Y*

-0.76%

EPD

YTD

26.49%

1M

-2.52%

6M

12.45%

1Y

27.51%

5Y*

10.36%

10Y*

5.82%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

FLR vs. EPD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fluor Corporation (FLR) 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.


Sharpe ratio
The chart of Sharpe ratio for FLR, currently valued at 0.80, compared to the broader market-4.00-2.000.002.000.802.13
The chart of Sortino ratio for FLR, currently valued at 1.22, compared to the broader market-4.00-2.000.002.004.001.223.02
The chart of Omega ratio for FLR, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.39
The chart of Calmar ratio for FLR, currently valued at 0.51, compared to the broader market0.002.004.006.000.512.43
The chart of Martin ratio for FLR, currently valued at 4.23, compared to the broader market-5.000.005.0010.0015.0020.0025.004.2310.79
FLR
EPD

The current FLR Sharpe Ratio is 0.80, which is lower than the EPD Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of FLR and EPD, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.80
2.13
FLR
EPD

Dividends

FLR vs. EPD - Dividend Comparison

FLR has not paid dividends to shareholders, while EPD's dividend yield for the trailing twelve months is around 6.71%.


TTM20232022202120202019201820172016201520142013
FLR
Fluor Corporation
0.00%0.00%0.00%0.00%0.63%3.87%2.61%1.63%1.60%1.78%1.39%0.80%
EPD
Enterprise Products Partners L.P.
6.71%7.51%7.79%8.20%9.09%6.24%6.98%6.29%5.88%5.90%3.96%4.07%

Drawdowns

FLR vs. EPD - Drawdown Comparison

The maximum FLR drawdown since its inception was -95.89%, which is greater than EPD's maximum drawdown of -58.78%. Use the drawdown chart below to compare losses from any high point for FLR and EPD. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-39.09%
-9.99%
FLR
EPD

Volatility

FLR vs. EPD - Volatility Comparison

Fluor Corporation (FLR) has a higher volatility of 9.46% compared to Enterprise Products Partners L.P. (EPD) at 6.85%. This indicates that FLR's price experiences larger fluctuations and is considered to be riskier than EPD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
9.46%
6.85%
FLR
EPD

Financials

FLR vs. EPD - Financials Comparison

This section allows you to compare key financial metrics between Fluor Corporation 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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