FSK vs. EPD
FSK (FS KKR Capital Corp.) and EPD (Enterprise Products Partners L.P.) are both stocks. FSK operates in Asset Management (Financial Services), while EPD operates in Oil & Gas Midstream (Energy). Over the past 10 years, FSK returned 2.27%/yr vs 10.45%/yr for EPD. At a 0.34 correlation, their price movements are largely independent.
Performance
FSK vs. EPD - Performance Comparison
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Returns By Period
In the year-to-date period, FSK achieves a -24.63% return, which is significantly lower than EPD's 20.66% return. Over the past 10 years, FSK has underperformed EPD with an annualized return of 2.27%, while EPD has yielded a comparatively higher 10.45% annualized return.
FSK
- 1D
- -0.56%
- 1M
- -1.85%
- YTD
- -24.63%
- 6M
- -28.17%
- 1Y
- -40.83%
- 3Y*
- -5.35%
- 5Y*
- -1.31%
- 10Y*
- 2.27%
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%
FSK vs. EPD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FSK FS KKR Capital Corp. | -24.63% | -20.38% | 25.71% | 33.04% | -4.71% | 41.59% | -10.27% | 33.89% | -20.23% | -21.23% |
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 FSK and EPD is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 2014 | 0.34 |
Over the past year, the correlation between FSK and EPD has dropped to 0.09 - well below their long-term average of 0.34, suggesting their price drivers have been diverging.
Fundamentals
FSK:
$2.98B
EPD:
$82.06B
FSK:
-$0.39
EPD:
$2.69
FSK:
3.73
EPD:
1.59
FSK:
$798.00M
EPD:
$51.57B
FSK:
$172.00M
EPD:
$7.31B
FSK:
$110.43M
EPD:
$10.11B
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Return for Risk
FSK vs. EPD — Risk / Return Rank
FSK
EPD
FSK vs. EPD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FS KKR Capital Corp. (FSK) 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.
| FSK | EPD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.08 | ||
| Sortino ratioReturn per unit of downside risk | -4.41 | ||
| Omega ratioGain probability vs. loss probability | 0.75 | 1.31 | -0.56 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 3.63 | -4.43 |
| Martin ratioReturn relative to average drawdown | -1.26 | 11.00 | -12.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FSK | EPD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.34 | 1.74 | -3.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.05 | 0.98 | -1.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.08 | 0.43 | -0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.54 | -0.44 |
Drawdowns
FSK vs. EPD - Drawdown Comparison
The maximum FSK drawdown since its inception was -67.20%, which is greater than EPD's maximum drawdown of -58.78%. Use the drawdown chart below to compare losses from any high point for FSK and EPD.
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Drawdown Indicators
| FSK | EPD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.20% | -58.78% | -8.42% |
Max Drawdown (1Y)Largest decline over 1 year | -51.01% | -7.56% | -43.45% |
Max Drawdown (3Y)Largest decline over 3 years | -51.03% | -15.40% | -35.63% |
Max Drawdown (5Y)Largest decline over 5 years | -51.03% | -18.06% | -32.97% |
Max Drawdown (10Y)Largest decline over 10 years | -67.20% | -58.04% | -9.16% |
Current DrawdownCurrent decline from peak | -45.83% | -5.73% | -40.10% |
Average DrawdownAverage peak-to-trough decline | -13.50% | -10.13% | -3.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 32.40% | 2.49% | +29.91% |
Volatility
FSK vs. EPD - Volatility Comparison
FS KKR Capital Corp. (FSK) and Enterprise Products Partners L.P. (EPD) have volatilities of 6.18% and 6.17%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSK | EPD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.18% | 6.17% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 26.52% | 13.16% | +13.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.67% | 15.81% | +14.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.07% | 17.23% | +6.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.92% | 24.16% | +3.76% |
Dividends
FSK vs. EPD - Dividend Comparison
FSK's dividend yield for the trailing twelve months is around 24.25%, more than EPD's 5.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FSK FS KKR Capital Corp. | 24.25% | 18.91% | 13.35% | 14.77% | 15.20% | 11.80% | 15.46% | 12.40% | 16.41% | 11.68% | 8.65% | 9.91% |
Financials
FSK vs. EPD - Financials Comparison
This section allows you to compare key financial metrics between FS KKR Capital Corp. 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.
Total Revenue: Total amount of money received from sales and other business activities
FSK vs. EPD - Profitability Comparison
FSK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, FS KKR Capital Corp. reported a gross profit of 0.00 and revenue of 304.00M. Therefore, the gross margin over that period was 0.0%.
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%.
FSK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, FS KKR Capital Corp. reported an operating income of -1.57M and revenue of 304.00M, resulting in an operating margin of -0.5%.
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%.
FSK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, FS KKR Capital Corp. reported a net income of 0.00 and revenue of 304.00M, resulting in a net margin of 0.0%.
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
FSK and EPD have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSK has higher volatility (6.18%) compared to EPD (6.17%). In terms of maximum drawdown, FSK dropped -67.20% vs EPD's -58.78%.
EPD currently has the higher Sharpe Ratio (1.74 vs -1.34), 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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