GIGM vs. EPD
GIGM (GigaMedia Limited) and EPD (Enterprise Products Partners L.P.) are both stocks. GIGM operates in Electronic Gaming & Multimedia (Communication Services), while EPD operates in Oil & Gas Midstream (Energy). Over the past 10 years, GIGM returned -5.16%/yr vs 10.01%/yr for EPD. At a 0.12 correlation, their price movements are largely independent.
Performance
GIGM vs. EPD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, GIGM achieves a -3.95% return, which is significantly lower than EPD's 17.12% return. Over the past 10 years, GIGM has underperformed EPD with an annualized return of -5.16%, while EPD has yielded a comparatively higher 10.01% annualized return.
GIGM
- 1D
- 4.29%
- 1M
- 1.39%
- YTD
- -3.95%
- 6M
- -0.00%
- 1Y
- 5.04%
- 3Y*
- 1.90%
- 5Y*
- -12.76%
- 10Y*
- -5.16%
EPD
- 1D
- -0.49%
- 1M
- -8.10%
- YTD
- 17.12%
- 6M
- 17.20%
- 1Y
- 24.66%
- 3Y*
- 20.30%
- 5Y*
- 16.61%
- 10Y*
- 10.01%
GIGM vs. EPD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GIGM GigaMedia Limited | -3.95% | -1.62% | 11.14% | 14.88% | -46.22% | -29.69% | 32.78% | -19.67% | -1.32% | 4.11% |
EPD Enterprise Products Partners L.P. | 17.12% | 9.45% | 28.00% | 17.71% | 18.32% | 21.40% | -23.61% | 21.88% | -1.32% | 4.24% |
Correlation
The correlation between GIGM and EPD is -0.04, 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 | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Feb 18, 2000 | 0.12 |
The correlation between GIGM and EPD shifts across timeframes, from -0.04 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.
Fundamentals
GIGM:
$16.14M
EPD:
$79.65B
GIGM:
-$0.15
EPD:
$2.69
GIGM:
4.79
EPD:
1.54
GIGM:
$3.37M
EPD:
$51.57B
GIGM:
$1.78M
EPD:
$7.31B
GIGM:
-$3.53M
EPD:
$10.11B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
GIGM vs. EPD — Risk / Return Rank
GIGM
EPD
GIGM vs. EPD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GigaMedia Limited (GIGM) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GIGM | EPD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.43 | ||
| Sortino ratioReturn per unit of downside risk | -1.78 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.28 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.17 | 2.92 | -2.74 |
| Martin ratioReturn relative to average drawdown | 0.31 | 8.98 | -8.67 |
Loading charts...
Drawdowns
GIGM vs. EPD - Drawdown Comparison
The maximum GIGM drawdown since its inception was -99.25%, which is greater than EPD's maximum drawdown of -58.78%. Use the drawdown chart below to compare losses from any high point for GIGM and EPD.
Loading charts...
Drawdown Indicators
| GIGM | EPD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.25% | -58.78% | -40.47% |
Max Drawdown (1Y)Largest decline over 1 year | -29.04% | -8.49% | -20.55% |
Max Drawdown (3Y)Largest decline over 3 years | -29.04% | -15.40% | -13.64% |
Max Drawdown (5Y)Largest decline over 5 years | -64.22% | -18.06% | -46.16% |
Max Drawdown (10Y)Largest decline over 10 years | -75.93% | -58.04% | -17.89% |
Current DrawdownCurrent decline from peak | -98.81% | -8.49% | -90.32% |
Average DrawdownAverage peak-to-trough decline | -88.64% | -10.22% | -78.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.42% | 2.75% | +13.67% |
Volatility
GIGM vs. EPD - Volatility Comparison
GigaMedia Limited (GIGM) has a higher volatility of 14.39% compared to Enterprise Products Partners L.P. (EPD) at 5.44%. This indicates that GIGM'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.
Loading charts...
Volatility by Period
| GIGM | EPD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.39% | 5.44% | +8.95% |
Volatility (6M)Calculated over the trailing 6-month period | 27.85% | 13.32% | +14.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.73% | 15.94% | +24.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.05% | 17.16% | +23.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.72% | 24.14% | +21.58% |
Dividends
GIGM vs. EPD - Dividend Comparison
GIGM has not paid dividends to shareholders, while EPD's dividend yield for the trailing twelve months is around 6.01%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPD Enterprise Products Partners L.P. | 6.01% | 6.74% | 6.63% | 7.51% | 7.79% | 8.20% | 9.09% | 6.23% | 6.97% | 6.29% | 5.88% | 5.90% |
GIGM GigaMedia Limited | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
GIGM vs. EPD - Financials Comparison
This section allows you to compare key financial metrics between GigaMedia Limited 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
Frequently Asked Questions
GIGM and EPD have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GIGM has higher volatility (14.39%) compared to EPD (5.44%). In terms of maximum drawdown, GIGM dropped -99.25% vs EPD's -58.78%.
EPD currently has the higher Sharpe Ratio (1.56 vs 0.12), 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.
Find the right allocation for GIGM and EPD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer