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

Performance

HES vs. EPD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hess Corporation (HES) 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


HES

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

EPD

1D
-0.08%
1M
-5.05%
YTD
19.79%
6M
19.53%
1Y
24.08%
3Y*
20.73%
5Y*
15.96%
10Y*
10.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HES vs. EPD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HES
Hess Corporation
0.00%12.77%-6.49%2.90%94.02%42.08%-19.14%67.71%-13.14%-22.06%
EPD
Enterprise Products Partners L.P.
19.79%9.45%28.00%17.71%18.32%21.40%-23.61%21.88%-1.32%4.24%

Correlation

The correlation between HES and EPD is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.36

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

0.50

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

0.51

Correlation (All Time)
Calculated using the full available price history since Jul 28, 1998

0.39

Over the past year, the correlation between HES and EPD has dropped to 0.14 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.

Fundamentals

Total Revenue (TTM)

HES:

$12.47B

EPD:

$51.57B

Gross Profit (TTM)

HES:

$7.43B

EPD:

$7.31B

EBITDA (TTM)

HES:

$6.60B

EPD:

$10.11B

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Return for Risk

HES vs. EPD — Risk / Return Rank

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

HES

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


EPD
EPD Risk / Return Rank: 8383
Overall Rank
EPD Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
EPD Sortino Ratio Rank: 8181
Sortino Ratio Rank
EPD Omega Ratio Rank: 7979
Omega Ratio Rank
EPD Calmar Ratio Rank: 8585
Calmar Ratio Rank
EPD Martin Ratio Rank: 8888
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.

HES vs. EPD - Risk-Adjusted Trends Comparison

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


HESEPDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.28

Calmar ratioReturn relative to maximum drawdown

3.24

Martin ratioReturn relative to average drawdown

9.50

HES vs. EPD - Sharpe Ratio Comparison


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Drawdowns

HES vs. EPD - Drawdown Comparison


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Drawdown Indicators


HESEPDDifference

Max Drawdown

Largest peak-to-trough decline

-58.78%

Max Drawdown (1Y)

Largest decline over 1 year

-7.56%

Max Drawdown (3Y)

Largest decline over 3 years

-15.40%

Max Drawdown (5Y)

Largest decline over 5 years

-18.06%

Max Drawdown (10Y)

Largest decline over 10 years

-58.04%

Current Drawdown

Current decline from peak

-6.41%

Average Drawdown

Average peak-to-trough decline

-10.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

Volatility

HES vs. EPD - Volatility Comparison


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Volatility by Period


HESEPDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.00%

Volatility (6M)

Calculated over the trailing 6-month period

13.27%

Volatility (1Y)

Calculated over the trailing 1-year period

15.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.14%

Dividends

HES vs. EPD - Dividend Comparison

HES has not paid dividends to shareholders, while EPD's dividend yield for the trailing twelve months is around 5.88%.


PositionTTM20252024202320222021202020192018201720162015
EPD
Enterprise Products Partners L.P.
5.88%6.74%6.63%7.51%7.79%8.20%9.09%6.23%6.97%6.29%5.88%5.90%
HES
Hess Corporation
0.34%0.67%1.41%1.21%1.06%1.35%1.89%1.50%2.47%2.11%1.61%2.06%

Financials

HES vs. EPD - Financials Comparison

This section allows you to compare key financial metrics between Hess 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


0.005.00B10.00B15.00B20222023202420252026
2.94B
14.39B
(HES) Total Revenue
(EPD) Total Revenue
Values in USD except per share items

Frequently Asked Questions


HES and EPD have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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Find the right allocation for HES and EPD

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