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IEP vs. ENB
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

IEP vs. ENB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Icahn Enterprises L.P. (IEP) and Enbridge Inc. (ENB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IEP achieves a 11.85% return, which is significantly lower than ENB's 18.72% return. Over the past 10 years, IEP has underperformed ENB with an annualized return of -4.22%, while ENB has yielded a comparatively higher 9.34% annualized return.


IEP

1D
0.40%
1M
-1.20%
YTD
11.85%
6M
9.31%
1Y
12.08%
3Y*
-20.14%
5Y*
-19.04%
10Y*
-4.22%

ENB

1D
-1.74%
1M
4.56%
YTD
18.72%
6M
17.84%
1Y
25.57%
3Y*
20.90%
5Y*
13.89%
10Y*
9.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEP vs. ENB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IEP
Icahn Enterprises L.P.
11.85%8.23%-37.79%-58.78%18.76%12.87%-3.55%20.44%18.98%-1.17%
ENB
Enbridge Inc.
18.72%19.51%26.35%-1.13%6.46%30.83%-13.60%36.05%-15.53%-2.73%

Correlation

The correlation between IEP and ENB is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.15

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

0.22

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

0.24

Correlation (All Time)
Calculated using the full available price history since Mar 28, 1990

0.14

The correlation between IEP and ENB shifts across timeframes, from 0.11 (1 year) to 0.24 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

IEP:

-$1.15

ENB:

$4.92

PS Ratio

IEP:

0.31

ENB:

1.32

Total Revenue (TTM)

IEP:

$10.18B

ENB:

$69.05B

Gross Profit (TTM)

IEP:

$1.33B

ENB:

$15.35B

EBITDA (TTM)

IEP:

$1.17B

ENB:

$17.09B

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Return for Risk

IEP vs. ENB — Risk / Return Rank

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

IEP
IEP Risk / Return Rank: 5656
Overall Rank
IEP Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
IEP Sortino Ratio Rank: 5353
Sortino Ratio Rank
IEP Omega Ratio Rank: 5151
Omega Ratio Rank
IEP Calmar Ratio Rank: 5959
Calmar Ratio Rank
IEP Martin Ratio Rank: 5959
Martin Ratio Rank

ENB
ENB Risk / Return Rank: 8181
Overall Rank
ENB Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
ENB Sortino Ratio Rank: 8181
Sortino Ratio Rank
ENB Omega Ratio Rank: 7878
Omega Ratio Rank
ENB Calmar Ratio Rank: 8282
Calmar Ratio Rank
ENB Martin Ratio Rank: 8282
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.

IEP vs. ENB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Icahn Enterprises L.P. (IEP) and Enbridge Inc. (ENB). 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.


IEPENBDifference
Sharpe ratioReturn per unit of total volatility

-1.11

Sortino ratioReturn per unit of downside risk

-1.38

Omega ratioGain probability vs. loss probability

1.11

1.27

-0.17

Calmar ratioReturn relative to maximum drawdown

0.76

2.82

-2.07

Martin ratioReturn relative to average drawdown

1.61

7.09

-5.49

IEP vs. ENB - Sharpe Ratio Comparison

The current IEP Sharpe Ratio is 0.47, which is lower than the ENB Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of IEP and ENB, 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


IEPENBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.47

1.58

-1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.47

0.75

-1.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.12

0.39

-0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.53

-0.37

Drawdowns

IEP vs. ENB - Drawdown Comparison

The maximum IEP drawdown since its inception was -84.21%, which is greater than ENB's maximum drawdown of -46.35%. Use the drawdown chart below to compare losses from any high point for IEP and ENB.


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Drawdown Indicators


IEPENBDifference

Max Drawdown

Largest peak-to-trough decline

-84.21%

-46.35%

-37.86%

Max Drawdown (1Y)

Largest decline over 1 year

-16.06%

-9.10%

-6.96%

Max Drawdown (3Y)

Largest decline over 3 years

-67.83%

-15.78%

-52.05%

Max Drawdown (5Y)

Largest decline over 5 years

-77.56%

-28.32%

-49.24%

Max Drawdown (10Y)

Largest decline over 10 years

-77.56%

-44.07%

-33.49%

Current Drawdown

Current decline from peak

-71.33%

-4.67%

-66.66%

Average Drawdown

Average peak-to-trough decline

-30.58%

-10.83%

-19.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.53%

3.62%

+3.91%

Volatility

IEP vs. ENB - Volatility Comparison

The current volatility for Icahn Enterprises L.P. (IEP) is 4.19%, while Enbridge Inc. (ENB) has a volatility of 6.10%. This indicates that IEP experiences smaller price fluctuations and is considered to be less risky than ENB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEPENBDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.19%

6.10%

-1.91%

Volatility (6M)

Calculated over the trailing 6-month period

15.99%

13.00%

+2.99%

Volatility (1Y)

Calculated over the trailing 1-year period

25.74%

16.24%

+9.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.98%

18.64%

+22.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.37%

24.34%

+12.03%

Dividends

IEP vs. ENB - Dividend Comparison

IEP's dividend yield for the trailing twelve months is around 26.88%, more than ENB's 5.01% yield.


PositionTTM20252024202320222021202020192018201720162015
ENB
Enbridge Inc.
5.01%5.66%6.28%7.31%6.80%6.85%7.55%5.58%6.68%4.71%4.13%4.71%
IEP
Icahn Enterprises L.P.
26.88%26.49%40.37%34.90%15.79%16.13%15.79%13.01%12.26%11.32%10.01%9.79%

Financials

IEP vs. ENB - Financials Comparison

This section allows you to compare key financial metrics between Icahn Enterprises L.P. and Enbridge Inc.. 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


5.00B10.00B15.00B20.00B20222023202420252026
2.31B
22.36B
(IEP) Total Revenue
(ENB) Total Revenue
Values in USD except per share items

IEP vs. ENB - Profitability Comparison

The chart below illustrates the profitability comparison between Icahn Enterprises L.P. and Enbridge Inc. 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%0.0%10.0%20.0%30.0%40.0%2022202320242025202600
Portfolio components
IEP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Icahn Enterprises L.P. reported a gross profit of 0.00 and revenue of 2.31B. Therefore, the gross margin over that period was 0.0%.

ENB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Enbridge Inc. reported a gross profit of 0.00 and revenue of 22.36B. Therefore, the gross margin over that period was 0.0%.

IEP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Icahn Enterprises L.P. reported an operating income of 0.00 and revenue of 2.31B, resulting in an operating margin of 0.0%.

ENB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Enbridge Inc. reported an operating income of 3.23B and revenue of 22.36B, resulting in an operating margin of 14.4%.

IEP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Icahn Enterprises L.P. reported a net income of -612.00M and revenue of 2.31B, resulting in a net margin of -26.5%.

ENB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Enbridge Inc. reported a net income of 2.95B and revenue of 22.36B, resulting in a net margin of 13.2%.


Frequently Asked Questions


IEP and ENB have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ENB has higher volatility (6.10%) compared to IEP (4.19%). In terms of maximum drawdown, IEP dropped -84.21% vs ENB's -46.35%.

ENB currently has the higher Sharpe Ratio (1.58 vs 0.47), 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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