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

Correlation

The correlation between KYN and EPD is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

KYN vs. EPD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kayne Anderson Energy Infrastructure Fund, Inc. (KYN) and Enterprise Products Partners L.P. (EPD). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
173.13%
901.94%
KYN
EPD

Key characteristics

Sharpe Ratio

KYN:

3.21

EPD:

2.13

Sortino Ratio

KYN:

4.22

EPD:

3.02

Omega Ratio

KYN:

1.53

EPD:

1.39

Calmar Ratio

KYN:

1.22

EPD:

2.43

Martin Ratio

KYN:

22.60

EPD:

10.79

Ulcer Index

KYN:

2.55%

EPD:

2.60%

Daily Std Dev

KYN:

17.96%

EPD:

13.15%

Max Drawdown

KYN:

-91.43%

EPD:

-58.78%

Current Drawdown

KYN:

-17.10%

EPD:

-9.99%

Fundamentals

Market Cap

KYN:

$2.06B

EPD:

$67.82B

EPS

KYN:

$3.01

EPD:

$2.66

PE Ratio

KYN:

4.04

EPD:

11.76

PEG Ratio

KYN:

0.00

EPD:

3.03

Total Revenue (TTM)

KYN:

-$2.71M

EPD:

$56.51B

Gross Profit (TTM)

KYN:

-$20.03M

EPD:

$7.05B

EBITDA (TTM)

KYN:

$344.15M

EPD:

$9.74B

Returns By Period

In the year-to-date period, KYN achieves a 53.25% return, which is significantly higher than EPD's 26.49% return. Over the past 10 years, KYN has underperformed EPD with an annualized return of -1.19%, while EPD has yielded a comparatively higher 5.82% annualized return.


KYN

YTD

53.25%

1M

-7.17%

6M

23.97%

1Y

55.92%

5Y*

7.55%

10Y*

-1.19%

EPD

YTD

26.49%

1M

-2.52%

6M

12.45%

1Y

27.51%

5Y*

10.36%

10Y*

5.82%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

KYN vs. EPD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Kayne Anderson Energy Infrastructure Fund, Inc. (KYN) 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 KYN, currently valued at 3.21, compared to the broader market-4.00-2.000.002.003.212.13
The chart of Sortino ratio for KYN, currently valued at 4.22, compared to the broader market-4.00-2.000.002.004.004.223.02
The chart of Omega ratio for KYN, currently valued at 1.53, compared to the broader market0.501.001.502.001.531.39
The chart of Calmar ratio for KYN, currently valued at 1.22, compared to the broader market0.002.004.006.001.222.43
The chart of Martin ratio for KYN, currently valued at 22.60, compared to the broader market-5.000.005.0010.0015.0020.0025.0022.6010.79
KYN
EPD

The current KYN Sharpe Ratio is 3.21, which is higher than the EPD Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of KYN 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 Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
3.21
2.13
KYN
EPD

Dividends

KYN vs. EPD - Dividend Comparison

KYN's dividend yield for the trailing twelve months is around 8.73%, more than EPD's 6.71% yield.


TTM20232022202120202019201820172016201520142013
KYN
Kayne Anderson Energy Infrastructure Fund, Inc.
8.73%9.45%9.05%6.42%16.17%10.34%14.17%9.97%11.24%15.21%6.61%4.37%
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

KYN vs. EPD - Drawdown Comparison

The maximum KYN drawdown since its inception was -91.43%, which is greater than EPD's maximum drawdown of -58.78%. Use the drawdown chart below to compare losses from any high point for KYN and EPD. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-17.10%
-9.99%
KYN
EPD

Volatility

KYN vs. EPD - Volatility Comparison

Kayne Anderson Energy Infrastructure Fund, Inc. (KYN) has a higher volatility of 7.23% compared to Enterprise Products Partners L.P. (EPD) at 6.85%. This indicates that KYN'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.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
7.23%
6.85%
KYN
EPD

Financials

KYN vs. EPD - Financials Comparison

This section allows you to compare key financial metrics between Kayne Anderson Energy Infrastructure Fund, Inc. 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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