PortfoliosLab logo
LBRT vs. ENB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between LBRT and ENB is 0.47, 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.


Performance

LBRT vs. ENB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Liberty Oilfield Services Inc. (LBRT) and Enbridge Inc. (ENB). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

LBRT:

-0.97

ENB:

1.95

Sortino Ratio

LBRT:

-1.35

ENB:

2.55

Omega Ratio

LBRT:

0.82

ENB:

1.34

Calmar Ratio

LBRT:

-0.88

ENB:

1.99

Martin Ratio

LBRT:

-1.81

ENB:

10.88

Ulcer Index

LBRT:

28.40%

ENB:

2.94%

Daily Std Dev

LBRT:

53.94%

ENB:

16.48%

Max Drawdown

LBRT:

-90.02%

ENB:

-46.35%

Current Drawdown

LBRT:

-53.49%

ENB:

-1.26%

Fundamentals

Market Cap

LBRT:

$1.91B

ENB:

$99.46B

EPS

LBRT:

$1.51

ENB:

$1.93

PE Ratio

LBRT:

7.80

ENB:

23.63

PS Ratio

LBRT:

0.45

ENB:

1.63

PB Ratio

LBRT:

0.97

ENB:

2.23

Total Revenue (TTM)

LBRT:

$4.22B

ENB:

$60.94B

Gross Profit (TTM)

LBRT:

$530.45M

ENB:

$21.97B

EBITDA (TTM)

LBRT:

$861.17M

ENB:

$18.75B

Returns By Period

In the year-to-date period, LBRT achieves a -42.90% return, which is significantly lower than ENB's 10.68% return.


LBRT

YTD

-42.90%

1M

-2.08%

6M

-35.08%

1Y

-52.27%

3Y*

-7.73%

5Y*

18.56%

10Y*

N/A

ENB

YTD

10.68%

1M

2.85%

6M

9.75%

1Y

31.88%

3Y*

7.78%

5Y*

15.27%

10Y*

5.13%

*Annualized

Compare stocks, funds, or ETFs

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


Liberty Oilfield Services Inc.

Enbridge Inc.

Risk-Adjusted Performance

LBRT vs. ENB — Risk-Adjusted Performance Rank

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

LBRT
The Risk-Adjusted Performance Rank of LBRT is 55
Overall Rank
The Sharpe Ratio Rank of LBRT is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of LBRT is 77
Sortino Ratio Rank
The Omega Ratio Rank of LBRT is 77
Omega Ratio Rank
The Calmar Ratio Rank of LBRT is 33
Calmar Ratio Rank
The Martin Ratio Rank of LBRT is 22
Martin Ratio Rank

ENB
The Risk-Adjusted Performance Rank of ENB is 9393
Overall Rank
The Sharpe Ratio Rank of ENB is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of ENB is 9191
Sortino Ratio Rank
The Omega Ratio Rank of ENB is 9191
Omega Ratio Rank
The Calmar Ratio Rank of ENB is 9393
Calmar Ratio Rank
The Martin Ratio Rank of ENB is 9595
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LBRT vs. ENB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Liberty Oilfield Services Inc. (LBRT) 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.


The current LBRT Sharpe Ratio is -0.97, which is lower than the ENB Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of LBRT and ENB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

LBRT vs. ENB - Dividend Comparison

LBRT's dividend yield for the trailing twelve months is around 2.65%, less than ENB's 5.83% yield.


TTM20242023202220212020201920182017201620152014
LBRT
Liberty Oilfield Services Inc.
2.65%1.46%1.21%0.31%0.00%0.48%1.80%0.77%0.00%0.00%0.00%0.00%
ENB
Enbridge Inc.
5.83%6.28%7.29%6.78%6.86%7.54%5.57%6.69%4.73%3.78%4.41%2.47%

Drawdowns

LBRT vs. ENB - Drawdown Comparison

The maximum LBRT drawdown since its inception was -90.02%, which is greater than ENB's maximum drawdown of -46.35%. Use the drawdown chart below to compare losses from any high point for LBRT and ENB. For additional features, visit the drawdowns tool.


Loading data...

Volatility

LBRT vs. ENB - Volatility Comparison

Liberty Oilfield Services Inc. (LBRT) has a higher volatility of 14.68% compared to Enbridge Inc. (ENB) at 4.31%. This indicates that LBRT's price experiences larger fluctuations and is considered to be riskier than ENB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...

Financials

LBRT vs. ENB - Financials Comparison

This section allows you to compare key financial metrics between Liberty Oilfield Services Inc. 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


0.005.00B10.00B15.00B20.00B20212022202320242025
977.46M
18.50B
(LBRT) Total Revenue
(ENB) Total Revenue
Values in USD except per share items

LBRT vs. ENB - Profitability Comparison

The chart below illustrates the profitability comparison between Liberty Oilfield Services Inc. 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

-20.0%0.0%20.0%40.0%60.0%80.0%20212022202320242025
9.0%
40.8%
(LBRT) Gross Margin
(ENB) Gross Margin
LBRT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Liberty Oilfield Services Inc. reported a gross profit of 88.10M and revenue of 977.46M. Therefore, the gross margin over that period was 9.0%.

ENB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Enbridge Inc. reported a gross profit of 7.55B and revenue of 18.50B. Therefore, the gross margin over that period was 40.8%.

LBRT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Liberty Oilfield Services Inc. reported an operating income of 18.17M and revenue of 977.46M, resulting in an operating margin of 1.9%.

ENB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Enbridge Inc. reported an operating income of 3.67B and revenue of 18.50B, resulting in an operating margin of 19.9%.

LBRT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Liberty Oilfield Services Inc. reported a net income of 20.11M and revenue of 977.46M, resulting in a net margin of 2.1%.

ENB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Enbridge Inc. reported a net income of 2.36B and revenue of 18.50B, resulting in a net margin of 12.8%.