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MGV vs. EPD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MGV and EPD is 0.45, 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

MGV vs. EPD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Mega Cap Value ETF (MGV) and Enterprise Products Partners L.P. (EPD). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

MGV:

0.63

EPD:

0.92

Sortino Ratio

MGV:

1.07

EPD:

1.39

Omega Ratio

MGV:

1.15

EPD:

1.20

Calmar Ratio

MGV:

0.83

EPD:

1.20

Martin Ratio

MGV:

3.09

EPD:

4.07

Ulcer Index

MGV:

3.52%

EPD:

4.56%

Daily Std Dev

MGV:

15.47%

EPD:

18.52%

Max Drawdown

MGV:

-56.31%

EPD:

-58.78%

Current Drawdown

MGV:

-3.98%

EPD:

-6.62%

Returns By Period

In the year-to-date period, MGV achieves a 2.24% return, which is significantly lower than EPD's 3.53% return. Over the past 10 years, MGV has outperformed EPD with an annualized return of 10.31%, while EPD has yielded a comparatively lower 6.55% annualized return.


MGV

YTD

2.24%

1M

5.09%

6M

-2.51%

1Y

9.65%

5Y*

15.95%

10Y*

10.31%

EPD

YTD

3.53%

1M

7.85%

6M

6.20%

1Y

16.86%

5Y*

22.21%

10Y*

6.55%

*Annualized

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Risk-Adjusted Performance

MGV vs. EPD — Risk-Adjusted Performance Rank

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

MGV
The Risk-Adjusted Performance Rank of MGV is 6767
Overall Rank
The Sharpe Ratio Rank of MGV is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of MGV is 6464
Sortino Ratio Rank
The Omega Ratio Rank of MGV is 6565
Omega Ratio Rank
The Calmar Ratio Rank of MGV is 7575
Calmar Ratio Rank
The Martin Ratio Rank of MGV is 7373
Martin Ratio Rank

EPD
The Risk-Adjusted Performance Rank of EPD is 8080
Overall Rank
The Sharpe Ratio Rank of EPD is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of EPD is 7474
Sortino Ratio Rank
The Omega Ratio Rank of EPD is 7676
Omega Ratio Rank
The Calmar Ratio Rank of EPD is 8686
Calmar Ratio Rank
The Martin Ratio Rank of EPD is 8383
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.

MGV vs. EPD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Mega Cap Value ETF (MGV) 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.


The current MGV Sharpe Ratio is 0.63, which is lower than the EPD Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of MGV 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.


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Dividends

MGV vs. EPD - Dividend Comparison

MGV's dividend yield for the trailing twelve months is around 2.26%, less than EPD's 6.75% yield.


TTM20242023202220212020201920182017201620152014
MGV
Vanguard Mega Cap Value ETF
2.26%2.31%2.48%2.45%2.17%2.47%2.69%2.65%2.34%2.53%2.59%2.26%
EPD
Enterprise Products Partners L.P.
6.75%6.63%7.51%7.79%8.20%9.09%6.24%6.98%6.29%5.88%5.90%3.96%

Drawdowns

MGV vs. EPD - Drawdown Comparison

The maximum MGV drawdown since its inception was -56.31%, roughly equal to the maximum EPD drawdown of -58.78%. Use the drawdown chart below to compare losses from any high point for MGV and EPD. For additional features, visit the drawdowns tool.


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Volatility

MGV vs. EPD - Volatility Comparison

The current volatility for Vanguard Mega Cap Value ETF (MGV) is 4.73%, while Enterprise Products Partners L.P. (EPD) has a volatility of 7.32%. This indicates that MGV experiences smaller price fluctuations and is considered to be less risky than EPD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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