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

Correlation

The correlation between MPLX and EPD is 0.55, 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.


-0.50.00.51.00.5

Performance

MPLX vs. EPD - Performance Comparison

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

150.00%200.00%250.00%300.00%350.00%JulyAugustSeptemberOctoberNovemberDecember
315.70%
157.08%
MPLX
EPD

Key characteristics

Sharpe Ratio

MPLX:

2.81

EPD:

1.91

Sortino Ratio

MPLX:

3.90

EPD:

2.73

Omega Ratio

MPLX:

1.49

EPD:

1.35

Calmar Ratio

MPLX:

3.83

EPD:

2.17

Martin Ratio

MPLX:

17.62

EPD:

10.37

Ulcer Index

MPLX:

2.21%

EPD:

2.42%

Daily Std Dev

MPLX:

13.84%

EPD:

13.11%

Max Drawdown

MPLX:

-85.72%

EPD:

-58.78%

Current Drawdown

MPLX:

-10.16%

EPD:

-11.56%

Fundamentals

Market Cap

MPLX:

$48.60B

EPD:

$67.82B

EPS

MPLX:

$4.24

EPD:

$2.66

PE Ratio

MPLX:

11.25

EPD:

11.76

PEG Ratio

MPLX:

2.27

EPD:

3.03

Total Revenue (TTM)

MPLX:

$10.91B

EPD:

$56.51B

Gross Profit (TTM)

MPLX:

$4.95B

EPD:

$7.05B

EBITDA (TTM)

MPLX:

$6.10B

EPD:

$9.74B

Returns By Period

In the year-to-date period, MPLX achieves a 37.42% return, which is significantly higher than EPD's 24.29% return. Over the past 10 years, MPLX has underperformed EPD with an annualized return of 4.92%, while EPD has yielded a comparatively higher 5.96% annualized return.


MPLX

YTD

37.42%

1M

-2.21%

6M

18.47%

1Y

38.48%

5Y*

24.95%

10Y*

4.92%

EPD

YTD

24.29%

1M

-3.30%

6M

11.54%

1Y

24.67%

5Y*

9.99%

10Y*

5.96%

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

MPLX vs. EPD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MPLX LP (MPLX) 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 MPLX, currently valued at 2.81, compared to the broader market-4.00-2.000.002.002.811.91
The chart of Sortino ratio for MPLX, currently valued at 3.90, compared to the broader market-4.00-2.000.002.004.003.902.73
The chart of Omega ratio for MPLX, currently valued at 1.49, compared to the broader market0.501.001.502.001.491.35
The chart of Calmar ratio for MPLX, currently valued at 3.83, compared to the broader market0.002.004.006.003.832.17
The chart of Martin ratio for MPLX, currently valued at 17.62, compared to the broader market0.0010.0020.0017.6210.37
MPLX
EPD

The current MPLX Sharpe Ratio is 2.81, which is higher than the EPD Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of MPLX 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 Ratio1.001.502.002.503.003.504.004.50JulyAugustSeptemberOctoberNovemberDecember
2.81
1.91
MPLX
EPD

Dividends

MPLX vs. EPD - Dividend Comparison

MPLX's dividend yield for the trailing twelve months is around 7.56%, more than EPD's 6.83% yield.


TTM20232022202120202019201820172016201520142013
MPLX
MPLX LP
7.56%8.65%8.80%11.30%12.71%10.42%8.22%6.23%5.86%4.33%1.83%2.32%
EPD
Enterprise Products Partners L.P.
6.83%7.51%7.79%8.20%9.09%6.24%6.98%6.29%5.88%5.90%3.96%4.07%

Drawdowns

MPLX vs. EPD - Drawdown Comparison

The maximum MPLX drawdown since its inception was -85.72%, which is greater than EPD's maximum drawdown of -58.78%. Use the drawdown chart below to compare losses from any high point for MPLX and EPD. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.16%
-11.56%
MPLX
EPD

Volatility

MPLX vs. EPD - Volatility Comparison

MPLX LP (MPLX) and Enterprise Products Partners L.P. (EPD) have volatilities of 6.86% and 6.69%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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
6.86%
6.69%
MPLX
EPD

Financials

MPLX vs. EPD - Financials Comparison

This section allows you to compare key financial metrics between MPLX LP 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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