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NAK vs. EPD
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NAK vs. EPD - Performance Comparison

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

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Returns By Period

In the year-to-date period, NAK achieves a 3.55% return, which is significantly lower than EPD's 19.79% return. Over the past 10 years, NAK has outperformed EPD with an annualized return of 20.01%, while EPD has yielded a comparatively lower 10.61% annualized return.


NAK

1D
4.62%
1M
-9.33%
YTD
3.55%
6M
-5.12%
1Y
65.85%
3Y*
109.20%
5Y*
29.51%
10Y*
20.01%

EPD

1D
-0.08%
1M
-2.72%
YTD
19.79%
6M
19.53%
1Y
24.43%
3Y*
20.73%
5Y*
15.96%
10Y*
10.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NAK vs. EPD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NAK
Northern Dynasty Minerals Ltd.
3.55%238.78%79.86%46.42%-32.31%1.30%-25.12%-24.46%-67.84%-14.49%
EPD
Enterprise Products Partners L.P.
19.79%9.45%28.00%17.71%18.32%21.40%-23.61%21.88%-1.32%4.24%

Correlation

The correlation between NAK and EPD is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.06

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

0.04

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

0.13

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

0.15

Correlation (All Time)
Calculated using the full available price history since Oct 9, 2003

0.21

The correlation between NAK and EPD shifts across timeframes, from -0.06 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

NAK:

$1.12B

EPD:

$81.47B

EPS

NAK:

-CA$0.19

EPD:

$2.69

Total Revenue (TTM)

NAK:

CA$0.00

EPD:

$51.57B

Gross Profit (TTM)

NAK:

-CA$85.85K

EPD:

$7.31B

EBITDA (TTM)

NAK:

-CA$99.80M

EPD:

$10.11B

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Return for Risk

NAK vs. EPD — Risk / Return Rank

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

NAK
NAK Risk / Return Rank: 6565
Overall Rank
NAK Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
NAK Sortino Ratio Rank: 6767
Sortino Ratio Rank
NAK Omega Ratio Rank: 7171
Omega Ratio Rank
NAK Calmar Ratio Rank: 6363
Calmar Ratio Rank
NAK Martin Ratio Rank: 6060
Martin Ratio Rank

EPD
EPD Risk / Return Rank: 8383
Overall Rank
EPD Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
EPD Sortino Ratio Rank: 8181
Sortino Ratio Rank
EPD Omega Ratio Rank: 7979
Omega Ratio Rank
EPD Calmar Ratio Rank: 8585
Calmar Ratio Rank
EPD Martin Ratio Rank: 8888
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.

NAK vs. EPD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Northern Dynasty Minerals Ltd. (NAK) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NAKEPDDifference
Sharpe ratioReturn per unit of total volatility

-0.97

Sortino ratioReturn per unit of downside risk

-0.75

Omega ratioGain probability vs. loss probability

1.22

1.28

-0.06

Calmar ratioReturn relative to maximum drawdown

0.98

3.24

-2.27

Martin ratioReturn relative to average drawdown

1.67

9.50

-7.83

NAK vs. EPD - Sharpe Ratio Comparison

The current NAK Sharpe Ratio is 0.57, which is lower than the EPD Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of NAK and EPD, 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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Drawdowns

NAK vs. EPD - Drawdown Comparison

The maximum NAK drawdown since its inception was -99.01%, which is greater than EPD's maximum drawdown of -58.78%. Use the drawdown chart below to compare losses from any high point for NAK and EPD.


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Drawdown Indicators


NAKEPDDifference

Max Drawdown

Largest peak-to-trough decline

-99.01%

-58.78%

-40.23%

Max Drawdown (1Y)

Largest decline over 1 year

-67.68%

-7.56%

-60.12%

Max Drawdown (3Y)

Largest decline over 3 years

-67.68%

-15.40%

-52.28%

Max Drawdown (5Y)

Largest decline over 5 years

-67.68%

-18.06%

-49.62%

Max Drawdown (10Y)

Largest decline over 10 years

-93.79%

-58.04%

-35.75%

Current Drawdown

Current decline from peak

-90.32%

-6.41%

-83.91%

Average Drawdown

Average peak-to-trough decline

-73.93%

-10.22%

-63.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

39.60%

2.58%

+37.02%

Volatility

NAK vs. EPD - Volatility Comparison

Northern Dynasty Minerals Ltd. (NAK) has a higher volatility of 26.03% compared to Enterprise Products Partners L.P. (EPD) at 6.00%. This indicates that NAK'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.


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Volatility by Period


NAKEPDDifference

Volatility (1M)

Calculated over the trailing 1-month period

26.03%

6.00%

+20.03%

Volatility (6M)

Calculated over the trailing 6-month period

77.41%

13.27%

+64.14%

Volatility (1Y)

Calculated over the trailing 1-year period

115.33%

15.90%

+99.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

83.81%

17.23%

+66.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

97.90%

24.14%

+73.76%

Dividends

NAK vs. EPD - Dividend Comparison

NAK has not paid dividends to shareholders, while EPD's dividend yield for the trailing twelve months is around 5.88%.


PositionTTM20252024202320222021202020192018201720162015
EPD
Enterprise Products Partners L.P.
5.88%6.74%6.63%7.51%7.79%8.20%9.09%6.23%6.97%6.29%5.88%5.90%
NAK
Northern Dynasty Minerals Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

NAK vs. EPD - Financials Comparison

This section allows you to compare key financial metrics between Northern Dynasty Minerals Ltd. 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


0.005.00B10.00B15.00B202220232024202520260
14.39B
(NAK) Total Revenue
(EPD) Total Revenue
Please note, different currencies. NAK values in CAD, EPD values in USD

Frequently Asked Questions


NAK and EPD have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NAK has higher volatility (26.03%) compared to EPD (6.00%). In terms of maximum drawdown, NAK dropped -99.01% vs EPD's -58.78%.

EPD currently has the higher Sharpe Ratio (1.54 vs 0.57), 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.

Portfolio Optimizer

Find the right allocation for NAK and EPD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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