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

Correlation

The correlation between NWG 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.


-0.50.00.51.0
Correlation: 0.5

Performance

NWG vs. EPD - Performance Comparison

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

-100.00%0.00%100.00%200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
-88.40%
521.96%
NWG
EPD

Key characteristics

Sharpe Ratio

NWG:

2.57

EPD:

0.87

Sortino Ratio

NWG:

3.04

EPD:

1.22

Omega Ratio

NWG:

1.42

EPD:

1.18

Calmar Ratio

NWG:

0.92

EPD:

1.03

Martin Ratio

NWG:

20.62

EPD:

3.85

Ulcer Index

NWG:

4.20%

EPD:

4.10%

Daily Std Dev

NWG:

33.81%

EPD:

18.24%

Max Drawdown

NWG:

-98.38%

EPD:

-58.78%

Current Drawdown

NWG:

-88.55%

EPD:

-8.77%

Fundamentals

Market Cap

NWG:

$51.87B

EPD:

$67.79B

EPS

NWG:

$1.38

EPD:

$2.69

PE Ratio

NWG:

9.32

EPD:

11.61

PEG Ratio

NWG:

0.55

EPD:

2.99

PS Ratio

NWG:

3.62

EPD:

1.21

PB Ratio

NWG:

0.99

EPD:

2.35

Total Revenue (TTM)

NWG:

$14.99B

EPD:

$41.37B

Gross Profit (TTM)

NWG:

$18.60B

EPD:

$5.32B

EBITDA (TTM)

NWG:

$1.77B

EPD:

$7.30B

Returns By Period

In the year-to-date period, NWG achieves a 30.82% return, which is significantly higher than EPD's 1.14% return. Both investments have delivered pretty close results over the past 10 years, with NWG having a 6.37% annualized return and EPD not far behind at 6.35%.


NWG

YTD

30.82%

1M

5.93%

6M

40.19%

1Y

72.76%

5Y*

43.70%

10Y*

6.37%

EPD

YTD

1.14%

1M

-8.04%

6M

11.18%

1Y

15.19%

5Y*

22.66%

10Y*

6.35%

*Annualized

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Risk-Adjusted Performance

NWG vs. EPD — Risk-Adjusted Performance Rank

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

NWG
The Risk-Adjusted Performance Rank of NWG is 9494
Overall Rank
The Sharpe Ratio Rank of NWG is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of NWG is 9595
Sortino Ratio Rank
The Omega Ratio Rank of NWG is 9494
Omega Ratio Rank
The Calmar Ratio Rank of NWG is 8383
Calmar Ratio Rank
The Martin Ratio Rank of NWG is 9999
Martin Ratio Rank

EPD
The Risk-Adjusted Performance Rank of EPD is 7979
Overall Rank
The Sharpe Ratio Rank of EPD is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of EPD is 7272
Sortino Ratio Rank
The Omega Ratio Rank of EPD is 7474
Omega Ratio Rank
The Calmar Ratio Rank of EPD is 8585
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.

NWG vs. EPD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NatWest Group plc (NWG) 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 chart of Sharpe ratio for NWG, currently valued at 2.57, compared to the broader market-2.00-1.000.001.002.003.00
NWG: 2.57
EPD: 0.87
The chart of Sortino ratio for NWG, currently valued at 3.04, compared to the broader market-6.00-4.00-2.000.002.004.00
NWG: 3.04
EPD: 1.22
The chart of Omega ratio for NWG, currently valued at 1.42, compared to the broader market0.501.001.502.00
NWG: 1.42
EPD: 1.18
The chart of Calmar ratio for NWG, currently valued at 0.92, compared to the broader market0.001.002.003.004.005.00
NWG: 0.92
EPD: 1.03
The chart of Martin ratio for NWG, currently valued at 20.62, compared to the broader market-5.000.005.0010.0015.0020.00
NWG: 20.62
EPD: 3.85

The current NWG Sharpe Ratio is 2.57, which is higher than the EPD Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of NWG 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 Ratio0.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
2.57
0.87
NWG
EPD

Dividends

NWG vs. EPD - Dividend Comparison

NWG's dividend yield for the trailing twelve months is around 4.23%, less than EPD's 6.73% yield.


TTM20242023202220212020201920182017201620152014
NWG
NatWest Group plc
4.23%4.37%9.24%11.32%2.73%4.58%9.76%0.91%0.00%0.00%0.00%0.00%
EPD
Enterprise Products Partners L.P.
6.73%6.63%7.51%7.79%8.20%9.09%6.24%6.98%6.29%5.88%5.90%3.96%

Drawdowns

NWG vs. EPD - Drawdown Comparison

The maximum NWG drawdown since its inception was -98.38%, which is greater than EPD's maximum drawdown of -58.78%. Use the drawdown chart below to compare losses from any high point for NWG and EPD. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-88.55%
-8.77%
NWG
EPD

Volatility

NWG vs. EPD - Volatility Comparison

NatWest Group plc (NWG) has a higher volatility of 15.76% compared to Enterprise Products Partners L.P. (EPD) at 11.85%. This indicates that NWG'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%4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.76%
11.85%
NWG
EPD

Financials

NWG vs. EPD - Financials Comparison

This section allows you to compare key financial metrics between NatWest Group plc 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