PG vs. ENFR
PG (The Procter & Gamble Company) is a stock, while ENFR (Alerian Energy Infrastructure ETF) is Energy Equities fund tracking the Alerian Midstream Energy Select Index. Over the past 10 years, PG returned 8.96%/yr vs 12.28%/yr for ENFR. At a 0.17 correlation, their price movements are largely independent.
Performance
PG vs. ENFR - Performance Comparison
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Returns By Period
In the year-to-date period, PG achieves a 5.93% return, which is significantly lower than ENFR's 25.97% return. Over the past 10 years, PG has underperformed ENFR with an annualized return of 8.96%, while ENFR has yielded a comparatively higher 12.28% annualized return.
PG
- 1D
- 0.86%
- 1M
- 5.18%
- YTD
- 5.93%
- 6M
- 6.28%
- 1Y
- -5.68%
- 3Y*
- 3.69%
- 5Y*
- 4.73%
- 10Y*
- 8.96%
ENFR
- 1D
- 0.73%
- 1M
- 0.52%
- YTD
- 25.97%
- 6M
- 26.39%
- 1Y
- 26.50%
- 3Y*
- 28.39%
- 5Y*
- 19.43%
- 10Y*
- 12.28%
PG vs. ENFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 5.93% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 39.70% | 3.57% | 12.69% |
ENFR Alerian Energy Infrastructure ETF | 25.97% | 5.88% | 42.17% | 15.63% | 17.48% | 39.97% | -24.14% | 21.60% | -18.67% | -0.19% |
Correlation
The correlation between PG and ENFR is -0.03, 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 | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2013 | 0.17 |
The correlation between PG and ENFR shifts across timeframes, from -0.03 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PG vs. ENFR — Risk / Return Rank
PG
ENFR
PG vs. ENFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Procter & Gamble Company (PG) and Alerian Energy Infrastructure ETF (ENFR). 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.
| PG | ENFR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.12 | ||
| Sortino ratioReturn per unit of downside risk | -2.83 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.31 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 3.08 | -3.45 |
| Martin ratioReturn relative to average drawdown | -0.68 | 8.18 | -8.86 |
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Drawdowns
PG vs. ENFR - Drawdown Comparison
The maximum PG drawdown since its inception was -54.25%, smaller than the maximum ENFR drawdown of -68.28%. Use the drawdown chart below to compare losses from any high point for PG and ENFR.
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Drawdown Indicators
| PG | ENFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.25% | -68.28% | +14.03% |
Max Drawdown (1Y)Largest decline over 1 year | -15.52% | -8.64% | -6.88% |
Max Drawdown (3Y)Largest decline over 3 years | -21.15% | -15.58% | -5.57% |
Max Drawdown (5Y)Largest decline over 5 years | -23.77% | -20.29% | -3.48% |
Max Drawdown (10Y)Largest decline over 10 years | -23.77% | -62.64% | +38.87% |
Current DrawdownCurrent decline from peak | -13.29% | -3.91% | -9.38% |
Average DrawdownAverage peak-to-trough decline | -12.16% | -15.95% | +3.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.80% | 3.25% | +5.55% |
Volatility
PG vs. ENFR - Volatility Comparison
The Procter & Gamble Company (PG) has a higher volatility of 6.99% compared to Alerian Energy Infrastructure ETF (ENFR) at 5.63%. This indicates that PG's price experiences larger fluctuations and is considered to be riskier than ENFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PG | ENFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.99% | 5.63% | +1.36% |
Volatility (6M)Calculated over the trailing 6-month period | 15.01% | 11.48% | +3.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.78% | 14.66% | +4.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.82% | 19.30% | -1.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.05% | 24.67% | -5.62% |
Dividends
PG vs. ENFR - Dividend Comparison
PG's dividend yield for the trailing twelve months is around 2.85%, less than ENFR's 3.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENFR Alerian Energy Infrastructure ETF | 3.98% | 4.77% | 4.41% | 5.48% | 5.23% | 7.86% | 7.57% | 5.81% | 3.98% | 2.98% | 3.31% | 3.34% |
PG The Procter & Gamble Company | 2.85% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
Frequently Asked Questions
PG and ENFR have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PG has higher volatility (6.99%) compared to ENFR (5.63%). In terms of maximum drawdown, PG dropped -54.25% vs ENFR's -68.28%.
ENFR currently has the higher Sharpe Ratio (1.82 vs -0.30), 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.
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