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

Performance

PRGO vs. EPD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Perrigo Company plc (PRGO) 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, PRGO achieves a -28.48% return, which is significantly lower than EPD's 19.41% return. Over the past 10 years, PRGO has underperformed EPD with an annualized return of -17.94%, while EPD has yielded a comparatively higher 10.23% annualized return.


PRGO

1D
-1.15%
1M
-13.22%
YTD
-28.48%
6M
-27.23%
1Y
-61.06%
3Y*
-30.77%
5Y*
-23.93%
10Y*
-17.94%

EPD

1D
1.95%
1M
-6.31%
YTD
19.41%
6M
19.18%
1Y
28.37%
3Y*
21.08%
5Y*
17.12%
10Y*
10.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRGO vs. EPD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRGO
Perrigo Company plc
-28.48%-42.79%-16.92%-2.47%-9.78%-10.95%-11.97%35.65%-55.08%5.58%
EPD
Enterprise Products Partners L.P.
19.41%9.45%28.00%17.71%18.32%21.40%-23.61%21.88%-1.32%4.24%

Correlation

The correlation between PRGO and EPD is -0.05, 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

-0.05

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

0.13

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

0.20

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

0.23

Correlation (All Time)
Calculated using the full available price history since Jul 28, 1998

0.16

The correlation between PRGO and EPD shifts across timeframes, from -0.05 (1 year) to 0.23 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

PRGO:

$1.32B

EPD:

$81.20B

EPS

PRGO:

-$13.12

EPD:

$2.69

PS Ratio

PRGO:

0.31

EPD:

1.57

Total Revenue (TTM)

PRGO:

$4.18B

EPD:

$51.57B

Gross Profit (TTM)

PRGO:

$1.43B

EPD:

$7.31B

EBITDA (TTM)

PRGO:

-$1.33B

EPD:

$10.11B

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Return for Risk

PRGO vs. EPD — Risk / Return Rank

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

PRGO
PRGO Risk / Return Rank: 44
Overall Rank
PRGO Sharpe Ratio Rank: 11
Sharpe Ratio Rank
PRGO Sortino Ratio Rank: 22
Sortino Ratio Rank
PRGO Omega Ratio Rank: 22
Omega Ratio Rank
PRGO Calmar Ratio Rank: 55
Calmar Ratio Rank
PRGO Martin Ratio Rank: 99
Martin Ratio Rank

EPD
EPD Risk / Return Rank: 8585
Overall Rank
EPD Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
EPD Sortino Ratio Rank: 8484
Sortino Ratio Rank
EPD Omega Ratio Rank: 8383
Omega Ratio Rank
EPD Calmar Ratio Rank: 8686
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.

PRGO vs. EPD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Perrigo Company plc (PRGO) 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.


PRGOEPDDifference
Sharpe ratioReturn per unit of total volatility

-3.09

Sortino ratioReturn per unit of downside risk

-4.67

Omega ratioGain probability vs. loss probability

0.72

1.32

-0.60

Calmar ratioReturn relative to maximum drawdown

-0.93

3.36

-4.29

Martin ratioReturn relative to average drawdown

-1.37

10.21

-11.59

PRGO vs. EPD - Sharpe Ratio Comparison

The current PRGO Sharpe Ratio is -1.30, which is lower than the EPD Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of PRGO 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

PRGO vs. EPD - Drawdown Comparison

The maximum PRGO drawdown since its inception was -94.10%, which is greater than EPD's maximum drawdown of -58.78%. Use the drawdown chart below to compare losses from any high point for PRGO and EPD.


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Drawdown Indicators


PRGOEPDDifference

Max Drawdown

Largest peak-to-trough decline

-94.10%

-58.78%

-35.32%

Max Drawdown (1Y)

Largest decline over 1 year

-65.58%

-8.49%

-57.09%

Max Drawdown (3Y)

Largest decline over 3 years

-73.55%

-15.40%

-58.15%

Max Drawdown (5Y)

Largest decline over 5 years

-77.24%

-18.06%

-59.18%

Max Drawdown (10Y)

Largest decline over 10 years

-87.73%

-58.04%

-29.69%

Current Drawdown

Current decline from peak

-93.79%

-6.71%

-87.08%

Average Drawdown

Average peak-to-trough decline

-49.51%

-10.22%

-39.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

44.48%

2.79%

+41.69%

Volatility

PRGO vs. EPD - Volatility Comparison

Perrigo Company plc (PRGO) has a higher volatility of 14.09% compared to Enterprise Products Partners L.P. (EPD) at 5.89%. This indicates that PRGO'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


PRGOEPDDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.09%

5.89%

+8.20%

Volatility (6M)

Calculated over the trailing 6-month period

32.30%

13.44%

+18.86%

Volatility (1Y)

Calculated over the trailing 1-year period

46.92%

16.01%

+30.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.48%

17.18%

+19.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.34%

24.13%

+13.21%

Dividends

PRGO vs. EPD - Dividend Comparison

PRGO's dividend yield for the trailing twelve months is around 12.22%, more than EPD's 5.90% yield.


PositionTTM20252024202320222021202020192018201720162015
EPD
Enterprise Products Partners L.P.
5.90%6.74%6.63%7.51%7.79%8.20%9.09%6.23%6.97%6.29%5.88%5.90%
PRGO
Perrigo Company plc
12.22%8.33%4.29%3.39%3.05%2.47%2.01%1.59%1.96%0.73%0.70%0.35%

Financials

PRGO vs. EPD - Financials Comparison

This section allows you to compare key financial metrics between Perrigo Company 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


0.005.00B10.00B15.00B20222023202420252026
969.20M
14.39B
(PRGO) Total Revenue
(EPD) Total Revenue
Values in USD except per share items

PRGO vs. EPD - Profitability Comparison

The chart below illustrates the profitability comparison between Perrigo Company plc and Enterprise Products Partners L.P. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%15.0%20.0%25.0%30.0%35.0%20222023202420252026
33.6%
13.1%
Portfolio components
PRGO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Perrigo Company plc reported a gross profit of 325.50M and revenue of 969.20M. Therefore, the gross margin over that period was 33.6%.

EPD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Enterprise Products Partners L.P. reported a gross profit of 1.88B and revenue of 14.39B. Therefore, the gross margin over that period was 13.1%.

PRGO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Perrigo Company plc reported an operating income of -372.30M and revenue of 969.20M, resulting in an operating margin of -38.4%.

EPD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Enterprise Products Partners L.P. reported an operating income of 1.82B and revenue of 14.39B, resulting in an operating margin of 12.6%.

PRGO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Perrigo Company plc reported a net income of -398.60M and revenue of 969.20M, resulting in a net margin of -41.1%.

EPD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Enterprise Products Partners L.P. reported a net income of 1.48B and revenue of 14.39B, resulting in a net margin of 10.3%.


Frequently Asked Questions


PRGO and EPD have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PRGO has higher volatility (14.09%) compared to EPD (5.89%). In terms of maximum drawdown, PRGO dropped -94.10% vs EPD's -58.78%.

EPD currently has the higher Sharpe Ratio (1.78 vs -1.30), 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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