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PRGO vs. EPD
Performance
Return for Risk
Dividends
Drawdowns
Volatility
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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PRGO vs. EPD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRGO
Perrigo Company plc
-21.11%-42.79%-16.92%-2.47%-9.78%-10.95%-11.97%35.65%-55.08%5.58%
EPD
Enterprise Products Partners L.P.
19.96%9.45%28.00%17.71%18.32%21.40%-23.61%21.88%-1.32%4.24%

Fundamentals

Market Cap

PRGO:

$1.49B

EPD:

$82.68B

EPS

PRGO:

-$10.29

EPD:

$2.65

PS Ratio

PRGO:

0.35

EPD:

1.57

PB Ratio

PRGO:

0.51

EPD:

2.75

Total Revenue (TTM)

PRGO:

$4.25B

EPD:

$52.60B

Gross Profit (TTM)

PRGO:

$1.49B

EPD:

$7.17B

EBITDA (TTM)

PRGO:

-$1.12B

EPD:

$9.92B

Returns By Period

In the year-to-date period, PRGO achieves a -21.11% return, which is significantly lower than EPD's 19.96% return. Over the past 10 years, PRGO has underperformed EPD with an annualized return of -19.82%, while EPD has yielded a comparatively higher 12.26% annualized return.


PRGO

1D
10.49%
1M
-16.94%
YTD
-21.11%
6M
-49.60%
1Y
-59.04%
3Y*
-29.87%
5Y*
-20.32%
10Y*
-19.82%

EPD

1D
-3.17%
1M
4.70%
YTD
19.96%
6M
25.15%
1Y
18.72%
3Y*
21.83%
5Y*
19.58%
10Y*
12.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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: 88
Calmar Ratio Rank
PRGO Martin Ratio Rank: 55
Martin Ratio Rank

EPD
EPD Risk / Return Rank: 7070
Overall Rank
EPD Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
EPD Sortino Ratio Rank: 6666
Sortino Ratio Rank
EPD Omega Ratio Rank: 6969
Omega Ratio Rank
EPD Calmar Ratio Rank: 6868
Calmar Ratio Rank
EPD Martin Ratio Rank: 7171
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.


PRGOEPDDifference

Sharpe ratio

Return per unit of total volatility

-1.31

1.00

-2.31

Sortino ratio

Return per unit of downside risk

-2.07

1.40

-3.47

Omega ratio

Gain probability vs. loss probability

0.71

1.20

-0.49

Calmar ratio

Return relative to maximum drawdown

-0.90

1.23

-2.13

Martin ratio

Return relative to average drawdown

-1.69

3.48

-5.17

PRGO vs. EPD - Sharpe Ratio Comparison

The current PRGO Sharpe Ratio is -1.31, which is lower than the EPD Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of PRGO 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.


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Sharpe Ratios by Period


PRGOEPDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.31

1.00

-2.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.57

1.15

-1.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.53

0.51

-1.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.54

-0.52

Correlation

The correlation between PRGO and EPD is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PRGO vs. EPD - Dividend Comparison

PRGO's dividend yield for the trailing twelve months is around 10.80%, more than EPD's 5.75% yield.


TTM20252024202320222021202020192018201720162015
PRGO
Perrigo Company plc
10.80%8.33%4.29%3.39%3.05%2.47%2.01%1.59%1.96%0.73%0.70%0.35%
EPD
Enterprise Products Partners L.P.
5.75%6.74%6.63%7.51%7.79%8.20%9.09%6.23%6.97%6.29%5.88%5.90%

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%

-15.40%

-50.18%

Max Drawdown (5Y)

Largest decline over 5 years

-77.24%

-18.06%

-59.18%

Max Drawdown (10Y)

Largest decline over 10 years

-90.88%

-58.04%

-32.84%

Current Drawdown

Current decline from peak

-93.15%

-3.67%

-89.48%

Average Drawdown

Average peak-to-trough decline

-49.23%

-10.17%

-39.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.91%

5.44%

+29.47%

Volatility

PRGO vs. EPD - Volatility Comparison

Perrigo Company plc (PRGO) has a higher volatility of 19.64% compared to Enterprise Products Partners L.P. (EPD) at 5.70%. 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

19.64%

5.70%

+13.94%

Volatility (6M)

Calculated over the trailing 6-month period

40.33%

11.89%

+28.44%

Volatility (1Y)

Calculated over the trailing 1-year period

45.15%

18.77%

+26.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.55%

17.08%

+18.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.62%

24.26%

+13.36%

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


0.005.00B10.00B15.00B20212022202320242025
1.11B
13.79B
(PRGO) Total Revenue
(EPD) Total Revenue
Values in USD except per share items