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

Performance

UL vs. EPD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Unilever Group (UL) 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, UL achieves a -12.75% return, which is significantly lower than EPD's 20.66% return. Over the past 10 years, UL has underperformed EPD with an annualized return of 4.43%, while EPD has yielded a comparatively higher 10.45% annualized return.


UL

1D
-1.11%
1M
-3.03%
YTD
-12.75%
6M
-8.37%
1Y
-18.21%
3Y*
3.46%
5Y*
-0.18%
10Y*
4.43%

EPD

1D
-0.77%
1M
0.89%
YTD
20.66%
6M
18.26%
1Y
27.33%
3Y*
21.14%
5Y*
16.72%
10Y*
10.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UL vs. EPD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UL
The Unilever Group
-12.75%5.96%20.90%-0.17%-2.82%-7.61%9.04%12.88%-2.34%40.15%
EPD
Enterprise Products Partners L.P.
20.66%9.45%28.00%17.71%18.32%21.40%-23.61%21.88%-1.32%4.24%

Correlation

The correlation between UL and EPD is 0.02, 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

0.02

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

0.11

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

0.11

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

0.14

Correlation (All Time)
Calculated using the full available price history since Jul 29, 1998

0.18

The correlation between UL and EPD shifts across timeframes, from 0.02 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

UL:

$123.13B

EPD:

$82.06B

EPS

UL:

$5.06

EPD:

$2.69

PE Ratio

UL:

11.08

EPD:

13.93

PEG Ratio

UL:

2.17

EPD:

2.24

PS Ratio

UL:

1.20

EPD:

1.59

Total Revenue (TTM)

UL:

$109.27B

EPD:

$51.57B

Gross Profit (TTM)

UL:

$90.89B

EPD:

$7.31B

EBITDA (TTM)

UL:

$24.12B

EPD:

$10.11B

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Return for Risk

UL vs. EPD — Risk / Return Rank

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

UL
UL Risk / Return Rank: 1010
Overall Rank
UL Sharpe Ratio Rank: 88
Sharpe Ratio Rank
UL Sortino Ratio Rank: 1010
Sortino Ratio Rank
UL Omega Ratio Rank: 1111
Omega Ratio Rank
UL Calmar Ratio Rank: 1515
Calmar Ratio Rank
UL Martin Ratio Rank: 55
Martin Ratio Rank

EPD
EPD Risk / Return Rank: 8585
Overall Rank
EPD Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
EPD Sortino Ratio Rank: 8383
Sortino Ratio Rank
EPD Omega Ratio Rank: 8282
Omega Ratio Rank
EPD Calmar Ratio Rank: 8787
Calmar Ratio Rank
EPD Martin Ratio Rank: 8989
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.

UL vs. EPD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Unilever Group (UL) 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.


ULEPDDifference
Sharpe ratioReturn per unit of total volatility

-2.60

Sortino ratioReturn per unit of downside risk

-3.62

Omega ratioGain probability vs. loss probability

0.87

1.31

-0.44

Calmar ratioReturn relative to maximum drawdown

-0.73

3.63

-4.36

Martin ratioReturn relative to average drawdown

-1.53

11.00

-12.53

UL vs. EPD - Sharpe Ratio Comparison

The current UL Sharpe Ratio is -0.86, which is lower than the EPD Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of UL 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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Sharpe Ratios by Period


ULEPDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.86

1.74

-2.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

0.98

-0.98

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

0.43

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.54

-0.14

Drawdowns

UL vs. EPD - Drawdown Comparison

The maximum UL drawdown since its inception was -53.55%, smaller than the maximum EPD drawdown of -58.78%. Use the drawdown chart below to compare losses from any high point for UL and EPD.


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Drawdown Indicators


ULEPDDifference

Max Drawdown

Largest peak-to-trough decline

-53.55%

-58.78%

+5.23%

Max Drawdown (1Y)

Largest decline over 1 year

-25.09%

-7.56%

-17.53%

Max Drawdown (3Y)

Largest decline over 3 years

-25.09%

-15.40%

-9.69%

Max Drawdown (5Y)

Largest decline over 5 years

-26.53%

-18.06%

-8.47%

Max Drawdown (10Y)

Largest decline over 10 years

-30.13%

-58.04%

+27.91%

Current Drawdown

Current decline from peak

-23.50%

-5.73%

-17.77%

Average Drawdown

Average peak-to-trough decline

-10.60%

-10.13%

-0.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.93%

2.49%

+9.44%

Volatility

UL vs. EPD - Volatility Comparison

The current volatility for The Unilever Group (UL) is 5.63%, while Enterprise Products Partners L.P. (EPD) has a volatility of 6.17%. This indicates that UL experiences smaller price fluctuations and is considered to be less risky 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


ULEPDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.63%

6.17%

-0.54%

Volatility (6M)

Calculated over the trailing 6-month period

18.17%

13.16%

+5.01%

Volatility (1Y)

Calculated over the trailing 1-year period

21.26%

15.81%

+5.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.83%

17.23%

+3.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.62%

24.16%

-2.54%

Dividends

UL vs. EPD - Dividend Comparison

UL's dividend yield for the trailing twelve months is around 4.07%, less than EPD's 5.84% yield.


PositionTTM20252024202320222021202020192018201720162015
EPD
Enterprise Products Partners L.P.
5.84%6.74%6.63%7.51%7.79%8.20%9.09%6.23%6.97%6.29%5.88%5.90%
UL
The Unilever Group
4.07%3.51%3.29%3.83%3.57%3.77%3.07%3.18%3.49%2.80%3.42%3.02%

Financials

UL vs. EPD - Financials Comparison

This section allows you to compare key financial metrics between The Unilever Group 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


10.00B15.00B20.00B25.00B30.00B202120222023202420252026
18.38B
14.39B
(UL) Total Revenue
(EPD) Total Revenue
Values in USD except per share items

UL vs. EPD - Profitability Comparison

The chart below illustrates the profitability comparison between The Unilever Group 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

-20.0%0.0%20.0%40.0%60.0%80.0%100.0%2021202220232024202520260
13.1%
Portfolio components
UL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Unilever Group reported a gross profit of 0.00 and revenue of 18.38B. Therefore, the gross margin over that period was 0.0%.

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%.

UL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Unilever Group reported an operating income of 4.13B and revenue of 18.38B, resulting in an operating margin of 22.5%.

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%.

UL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Unilever Group reported a net income of 2.56B and revenue of 18.38B, resulting in a net margin of 14.0%.

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


UL and EPD have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EPD has higher volatility (6.17%) compared to UL (5.63%). In terms of maximum drawdown, UL dropped -53.55% vs EPD's -58.78%.

EPD currently has the higher Sharpe Ratio (1.74 vs -0.86), 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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