AVEDX vs. MPC
AVEDX (Ave Maria Rising Dividend Fund) is Large Cap Blend Equities fund managed by Ave Maria, while MPC (Marathon Petroleum Corporation) is a stock. Over the past 10 years, AVEDX returned 10.75%/yr vs 27.17%/yr for MPC. Their 0.49 correlation means their historical movements had little consistent relationship.
Performance
AVEDX vs. MPC - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, AVEDX achieves a 3.83% return, which is significantly lower than MPC's 96.32% return. Over the past 10 years, AVEDX has underperformed MPC with an annualized return of 10.75%, while MPC has yielded a comparatively higher 27.17% annualized return.
AVEDX
- 1D
- -0.72%
- 1M
- 0.82%
- 6M
- -0.92%
- YTD
- 3.83%
- 1Y
- 1.41%
- 3Y*
- 7.44%
- 5Y*
- 8.53%
- 10Y*
- 10.75%
- ALL TIME*
- 9.77%
MPC
- 1D
- 0.76%
- 1M
- 18.82%
- 6M
- 81.21%
- YTD
- 96.32%
- 1Y
- 94.93%
- 3Y*
- 35.61%
- 5Y*
- 45.20%
- 10Y*
- 27.17%
- ALL TIME*
- 23.28%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $628.12M | $605.59M | $624.09M |
AVEDX vs. MPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AVEDX Ave Maria Rising Dividend Fund | 3.83% | -0.43% | 14.36% | 26.37% | -5.18% | 25.31% | 6.46% | 27.56% | -4.83% | 16.84% |
MPC Marathon Petroleum Corporation | 96.32% | 19.17% | -4.06% | 30.46% | 86.62% | 61.00% | -27.38% | 6.05% | -8.23% | 34.78% |
Correlation
The correlation between AVEDX and MPC is 0.08, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.08 |
Correlation (3Y) Balances recent behavior with more history. | 0.28 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.39 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.48 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 2011 | 0.49 |
Over the past year, the correlation between AVEDX and MPC has dropped to 0.08 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
AVEDX vs. MPC — Risk / Return Rank
AVEDX
MPC
AVEDX vs. MPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ave Maria Rising Dividend Fund (AVEDX) and Marathon Petroleum Corporation (MPC). 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.
| AVEDX | MPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.81 | ||
| Sortino ratioReturn per unit of downside risk | -3.26 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.43 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 4.91 | -4.97 |
| Martin ratioReturn relative to average drawdown | -0.10 | 13.76 | -13.87 |
Loading charts...
Drawdowns
AVEDX vs. MPC - Drawdown Comparison
The maximum AVEDX drawdown since its inception was -47.25%, smaller than the maximum MPC drawdown of -79.67%. Use the drawdown chart below to compare losses from any high point for AVEDX and MPC.
Loading charts...
Drawdown Indicators
| AVEDX | MPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.25% | -79.67% | +32.42% |
Max Drawdown (1Y)Largest decline over 1 year | -10.86% | -18.33% | +7.47% |
Max Drawdown (3Y)Largest decline over 3 years | -15.53% | -44.75% | +29.22% |
Max Drawdown (5Y)Largest decline over 5 years | -16.85% | -44.75% | +27.90% |
Max Drawdown (10Y)Largest decline over 10 years | -38.91% | -79.67% | +40.76% |
Current DrawdownCurrent decline from peak | -5.88% | -1.03% | -4.85% |
Average DrawdownAverage peak-to-trough decline | -5.84% | -17.20% | +11.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.56% | 6.56% | -1.00% |
Volatility
AVEDX vs. MPC - Volatility Comparison
The current volatility for Ave Maria Rising Dividend Fund (AVEDX) is 3.71%, while Marathon Petroleum Corporation (MPC) has a volatility of 8.47%. This indicates that AVEDX experiences smaller price fluctuations and is considered to be less risky than MPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| AVEDX | MPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.71% | 8.47% | -4.76% |
Volatility (6M)Calculated over the trailing 6-month period | 9.19% | 26.02% | -16.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.52% | 32.65% | -20.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.50% | 33.04% | -16.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.97% | 39.98% | -22.01% |
Dividends
AVEDX vs. MPC - Dividend Comparison
AVEDX's dividend yield for the trailing twelve months is around 5.38%, more than MPC's 1.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVEDX Ave Maria Rising Dividend Fund | 5.38% | 5.49% | 6.43% | 12.61% | 7.94% | 10.53% | 2.60% | 8.03% | 10.88% | 6.32% | 6.95% | 7.11% |
MPC Marathon Petroleum Corporation | 1.24% | 2.29% | 2.43% | 2.07% | 2.14% | 3.63% | 5.61% | 3.52% | 3.12% | 2.30% | 2.70% | 2.20% |
Frequently Asked Questions
AVEDX and MPC have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MPC has higher volatility (8.47%) compared to AVEDX (3.71%). In terms of maximum drawdown, AVEDX dropped -47.25% vs MPC's -79.67%.
MPC currently has the higher Sharpe Ratio (2.76 vs -0.05), 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.
Find the right allocation for AVEDX and MPC
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer