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BACHY vs. MPLX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BACHY and MPLX 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.


Performance

BACHY vs. MPLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bank of China Ltd ADR (BACHY) and MPLX LP (MPLX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BACHY:

1.49

MPLX:

1.83

Sortino Ratio

BACHY:

1.77

MPLX:

2.47

Omega Ratio

BACHY:

1.27

MPLX:

1.33

Calmar Ratio

BACHY:

2.68

MPLX:

2.54

Martin Ratio

BACHY:

8.28

MPLX:

9.02

Ulcer Index

BACHY:

4.28%

MPLX:

4.10%

Daily Std Dev

BACHY:

26.72%

MPLX:

20.34%

Max Drawdown

BACHY:

-52.41%

MPLX:

-85.72%

Current Drawdown

BACHY:

-2.69%

MPLX:

-5.02%

Fundamentals

Market Cap

BACHY:

$210.95B

MPLX:

$52.22B

EPS

BACHY:

$2.60

MPLX:

$4.30

PE Ratio

BACHY:

5.62

MPLX:

11.83

PEG Ratio

BACHY:

16.58

MPLX:

2.90

PS Ratio

BACHY:

0.39

MPLX:

4.59

PB Ratio

BACHY:

0.45

MPLX:

3.75

Total Revenue (TTM)

BACHY:

$786.32B

MPLX:

$11.23B

Gross Profit (TTM)

BACHY:

$946.20B

MPLX:

$5.04B

EBITDA (TTM)

BACHY:

$156.04B

MPLX:

$6.15B

Returns By Period

In the year-to-date period, BACHY achieves a 22.35% return, which is significantly higher than MPLX's 10.49% return. Over the past 10 years, BACHY has outperformed MPLX with an annualized return of 6.36%, while MPLX has yielded a comparatively lower 5.10% annualized return.


BACHY

YTD

22.35%

1M

4.46%

6M

34.42%

1Y

39.40%

3Y*

26.65%

5Y*

20.70%

10Y*

6.36%

MPLX

YTD

10.49%

1M

-0.31%

6M

4.65%

1Y

36.87%

3Y*

26.52%

5Y*

34.42%

10Y*

5.10%

*Annualized

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Bank of China Ltd ADR

MPLX LP

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

BACHY vs. MPLX — Risk-Adjusted Performance Rank

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

BACHY
The Risk-Adjusted Performance Rank of BACHY is 8989
Overall Rank
The Sharpe Ratio Rank of BACHY is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of BACHY is 8282
Sortino Ratio Rank
The Omega Ratio Rank of BACHY is 8484
Omega Ratio Rank
The Calmar Ratio Rank of BACHY is 9595
Calmar Ratio Rank
The Martin Ratio Rank of BACHY is 9292
Martin Ratio Rank

MPLX
The Risk-Adjusted Performance Rank of MPLX is 9292
Overall Rank
The Sharpe Ratio Rank of MPLX is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of MPLX is 9191
Sortino Ratio Rank
The Omega Ratio Rank of MPLX is 8989
Omega Ratio Rank
The Calmar Ratio Rank of MPLX is 9595
Calmar Ratio Rank
The Martin Ratio Rank of MPLX is 9393
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BACHY vs. MPLX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bank of China Ltd ADR (BACHY) and MPLX LP (MPLX). 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.


The current BACHY Sharpe Ratio is 1.49, which is comparable to the MPLX Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of BACHY and MPLX, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

BACHY vs. MPLX - Dividend Comparison

BACHY's dividend yield for the trailing twelve months is around 11.27%, more than MPLX's 7.31% yield.


TTM20242023202220212020201920182017201620152014
BACHY
Bank of China Ltd ADR
11.27%6.37%8.85%9.55%8.31%7.90%6.40%6.49%4.96%6.09%6.87%5.57%
MPLX
MPLX LP
7.31%7.33%8.65%8.80%11.30%12.71%10.42%8.22%6.23%5.86%4.33%1.83%

Drawdowns

BACHY vs. MPLX - Drawdown Comparison

The maximum BACHY drawdown since its inception was -52.41%, smaller than the maximum MPLX drawdown of -85.72%. Use the drawdown chart below to compare losses from any high point for BACHY and MPLX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

BACHY vs. MPLX - Volatility Comparison

The current volatility for Bank of China Ltd ADR (BACHY) is 4.43%, while MPLX LP (MPLX) has a volatility of 6.48%. This indicates that BACHY experiences smaller price fluctuations and is considered to be less risky than MPLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

BACHY vs. MPLX - Financials Comparison

This section allows you to compare key financial metrics between Bank of China Ltd ADR and MPLX LP. 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


0.0050.00B100.00B150.00B200.00B250.00B300.00B350.00B20212022202320242025
164.64B
2.89B
(BACHY) Total Revenue
(MPLX) Total Revenue
Values in USD except per share items

BACHY vs. MPLX - Profitability Comparison

The chart below illustrates the profitability comparison between Bank of China Ltd ADR and MPLX LP over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%80.0%90.0%100.0%20212022202320242025
100.0%
44.1%
(BACHY) Gross Margin
(MPLX) Gross Margin
BACHY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Bank of China Ltd ADR reported a gross profit of 164.64B and revenue of 164.64B. Therefore, the gross margin over that period was 100.0%.

MPLX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, MPLX LP reported a gross profit of 1.27B and revenue of 2.89B. Therefore, the gross margin over that period was 44.1%.

BACHY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Bank of China Ltd ADR reported an operating income of 105.32B and revenue of 164.64B, resulting in an operating margin of 64.0%.

MPLX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, MPLX LP reported an operating income of 1.37B and revenue of 2.89B, resulting in an operating margin of 47.3%.

BACHY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Bank of China Ltd ADR reported a net income of 54.36B and revenue of 164.64B, resulting in a net margin of 33.0%.

MPLX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, MPLX LP reported a net income of 1.13B and revenue of 2.89B, resulting in a net margin of 39.0%.