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BACHY vs. MPLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

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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Returns By Period

In the year-to-date period, BACHY achieves a 17.09% return, which is significantly higher than MPLX's 7.63% return. Over the past 10 years, BACHY has underperformed MPLX with an annualized return of 13.19%, while MPLX has yielded a comparatively higher 14.99% annualized return.


BACHY

1D
-0.65%
1M
3.40%
YTD
17.09%
6M
15.63%
1Y
16.69%
3Y*
29.46%
5Y*
20.50%
10Y*
13.19%

MPLX

1D
-0.75%
1M
-1.46%
YTD
7.63%
6M
4.78%
1Y
15.40%
3Y*
27.99%
5Y*
24.22%
10Y*
14.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BACHY vs. MPLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BACHY
Bank of China Ltd ADR
17.09%23.87%43.09%14.58%10.54%14.31%-14.46%4.65%-8.11%15.60%
MPLX
MPLX LP
7.63%20.54%41.72%22.46%21.09%53.92%-1.79%-8.25%-8.43%9.00%

Correlation

The correlation between BACHY and MPLX is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.14

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

0.16

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

0.15

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

0.20

Correlation (All Time)
Calculated using the full available price history since Oct 31, 2012

0.18

Fundamentals

EPS

BACHY:

$19.38

MPLX:

$6.16

PE Ratio

BACHY:

0.86

MPLX:

8.97

PEG Ratio

BACHY:

0.71

MPLX:

0.62

PS Ratio

BACHY:

0.17

MPLX:

3.37

Total Revenue (TTM)

BACHY:

$1.22T

MPLX:

$12.54B

Gross Profit (TTM)

BACHY:

$635.71B

MPLX:

$7.52B

EBITDA (TTM)

BACHY:

$307.28B

MPLX:

$6.90B

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Return for Risk

BACHY vs. MPLX — Risk / Return Rank

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

BACHY
BACHY Risk / Return Rank: 6767
Overall Rank
BACHY Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
BACHY Sortino Ratio Rank: 6666
Sortino Ratio Rank
BACHY Omega Ratio Rank: 6262
Omega Ratio Rank
BACHY Calmar Ratio Rank: 6666
Calmar Ratio Rank
BACHY Martin Ratio Rank: 7070
Martin Ratio Rank

MPLX
MPLX Risk / Return Rank: 6969
Overall Rank
MPLX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
MPLX Sortino Ratio Rank: 6363
Sortino Ratio Rank
MPLX Omega Ratio Rank: 6161
Omega Ratio Rank
MPLX Calmar Ratio Rank: 7474
Calmar Ratio Rank
MPLX Martin Ratio Rank: 7474
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.

BACHY vs. MPLX - Risk-Adjusted Trends 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.


BACHYMPLXDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

+0.12

Omega ratioGain probability vs. loss probability

1.18

1.17

0.00

Calmar ratioReturn relative to maximum drawdown

1.25

2.01

-0.76

Martin ratioReturn relative to average drawdown

3.60

4.73

-1.12

BACHY vs. MPLX - Sharpe Ratio Comparison

The current BACHY Sharpe Ratio is 0.99, which is comparable to the MPLX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of BACHY and MPLX, 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


BACHYMPLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

0.99

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.05

1.26

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.49

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.39

+0.02

Drawdowns

BACHY vs. MPLX - Drawdown Comparison

The maximum BACHY drawdown since its inception was -53.68%, 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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Drawdown Indicators


BACHYMPLXDifference

Max Drawdown

Largest peak-to-trough decline

-53.68%

-85.72%

+32.04%

Max Drawdown (1Y)

Largest decline over 1 year

-13.43%

-7.71%

-5.72%

Max Drawdown (3Y)

Largest decline over 3 years

-15.70%

-14.58%

-1.12%

Max Drawdown (5Y)

Largest decline over 5 years

-16.91%

-18.46%

+1.55%

Max Drawdown (10Y)

Largest decline over 10 years

-40.98%

-75.21%

+34.23%

Current Drawdown

Current decline from peak

-0.65%

-4.79%

+4.14%

Average Drawdown

Average peak-to-trough decline

-19.88%

-30.01%

+10.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.65%

3.27%

+1.38%

Volatility

BACHY vs. MPLX - Volatility Comparison

The current volatility for Bank of China Ltd ADR (BACHY) is 4.58%, while MPLX LP (MPLX) has a volatility of 5.51%. 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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Volatility by Period


BACHYMPLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.58%

5.51%

-0.93%

Volatility (6M)

Calculated over the trailing 6-month period

12.56%

11.65%

+0.91%

Volatility (1Y)

Calculated over the trailing 1-year period

17.14%

15.59%

+1.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.60%

19.40%

+0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.62%

30.66%

-10.04%

Dividends

BACHY vs. MPLX - Dividend Comparison

BACHY's dividend yield for the trailing twelve months is around 2.30%, less than MPLX's 7.58% yield.


PositionTTM20252024202320222021202020192018201720162015
BACHY
Bank of China Ltd ADR
2.30%8.52%6.46%8.92%9.64%8.57%7.99%5.32%5.42%4.08%11.53%7.39%
MPLX
MPLX LP
7.58%7.39%7.33%8.65%8.80%11.30%12.70%10.41%8.22%6.23%5.86%4.33%

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


0.0050.00B100.00B150.00B200.00B250.00B300.00B350.00B20222023202420252026
311.94B
3.04B
(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

-100.0%-50.0%0.0%50.0%100.0%20222023202420252026
45.9%
86.8%
Portfolio components
BACHY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Bank of China Ltd ADR reported a gross profit of 143.17B and revenue of 311.94B. Therefore, the gross margin over that period was 45.9%.

MPLX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, MPLX LP reported a gross profit of 2.64B and revenue of 3.04B. Therefore, the gross margin over that period was 86.8%.

BACHY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Bank of China Ltd ADR reported an operating income of 74.31B and revenue of 311.94B, resulting in an operating margin of 23.8%.

MPLX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, MPLX LP reported an operating income of 1.21B and revenue of 3.04B, resulting in an operating margin of 40.0%.

BACHY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Bank of China Ltd ADR reported a net income of 56.29B and revenue of 311.94B, resulting in a net margin of 18.0%.

MPLX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, MPLX LP reported a net income of 922.00M and revenue of 3.04B, resulting in a net margin of 30.4%.


Frequently Asked Questions


BACHY and MPLX have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MPLX has higher volatility (5.51%) compared to BACHY (4.58%). In terms of maximum drawdown, BACHY dropped -53.68% vs MPLX's -85.72%.

MPLX currently has the higher Sharpe Ratio (0.99 vs 0.99), 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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