PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BKR vs. MPC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BKR and MPC is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

BKR vs. MPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baker Hughes Company (BKR) and Marathon Petroleum Corporation (MPC). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
26.10%
-8.79%
BKR
MPC

Key characteristics

Sharpe Ratio

BKR:

1.77

MPC:

-0.06

Sortino Ratio

BKR:

2.60

MPC:

0.11

Omega Ratio

BKR:

1.33

MPC:

1.01

Calmar Ratio

BKR:

2.09

MPC:

-0.05

Martin Ratio

BKR:

8.28

MPC:

-0.09

Ulcer Index

BKR:

5.84%

MPC:

21.40%

Daily Std Dev

BKR:

27.34%

MPC:

29.25%

Max Drawdown

BKR:

-73.51%

MPC:

-79.67%

Current Drawdown

BKR:

0.00%

MPC:

-30.76%

Fundamentals

Market Cap

BKR:

$44.60B

MPC:

$48.02B

EPS

BKR:

$2.23

MPC:

$12.89

PE Ratio

BKR:

20.21

MPC:

11.59

PEG Ratio

BKR:

1.00

MPC:

15.65

Total Revenue (TTM)

BKR:

$20.47B

MPC:

$105.84B

Gross Profit (TTM)

BKR:

$4.31B

MPC:

$8.45B

EBITDA (TTM)

BKR:

$3.46B

MPC:

$7.72B

Returns By Period

In the year-to-date period, BKR achieves a 9.87% return, which is significantly higher than MPC's 7.11% return.


BKR

YTD

9.87%

1M

6.93%

6M

25.62%

1Y

46.68%

5Y*

17.42%

10Y*

N/A

MPC

YTD

7.11%

1M

2.65%

6M

-9.94%

1Y

-3.17%

5Y*

25.21%

10Y*

18.16%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

BKR vs. MPC — Risk-Adjusted Performance Rank

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

BKR
The Risk-Adjusted Performance Rank of BKR is 9090
Overall Rank
The Sharpe Ratio Rank of BKR is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of BKR is 9090
Sortino Ratio Rank
The Omega Ratio Rank of BKR is 8888
Omega Ratio Rank
The Calmar Ratio Rank of BKR is 9292
Calmar Ratio Rank
The Martin Ratio Rank of BKR is 9090
Martin Ratio Rank

MPC
The Risk-Adjusted Performance Rank of MPC is 4343
Overall Rank
The Sharpe Ratio Rank of MPC is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of MPC is 3939
Sortino Ratio Rank
The Omega Ratio Rank of MPC is 3939
Omega Ratio Rank
The Calmar Ratio Rank of MPC is 4646
Calmar Ratio Rank
The Martin Ratio Rank of MPC is 4747
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.

BKR vs. MPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Baker Hughes Company (BKR) 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.


Sharpe ratio
The chart of Sharpe ratio for BKR, currently valued at 1.77, compared to the broader market-2.000.002.001.77-0.06
The chart of Sortino ratio for BKR, currently valued at 2.60, compared to the broader market-4.00-2.000.002.004.002.600.11
The chart of Omega ratio for BKR, currently valued at 1.33, compared to the broader market0.501.001.502.001.331.01
The chart of Calmar ratio for BKR, currently valued at 2.09, compared to the broader market0.002.004.006.002.09-0.05
The chart of Martin ratio for BKR, currently valued at 8.28, compared to the broader market0.0010.0020.008.28-0.09
BKR
MPC

The current BKR Sharpe Ratio is 1.77, which is higher than the MPC Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of BKR and MPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
1.77
-0.06
BKR
MPC

Dividends

BKR vs. MPC - Dividend Comparison

BKR's dividend yield for the trailing twelve months is around 1.86%, less than MPC's 2.27% yield.


TTM20242023202220212020201920182017201620152014
BKR
Baker Hughes Company
1.86%2.05%2.28%2.47%2.99%3.45%2.81%3.35%56.42%0.00%0.00%0.00%
MPC
Marathon Petroleum Corporation
2.27%2.43%2.07%2.14%3.63%5.61%3.52%3.12%2.30%2.70%2.20%2.04%

Drawdowns

BKR vs. MPC - Drawdown Comparison

The maximum BKR drawdown since its inception was -73.51%, smaller than the maximum MPC drawdown of -79.67%. Use the drawdown chart below to compare losses from any high point for BKR and MPC. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember20250
-30.76%
BKR
MPC

Volatility

BKR vs. MPC - Volatility Comparison

The current volatility for Baker Hughes Company (BKR) is 6.49%, while Marathon Petroleum Corporation (MPC) has a volatility of 9.32%. This indicates that BKR 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.


6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
6.49%
9.32%
BKR
MPC

Financials

BKR vs. MPC - Financials Comparison

This section allows you to compare key financial metrics between Baker Hughes Company and Marathon Petroleum Corporation. 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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab