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

Key characteristics


EURNMPC

Fundamentals


EURNMPC

Correlation

-0.50.00.51.00.3

The correlation between EURN and MPC is 0.26, 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

EURN vs. MPC - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
17.69%
-13.37%
EURN
MPC

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

EURN vs. MPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Euronav NV (EURN) 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.


EURN
Sharpe ratio
The chart of Sharpe ratio for EURN, currently valued at 1.07, compared to the broader market-4.00-2.000.002.004.001.07
Sortino ratio
The chart of Sortino ratio for EURN, currently valued at 1.64, compared to the broader market-4.00-2.000.002.004.001.64
Omega ratio
The chart of Omega ratio for EURN, currently valued at 1.31, compared to the broader market0.501.001.502.001.31
Calmar ratio
The chart of Calmar ratio for EURN, currently valued at 1.47, compared to the broader market0.002.004.006.001.47
Martin ratio
The chart of Martin ratio for EURN, currently valued at 3.86, compared to the broader market0.0010.0020.0030.003.86
MPC
Sharpe ratio
The chart of Sharpe ratio for MPC, currently valued at 0.19, compared to the broader market-4.00-2.000.002.004.000.19
Sortino ratio
The chart of Sortino ratio for MPC, currently valued at 0.46, compared to the broader market-4.00-2.000.002.004.000.46
Omega ratio
The chart of Omega ratio for MPC, currently valued at 1.06, compared to the broader market0.501.001.502.001.06
Calmar ratio
The chart of Calmar ratio for MPC, currently valued at 0.17, compared to the broader market0.002.004.006.000.17
Martin ratio
The chart of Martin ratio for MPC, currently valued at 0.34, compared to the broader market0.0010.0020.0030.000.34

EURN vs. MPC - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.07
0.19
EURN
MPC

Dividends

EURN vs. MPC - Dividend Comparison

EURN has not paid dividends to shareholders, while MPC's dividend yield for the trailing twelve months is around 2.13%.


TTM20232022202120202019201820172016201520142013
EURN
Euronav NV
36.97%18.12%0.70%1.35%24.31%0.96%1.73%3.02%17.16%6.59%0.00%0.00%
MPC
Marathon Petroleum Corporation
2.13%2.07%2.14%3.63%5.61%3.52%3.12%2.30%2.70%2.20%2.04%1.68%

Drawdowns

EURN vs. MPC - Drawdown Comparison


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-11.43%
-28.47%
EURN
MPC

Volatility

EURN vs. MPC - Volatility Comparison

The current volatility for Euronav NV (EURN) is 0.00%, while Marathon Petroleum Corporation (MPC) has a volatility of 8.70%. This indicates that EURN 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.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember0
8.70%
EURN
MPC

Financials

EURN vs. MPC - Financials Comparison

This section allows you to compare key financial metrics between Euronav NV 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