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

Correlation

The correlation between FTI and MPLX is 0.39, 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.


-0.50.00.51.00.4

Performance

FTI vs. MPLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TechnipFMC plc (FTI) and MPLX LP (MPLX). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
6.10%
323.49%
FTI
MPLX

Key characteristics

Sharpe Ratio

FTI:

1.41

MPLX:

2.96

Sortino Ratio

FTI:

1.91

MPLX:

4.12

Omega Ratio

FTI:

1.25

MPLX:

1.52

Calmar Ratio

FTI:

0.44

MPLX:

3.89

Martin Ratio

FTI:

6.20

MPLX:

17.54

Ulcer Index

FTI:

7.14%

MPLX:

2.37%

Daily Std Dev

FTI:

31.49%

MPLX:

14.04%

Max Drawdown

FTI:

-100.00%

MPLX:

-85.72%

Current Drawdown

FTI:

-100.00%

MPLX:

-8.48%

Fundamentals

Market Cap

FTI:

$12.75B

MPLX:

$48.60B

EPS

FTI:

$1.51

MPLX:

$4.24

PE Ratio

FTI:

19.84

MPLX:

11.25

PEG Ratio

FTI:

0.29

MPLX:

2.27

Total Revenue (TTM)

FTI:

$8.78B

MPLX:

$10.91B

Gross Profit (TTM)

FTI:

$1.67B

MPLX:

$4.95B

EBITDA (TTM)

FTI:

$1.28B

MPLX:

$6.10B

Returns By Period

In the year-to-date period, FTI achieves a 44.53% return, which is significantly higher than MPLX's 40.00% return. Over the past 10 years, FTI has underperformed MPLX with an annualized return of -1.00%, while MPLX has yielded a comparatively higher 5.24% annualized return.


FTI

YTD

44.53%

1M

-0.38%

6M

16.07%

1Y

45.47%

5Y*

14.40%

10Y*

-1.00%

MPLX

YTD

40.00%

1M

-0.63%

6M

18.92%

1Y

41.19%

5Y*

25.38%

10Y*

5.24%

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

FTI vs. MPLX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TechnipFMC plc (FTI) 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.


Sharpe ratio
The chart of Sharpe ratio for FTI, currently valued at 1.41, compared to the broader market-4.00-2.000.002.001.412.96
The chart of Sortino ratio for FTI, currently valued at 1.91, compared to the broader market-4.00-2.000.002.004.001.914.12
The chart of Omega ratio for FTI, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.52
The chart of Calmar ratio for FTI, currently valued at 0.78, compared to the broader market0.002.004.006.000.783.89
The chart of Martin ratio for FTI, currently valued at 6.20, compared to the broader market-5.000.005.0010.0015.0020.0025.006.2017.54
FTI
MPLX

The current FTI Sharpe Ratio is 1.41, which is lower than the MPLX Sharpe Ratio of 2.96. The chart below compares the historical Sharpe Ratios of FTI 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.41
2.96
FTI
MPLX

Dividends

FTI vs. MPLX - Dividend Comparison

FTI's dividend yield for the trailing twelve months is around 0.69%, less than MPLX's 7.42% yield.


TTM20232022202120202019201820172016201520142013
FTI
TechnipFMC plc
0.69%0.50%0.00%0.00%1.38%2.43%2.66%2.01%0.00%0.00%0.00%0.00%
MPLX
MPLX LP
7.42%8.65%8.80%11.30%12.71%10.42%8.22%6.23%5.86%4.33%1.83%2.32%

Drawdowns

FTI vs. MPLX - Drawdown Comparison

The maximum FTI drawdown since its inception was -100.00%, which is greater than MPLX's maximum drawdown of -85.72%. Use the drawdown chart below to compare losses from any high point for FTI and MPLX. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-32.45%
-8.48%
FTI
MPLX

Volatility

FTI vs. MPLX - Volatility Comparison

TechnipFMC plc (FTI) has a higher volatility of 8.96% compared to MPLX LP (MPLX) at 7.33%. This indicates that FTI's price experiences larger fluctuations and is considered to be riskier than MPLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
8.96%
7.33%
FTI
MPLX

Financials

FTI vs. MPLX - Financials Comparison

This section allows you to compare key financial metrics between TechnipFMC plc 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


Values in USD except per share items
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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.

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