IMO vs. MPC

Last updated Apr 2, 2026

Compare and contrast key facts about Imperial Oil Limited (IMO) and Marathon Petroleum Corporation (MPC).

Performance

IMO vs. MPC - Performance Comparison

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

IMO vs. MPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IMO Imperial Oil Limited	50.22%	43.85%	10.47%	20.89%	38.00%	95.29%	-25.37%	7.16%	-17.21%	-8.36%
MPC Marathon Petroleum Corporation	47.18%	19.17%	-4.06%	30.46%	86.62%	61.00%	-27.38%	6.05%	-8.23%	34.78%

Fundamentals

Market Cap IMO : $63.24B MPC : $71.21B
EPS IMO : $6.51 MPC : $13.31
PE Ratio IMO : 19.82 MPC : 17.89
PEG Ratio IMO : 0.45 MPC : 0.08
PS Ratio IMO : 1.42 MPC : 0.54
PB Ratio IMO : 2.84 MPC : 2.98
Total Revenue (TTM) IMO : $45.60B MPC : $132.97B
Gross Profit (TTM) IMO : $6.60B MPC : $10.27B
EBITDA (TTM) IMO : $6.84B MPC : $11.63B

Returns By Period

In the year-to-date period, IMO achieves a 50.22% return, which is significantly higher than MPC's 47.18% return. Over the past 10 years, IMO has underperformed MPC with an annualized return of 17.69%, while MPC has yielded a comparatively higher 24.46% annualized return.

IMO

• 1D: -1.42%
• 1M: 9.12%
• YTD: 50.22%
• 6M: 44.84%
• 1Y: 81.22%
• 3Y*: 40.11%
• 5Y*: 42.26%
• 10Y*: 17.69%

MPC

• 1D: -2.47%
• 1M: 13.51%
• YTD: 47.18%
• 6M: 25.09%
• 1Y: 65.91%
• 3Y*: 23.51%
• 5Y*: 37.04%
• 10Y*: 24.46%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

IMO vs. MPC — Risk / Return Rank

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

IMO

IMO Risk / Return Rank: 93
IMO Sharpe Ratio Rank: 95
IMO Sortino Ratio Rank: 93
IMO Omega Ratio Rank: 92
IMO Calmar Ratio Rank: 92
IMO Martin Ratio Rank: 93

MPC

MPC Risk / Return Rank: 87
MPC Sharpe Ratio Rank: 89
MPC Sortino Ratio Rank: 83
MPC Omega Ratio Rank: 86
MPC Calmar Ratio Rank: 87
MPC Martin Ratio Rank: 87

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.

IMO vs. MPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Imperial Oil Limited (IMO) 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.

	IMO	MPC	Difference
Sharpe ratio Return per unit of total volatility	2.78	1.87	+0.90
Sortino ratio Return per unit of downside risk	3.25	2.35	+0.91
Omega ratio Gain probability vs. loss probability	1.44	1.35	+0.09
Calmar ratio Return relative to maximum drawdown	4.57	3.38	+1.19
Martin ratio Return relative to average drawdown	13.70	9.15	+4.55
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IMO vs. MPC - Sharpe Ratio Comparison

The current IMO Sharpe Ratio is 2.78, which is higher than the MPC Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of IMO 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.

Sharpe Ratios by Period

	IMO	MPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.78	1.87	+0.90
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.30	1.14	+0.16
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.50	0.61	-0.11
Sharpe Ratio (All Time) Calculated using the full available price history	0.44	0.54	-0.10

Correlation

The correlation between IMO and MPC is 0.50, 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.

Dividends

IMO vs. MPC - Dividend Comparison

IMO's dividend yield for the trailing twelve months is around 1.71%, more than MPC's 1.60% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IMO Imperial Oil Limited	1.71%	2.40%	2.84%	2.73%	2.30%	2.28%	3.50%	2.41%	2.36%	2.02%	1.70%	1.66%
MPC Marathon Petroleum Corporation	1.60%	2.29%	2.43%	2.07%	2.14%	3.63%	5.61%	3.52%	3.12%	2.30%	2.70%	2.20%

Drawdowns

IMO vs. MPC - Drawdown Comparison

The maximum IMO drawdown since its inception was -84.82%, which is greater than MPC's maximum drawdown of -79.67%. Use the drawdown chart below to compare losses from any high point for IMO and MPC.

Drawdown Indicators

	IMO	MPC	Difference
Max Drawdown Largest peak-to-trough decline	-84.82%	-79.67%	-5.15%
Max Drawdown (1Y) Largest decline over 1 year	-18.10%	-19.84%	+1.74%
Max Drawdown (5Y) Largest decline over 5 years	-29.72%	-44.75%	+15.03%
Max Drawdown (10Y) Largest decline over 10 years	-76.96%	-79.67%	+2.71%
Current Drawdown Current decline from peak	-1.42%	-5.46%	+4.04%
Average Drawdown Average peak-to-trough decline	-21.27%	-17.49%	-3.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.03%	7.32%	-1.29%

Volatility

IMO vs. MPC - Volatility Comparison

The current volatility for Imperial Oil Limited (IMO) is 5.77%, while Marathon Petroleum Corporation (MPC) has a volatility of 10.80%. This indicates that IMO 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.

Volatility by Period

	IMO	MPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.77%	10.80%	-5.03%
Volatility (6M) Calculated over the trailing 6-month period	20.15%	23.97%	-3.82%
Volatility (1Y) Calculated over the trailing 1-year period	29.42%	35.35%	-5.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.63%	32.59%	+0.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.47%	40.20%	-4.73%

Financials

IMO vs. MPC - Profitability Comparison

The chart below illustrates the profitability comparison between Imperial Oil Limited and Marathon Petroleum Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

IMO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Imperial Oil Limited reported a gross profit of 1.92B and revenue of 11.27B. Therefore, the gross margin over that period was 17.0%.

MPC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Marathon Petroleum Corporation reported a gross profit of 3.16B and revenue of 32.85B. Therefore, the gross margin over that period was 9.6%.

IMO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Imperial Oil Limited reported an operating income of 624.49M and revenue of 11.27B, resulting in an operating margin of 5.5%.

MPC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Marathon Petroleum Corporation reported an operating income of 2.32B and revenue of 32.85B, resulting in an operating margin of 7.1%.

IMO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Imperial Oil Limited reported a net income of 491.60M and revenue of 11.27B, resulting in a net margin of 4.4%.

MPC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Marathon Petroleum Corporation reported a net income of 1.54B and revenue of 32.85B, resulting in a net margin of 4.7%.