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IMO vs. MPC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


IMOMPC
YTD Return30.62%5.14%
1Y Return37.29%10.61%
3Y Return (Ann)31.53%35.13%
5Y Return (Ann)25.96%22.42%
10Y Return (Ann)6.85%16.14%
Sharpe Ratio1.420.31
Sortino Ratio1.980.62
Omega Ratio1.241.08
Calmar Ratio2.590.27
Martin Ratio6.550.55
Ulcer Index5.69%16.92%
Daily Std Dev26.28%29.55%
Max Drawdown-84.96%-79.67%
Current Drawdown-7.51%-29.16%

Fundamentals


IMOMPC
Market Cap$38.44B$49.41B
EPS$6.47$12.87
PE Ratio11.3211.95
PEG Ratio0.8515.65
Total Revenue (TTM)$55.46B$142.17B
Gross Profit (TTM)$20.33B$11.45B
EBITDA (TTM)$8.60B$10.28B

Correlation

-0.50.00.51.00.5

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.

Performance

IMO vs. MPC - Performance Comparison

In the year-to-date period, IMO achieves a 30.62% return, which is significantly higher than MPC's 5.14% return. Over the past 10 years, IMO has underperformed MPC with an annualized return of 6.85%, while MPC has yielded a comparatively higher 16.14% annualized return. 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%JuneJulyAugustSeptemberOctoberNovember
6.54%
-12.73%
IMO
MPC

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Risk-Adjusted Performance

IMO vs. MPC - Risk-Adjusted Performance 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
Sharpe ratio
The chart of Sharpe ratio for IMO, currently valued at 1.42, compared to the broader market-4.00-2.000.002.004.001.42
Sortino ratio
The chart of Sortino ratio for IMO, currently valued at 1.98, compared to the broader market-4.00-2.000.002.004.006.001.98
Omega ratio
The chart of Omega ratio for IMO, currently valued at 1.24, compared to the broader market0.501.001.502.001.24
Calmar ratio
The chart of Calmar ratio for IMO, currently valued at 2.59, compared to the broader market0.002.004.006.002.59
Martin ratio
The chart of Martin ratio for IMO, currently valued at 6.55, compared to the broader market0.0010.0020.0030.006.55
MPC
Sharpe ratio
The chart of Sharpe ratio for MPC, currently valued at 0.31, compared to the broader market-4.00-2.000.002.004.000.31
Sortino ratio
The chart of Sortino ratio for MPC, currently valued at 0.62, compared to the broader market-4.00-2.000.002.004.006.000.62
Omega ratio
The chart of Omega ratio for MPC, currently valued at 1.08, compared to the broader market0.501.001.502.001.08
Calmar ratio
The chart of Calmar ratio for MPC, currently valued at 0.27, compared to the broader market0.002.004.006.000.27
Martin ratio
The chart of Martin ratio for MPC, currently valued at 0.55, compared to the broader market0.0010.0020.0030.000.55

IMO vs. MPC - Sharpe Ratio Comparison

The current IMO Sharpe Ratio is 1.42, which is higher than the MPC Sharpe Ratio of 0.31. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.42
0.31
IMO
MPC

Dividends

IMO vs. MPC - Dividend Comparison

IMO's dividend yield for the trailing twelve months is around 2.31%, more than MPC's 2.15% yield.


TTM20232022202120202019201820172016201520142013
IMO
Imperial Oil Limited
2.31%2.50%2.30%2.28%3.50%2.41%2.39%1.55%1.39%1.29%1.70%1.06%
MPC
Marathon Petroleum Corporation
2.15%2.07%2.14%3.63%5.61%3.52%3.12%2.30%2.70%2.20%2.04%1.68%

Drawdowns

IMO vs. MPC - Drawdown Comparison

The maximum IMO drawdown since its inception was -84.96%, 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. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.51%
-29.16%
IMO
MPC

Volatility

IMO vs. MPC - Volatility Comparison

Imperial Oil Limited (IMO) and Marathon Petroleum Corporation (MPC) have volatilities of 8.54% and 8.35%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
8.54%
8.35%
IMO
MPC

Financials

IMO vs. MPC - Financials Comparison

This section allows you to compare key financial metrics between Imperial Oil Limited 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