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MGY vs. CBT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MGY vs. CBT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Magnolia Oil & Gas Corporation (MGY) and Cabot Corporation (CBT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MGY achieves a 18.86% return, which is significantly lower than CBT's 34.32% return.


MGY

1D
2.72%
1M
2.02%
6M
1.99%
YTD
18.86%
1Y
12.43%
3Y*
7.52%
5Y*
15.32%
10Y*
ALL TIME*
12.24%

CBT

1D
-0.24%
1M
1.93%
6M
23.32%
YTD
34.32%
1Y
25.21%
3Y*
9.92%
5Y*
12.21%
10Y*
9.06%
ALL TIME*
8.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$34.20M$35.90M$45.75M
$287.30M$162.60M$107.25M

MGY vs. CBT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MGY
Magnolia Oil & Gas Corporation
18.86%-3.85%12.20%-7.26%26.52%168.77%-43.88%12.22%15.09%-2.60%
CBT
Cabot Corporation
34.32%-25.68%11.25%27.63%21.38%28.40%-2.16%14.25%-28.70%16.12%

Correlation

The correlation between MGY and CBT is 0.08, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.08

Correlation (3Y)
Balances recent behavior with more history.

0.28

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.37

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2017

0.40

Over the past year, the correlation between MGY and CBT has dropped to 0.08 - well below their long-term average of 0.40, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

MGY:

$4.76B

CBT:

$4.54B

EPS

MGY:

$1.76

CBT:

$5.85

PE Ratio

MGY:

14.65

CBT:

15.04

PEG Ratio

MGY:

2.16

CBT:

0.82

PS Ratio

MGY:

3.57

CBT:

1.30

Total Revenue (TTM)

MGY:

$1.32B

CBT:

$3.61B

Gross Profit (TTM)

MGY:

$438.05M

CBT:

$916.00M

EBITDA (TTM)

MGY:

$846.92M

CBT:

$773.00M

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Return for Risk

MGY vs. CBT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MGY
MGY Risk / Return Rank: 5454
Overall Rank
MGY Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
MGY Sortino Ratio Rank: 5151
Sortino Ratio Rank
MGY Omega Ratio Rank: 4949
Omega Ratio Rank
MGY Calmar Ratio Rank: 5555
Calmar Ratio Rank
MGY Martin Ratio Rank: 5757
Martin Ratio Rank

CBT
CBT Risk / Return Rank: 6666
Overall Rank
CBT Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
CBT Sortino Ratio Rank: 6666
Sortino Ratio Rank
CBT Omega Ratio Rank: 6565
Omega Ratio Rank
CBT Calmar Ratio Rank: 6464
Calmar Ratio Rank
CBT Martin Ratio Rank: 6565
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MGY vs. CBT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Magnolia Oil & Gas Corporation (MGY) and Cabot Corporation (CBT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MGYCBTDifference
Sharpe ratioReturn per unit of total volatility

-0.41

Sortino ratioReturn per unit of downside risk

-0.67

Omega ratioGain probability vs. loss probability

1.08

1.16

-0.08

Calmar ratioReturn relative to maximum drawdown

0.39

0.87

-0.47

Martin ratioReturn relative to average drawdown

1.03

2.07

-1.04

MGY vs. CBT - Sharpe Ratio Comparison

The current MGY Sharpe Ratio is 0.33, which is lower than the CBT Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of MGY and CBT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MGY vs. CBT - Drawdown Comparison

The maximum MGY drawdown since its inception was -77.76%, smaller than the maximum CBT drawdown of -82.87%. Use the drawdown chart below to compare losses from any high point for MGY and CBT.


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Drawdown Indicators


MGYCBTDifference

Max Drawdown

Largest peak-to-trough decline

-77.76%

-82.87%

+5.11%

Max Drawdown (1Y)

Largest decline over 1 year

-27.26%

-28.82%

+1.56%

Max Drawdown (3Y)

Largest decline over 3 years

-31.48%

-48.78%

+17.30%

Max Drawdown (5Y)

Largest decline over 5 years

-38.14%

-48.78%

+10.64%

Max Drawdown (10Y)

Largest decline over 10 years

-67.20%

Current Drawdown

Current decline from peak

-20.08%

-21.78%

+1.70%

Average Drawdown

Average peak-to-trough decline

-19.91%

-20.83%

+0.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.37%

12.06%

-1.69%

Volatility

MGY vs. CBT - Volatility Comparison

Magnolia Oil & Gas Corporation (MGY) has a higher volatility of 13.47% compared to Cabot Corporation (CBT) at 9.01%. This indicates that MGY's price experiences larger fluctuations and is considered to be riskier than CBT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MGYCBTDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.47%

9.01%

+4.46%

Volatility (6M)

Calculated over the trailing 6-month period

24.96%

24.52%

+0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

32.32%

33.48%

-1.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.46%

33.74%

+5.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.13%

35.31%

+10.82%

Dividends

MGY vs. CBT - Dividend Comparison

MGY's dividend yield for the trailing twelve months is around 2.45%, more than CBT's 2.07% yield.


PositionTTM20252024202320222021202020192018201720162015
CBT
Cabot Corporation
2.07%2.69%1.85%1.88%2.21%2.53%3.12%2.90%3.04%2.02%2.22%2.15%
MGY
Magnolia Oil & Gas Corporation
2.45%2.74%2.22%2.16%1.71%0.42%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

MGY vs. CBT - Financials Comparison

This section allows you to compare key financial metrics between Magnolia Oil & Gas Corporation and Cabot 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

MGY vs. CBT - Profitability Comparison

The chart below illustrates the profitability comparison between Magnolia Oil & Gas Corporation and Cabot Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

MGY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Magnolia Oil & Gas Corporation reported a gross profit of 0.00 and revenue of 358.51M. Therefore, the gross margin over that period was 0.0%.

CBT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Cabot Corporation reported a gross profit of 211.00M and revenue of 849.00M. Therefore, the gross margin over that period was 24.9%.

MGY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Magnolia Oil & Gas Corporation reported an operating income of 127.76M and revenue of 358.51M, resulting in an operating margin of 35.6%.

CBT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Cabot Corporation reported an operating income of 129.00M and revenue of 849.00M, resulting in an operating margin of 15.2%.

MGY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Magnolia Oil & Gas Corporation reported a net income of 99.83M and revenue of 358.51M, resulting in a net margin of 27.8%.

CBT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Cabot Corporation reported a net income of 73.00M and revenue of 849.00M, resulting in a net margin of 8.6%.


Frequently Asked Questions


MGY and CBT have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MGY has higher volatility (13.47%) compared to CBT (9.01%). In terms of maximum drawdown, MGY dropped -77.76% vs CBT's -82.87%.

CBT currently has the higher Sharpe Ratio (0.75 vs 0.33), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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