MPC vs. BBHY
MPC (Marathon Petroleum Corporation) is a stock, while BBHY (JPMorgan BetaBuilders USD High Yield Corporate Bond ETF) is High Yield Bonds fund tracking the ICE BofA US High Yield Index. Over the past 5 years, MPC returned 45.25%/yr vs 4.03%/yr for BBHY. At a 0.28 correlation, their price movements are largely independent.
Performance
MPC vs. BBHY - Performance Comparison
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Returns By Period
In the year-to-date period, MPC achieves a 89.73% return, which is significantly higher than BBHY's 2.27% return.
MPC
- 1D
- 2.23%
- 1M
- 22.11%
- 6M
- 73.75%
- YTD
- 89.73%
- 1Y
- 80.91%
- 3Y*
- 40.16%
- 5Y*
- 45.25%
- 10Y*
- 27.32%
BBHY
- 1D
- -0.03%
- 1M
- 0.24%
- 6M
- 1.70%
- YTD
- 2.27%
- 1Y
- 6.32%
- 3Y*
- 8.35%
- 5Y*
- 4.03%
- 10Y*
- —
MPC vs. BBHY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MPC Marathon Petroleum Corporation | 89.73% | 19.17% | -4.06% | 30.46% | 86.62% | 61.00% | -27.38% | 6.05% | -8.23% | 34.78% |
BBHY JPMorgan BetaBuilders USD High Yield Corporate Bond ETF | 2.27% | 8.51% | 7.81% | 11.98% | -10.37% | 3.88% | 5.36% | 14.35% | -2.50% | 6.57% |
Correlation
The correlation between MPC and BBHY is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2016 | 0.28 |
The correlation between MPC and BBHY shifts across timeframes, from -0.03 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MPC vs. BBHY — Risk / Return Rank
MPC
BBHY
MPC vs. BBHY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Marathon Petroleum Corporation (MPC) and JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY). 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.
| MPC | BBHY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.73 | ||
| Sortino ratioReturn per unit of downside risk | +0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.34 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 4.44 | 2.67 | +1.77 |
| Martin ratioReturn relative to average drawdown | 11.98 | 12.01 | -0.02 |
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Drawdowns
MPC vs. BBHY - Drawdown Comparison
The maximum MPC drawdown since its inception was -79.67%, which is greater than BBHY's maximum drawdown of -24.98%. Use the drawdown chart below to compare losses from any high point for MPC and BBHY.
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Drawdown Indicators
| MPC | BBHY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.67% | -24.98% | -54.69% |
Max Drawdown (1Y)Largest decline over 1 year | -18.33% | -2.37% | -15.96% |
Max Drawdown (3Y)Largest decline over 3 years | -44.75% | -5.00% | -39.75% |
Max Drawdown (5Y)Largest decline over 5 years | -44.75% | -15.32% | -29.43% |
Max Drawdown (10Y)Largest decline over 10 years | -79.67% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.11% | +0.11% |
Average DrawdownAverage peak-to-trough decline | -17.25% | -2.34% | -14.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.77% | 0.53% | +6.24% |
Volatility
MPC vs. BBHY - Volatility Comparison
Marathon Petroleum Corporation (MPC) has a higher volatility of 9.20% compared to JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY) at 0.72%. This indicates that MPC's price experiences larger fluctuations and is considered to be riskier than BBHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MPC | BBHY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.20% | 0.72% | +8.48% |
Volatility (6M)Calculated over the trailing 6-month period | 26.16% | 2.96% | +23.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.83% | 3.62% | +29.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.16% | 7.28% | +25.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.02% | 7.49% | +32.53% |
Dividends
MPC vs. BBHY - Dividend Comparison
MPC's dividend yield for the trailing twelve months is around 1.28%, less than BBHY's 7.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBHY JPMorgan BetaBuilders USD High Yield Corporate Bond ETF | 7.08% | 7.24% | 7.18% | 6.49% | 5.92% | 4.06% | 4.73% | 4.99% | 5.02% | 4.81% | 1.42% | 0.00% |
MPC Marathon Petroleum Corporation | 1.28% | 2.29% | 2.43% | 2.07% | 2.14% | 3.63% | 5.61% | 3.52% | 3.12% | 2.30% | 2.70% | 2.20% |
Frequently Asked Questions
MPC and BBHY have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MPC has higher volatility (9.20%) compared to BBHY (0.72%). In terms of maximum drawdown, MPC dropped -79.67% vs BBHY's -24.98%.
MPC currently has the higher Sharpe Ratio (2.48 vs 1.76), 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.
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