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MPC vs. BBHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MPC vs. BBHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Marathon Petroleum Corporation (MPC) and JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY). The values are adjusted to include any dividend payments, if applicable.

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

MPC vs. BBHY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

MPC
MPC Risk / Return Rank: 9393
Overall Rank
MPC Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
MPC Sortino Ratio Rank: 9292
Sortino Ratio Rank
MPC Omega Ratio Rank: 9191
Omega Ratio Rank
MPC Calmar Ratio Rank: 9393
Calmar Ratio Rank
MPC Martin Ratio Rank: 9393
Martin Ratio Rank

BBHY
BBHY Risk / Return Rank: 7272
Overall Rank
BBHY Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
BBHY Sortino Ratio Rank: 7474
Sortino Ratio Rank
BBHY Omega Ratio Rank: 7373
Omega Ratio Rank
BBHY Calmar Ratio Rank: 6767
Calmar Ratio Rank
BBHY Martin Ratio Rank: 7979
Martin Ratio Rank
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.

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.


MPCBBHYDifference
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

MPC vs. BBHY - Sharpe Ratio Comparison

The current MPC Sharpe Ratio is 2.48, which is higher than the BBHY Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of MPC and BBHY, 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

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


MPCBBHYDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

-0.11%

+0.11%

Average Drawdown

Average peak-to-trough decline

-17.25%

-2.34%

-14.91%

Ulcer Index

Depth 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


MPCBBHYDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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