MPC vs. CVX
Compare and contrast key facts about Marathon Petroleum Corporation (MPC) and Chevron Corporation (CVX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MPC or CVX.
Performance
MPC vs. CVX - Performance Comparison
Returns By Period
In the year-to-date period, MPC achieves a 7.72% return, which is significantly lower than CVX's 11.74% return. Over the past 10 years, MPC has outperformed CVX with an annualized return of 16.45%, while CVX has yielded a comparatively lower 7.82% annualized return.
MPC
7.72%
-0.24%
-11.90%
10.14%
23.60%
16.45%
CVX
11.74%
8.53%
0.34%
17.57%
10.61%
7.82%
Fundamentals
| MPC | CVX | |
|---|---|---|
| Market Cap | $49.88B | $279.03B |
| EPS | $12.89 | $9.02 |
| PE Ratio | 12.04 | 17.22 |
| PEG Ratio | 15.65 | 3.31 |
| Total Revenue (TTM) | $142.17B | $199.26B |
| Gross Profit (TTM) | $11.45B | $17.54B |
| EBITDA (TTM) | $10.28B | $41.42B |
Key characteristics
| MPC | CVX | |
|---|---|---|
| Sharpe Ratio | 0.21 | 0.83 |
| Sortino Ratio | 0.49 | 1.24 |
| Omega Ratio | 1.06 | 1.16 |
| Calmar Ratio | 0.19 | 0.73 |
| Martin Ratio | 0.36 | 2.60 |
| Ulcer Index | 17.36% | 6.05% |
| Daily Std Dev | 29.45% | 18.96% |
| Max Drawdown | -79.67% | -55.77% |
| Current Drawdown | -27.43% | -7.76% |
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Correlation
The correlation between MPC and CVX is 0.58, 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.
Risk-Adjusted Performance
MPC vs. CVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Marathon Petroleum Corporation (MPC) and Chevron Corporation (CVX). 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.
Dividends
MPC vs. CVX - Dividend Comparison
MPC's dividend yield for the trailing twelve months is around 1.57%, less than CVX's 3.03% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MPC Marathon Petroleum Corporation | 1.57% | 2.07% | 2.14% | 3.63% | 5.61% | 3.52% | 3.12% | 2.30% | 2.70% | 2.20% | 2.04% | 1.68% |
CVX Chevron Corporation | 3.03% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% | 3.12% |
Drawdowns
MPC vs. CVX - Drawdown Comparison
The maximum MPC drawdown since its inception was -79.67%, which is greater than CVX's maximum drawdown of -55.77%. Use the drawdown chart below to compare losses from any high point for MPC and CVX. For additional features, visit the drawdowns tool.
Volatility
MPC vs. CVX - Volatility Comparison
Marathon Petroleum Corporation (MPC) has a higher volatility of 8.22% compared to Chevron Corporation (CVX) at 5.23%. This indicates that MPC's price experiences larger fluctuations and is considered to be riskier than CVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
MPC vs. CVX - Financials Comparison
This section allows you to compare key financial metrics between Marathon Petroleum Corporation and Chevron 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.
Total Revenue: Total amount of money received from sales and other business activities