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

Correlation

The correlation between MPC and DVN is 0.48, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

MPC vs. DVN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Marathon Petroleum Corporation (MPC) and Devon Energy Corporation (DVN). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%1,000.00%NovemberDecember2025FebruaryMarchApril
871.25%
-39.91%
MPC
DVN

Key characteristics

Sharpe Ratio

MPC:

-0.81

DVN:

-0.97

Sortino Ratio

MPC:

-1.00

DVN:

-1.35

Omega Ratio

MPC:

0.86

DVN:

0.82

Calmar Ratio

MPC:

-0.66

DVN:

-0.58

Martin Ratio

MPC:

-1.39

DVN:

-1.51

Ulcer Index

MPC:

21.41%

DVN:

25.44%

Daily Std Dev

MPC:

36.72%

DVN:

39.55%

Max Drawdown

MPC:

-79.67%

DVN:

-94.93%

Current Drawdown

MPC:

-35.95%

DVN:

-60.79%

Fundamentals

Market Cap

MPC:

$42.85B

DVN:

$20.41B

EPS

MPC:

$10.09

DVN:

$4.56

PE Ratio

MPC:

13.63

DVN:

6.90

PEG Ratio

MPC:

2.37

DVN:

14.90

PS Ratio

MPC:

0.31

DVN:

1.35

PB Ratio

MPC:

2.41

DVN:

1.39

Total Revenue (TTM)

MPC:

$106.60B

DVN:

$11.98B

Gross Profit (TTM)

MPC:

$9.07B

DVN:

$3.35B

EBITDA (TTM)

MPC:

$7.05B

DVN:

$5.80B

Returns By Period

In the year-to-date period, MPC achieves a -0.91% return, which is significantly higher than DVN's -3.53% return. Over the past 10 years, MPC has outperformed DVN with an annualized return of 13.94%, while DVN has yielded a comparatively lower -4.00% annualized return.


MPC

YTD

-0.91%

1M

-8.26%

6M

-8.75%

1Y

-29.65%

5Y*

44.47%

10Y*

13.94%

DVN

YTD

-3.53%

1M

-16.33%

6M

-18.91%

1Y

-38.45%

5Y*

31.88%

10Y*

-4.00%

*Annualized

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Risk-Adjusted Performance

MPC vs. DVN — Risk-Adjusted Performance Rank

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

MPC
The Risk-Adjusted Performance Rank of MPC is 1212
Overall Rank
The Sharpe Ratio Rank of MPC is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of MPC is 1313
Sortino Ratio Rank
The Omega Ratio Rank of MPC is 1313
Omega Ratio Rank
The Calmar Ratio Rank of MPC is 1111
Calmar Ratio Rank
The Martin Ratio Rank of MPC is 1212
Martin Ratio Rank

DVN
The Risk-Adjusted Performance Rank of DVN is 99
Overall Rank
The Sharpe Ratio Rank of DVN is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of DVN is 88
Sortino Ratio Rank
The Omega Ratio Rank of DVN is 88
Omega Ratio Rank
The Calmar Ratio Rank of DVN is 1515
Calmar Ratio Rank
The Martin Ratio Rank of DVN is 88
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MPC vs. DVN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Marathon Petroleum Corporation (MPC) and Devon Energy Corporation (DVN). 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.


The chart of Sharpe ratio for MPC, currently valued at -0.81, compared to the broader market-2.00-1.000.001.002.003.00
MPC: -0.81
DVN: -0.97
The chart of Sortino ratio for MPC, currently valued at -1.00, compared to the broader market-6.00-4.00-2.000.002.004.00
MPC: -1.00
DVN: -1.35
The chart of Omega ratio for MPC, currently valued at 0.86, compared to the broader market0.501.001.502.00
MPC: 0.86
DVN: 0.82
The chart of Calmar ratio for MPC, currently valued at -0.66, compared to the broader market0.001.002.003.004.005.00
MPC: -0.66
DVN: -0.63
The chart of Martin ratio for MPC, currently valued at -1.39, compared to the broader market-5.000.005.0010.0015.0020.00
MPC: -1.39
DVN: -1.51

The current MPC Sharpe Ratio is -0.81, which is comparable to the DVN Sharpe Ratio of -0.97. The chart below compares the historical Sharpe Ratios of MPC and DVN, 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-1.50-1.00-0.500.000.50NovemberDecember2025FebruaryMarchApril
-0.81
-0.97
MPC
DVN

Dividends

MPC vs. DVN - Dividend Comparison

MPC's dividend yield for the trailing twelve months is around 2.52%, less than DVN's 3.99% yield.


TTM20242023202220212020201920182017201620152014
MPC
Marathon Petroleum Corporation
2.52%2.43%2.07%2.14%3.63%5.61%3.52%3.12%2.30%2.70%2.20%2.04%
DVN
Devon Energy Corporation
3.99%4.43%6.34%8.41%4.47%4.30%1.35%1.33%0.58%0.92%3.00%1.54%

Drawdowns

MPC vs. DVN - Drawdown Comparison

The maximum MPC drawdown since its inception was -79.67%, smaller than the maximum DVN drawdown of -94.93%. Use the drawdown chart below to compare losses from any high point for MPC and DVN. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%NovemberDecember2025FebruaryMarchApril
-35.95%
-54.17%
MPC
DVN

Volatility

MPC vs. DVN - Volatility Comparison

The current volatility for Marathon Petroleum Corporation (MPC) is 21.88%, while Devon Energy Corporation (DVN) has a volatility of 28.72%. This indicates that MPC experiences smaller price fluctuations and is considered to be less risky than DVN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
21.88%
28.72%
MPC
DVN

Financials

MPC vs. DVN - Financials Comparison

This section allows you to compare key financial metrics between Marathon Petroleum Corporation and Devon Energy 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