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

Correlation

The correlation between MPC and MRO is 0.56, 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.


-0.50.00.51.00.6

Performance

MPC vs. MRO - Performance Comparison

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

0.00%200.00%400.00%600.00%800.00%1,000.00%1,200.00%JulyAugustSeptemberOctoberNovemberDecember
848.97%
9.62%
MPC
MRO

Key characteristics

Sharpe Ratio

MPC:

-0.31

MRO:

0.58

Sortino Ratio

MPC:

-0.24

MRO:

1.02

Omega Ratio

MPC:

0.97

MRO:

1.12

Calmar Ratio

MPC:

-0.25

MRO:

0.38

Martin Ratio

MPC:

-0.47

MRO:

2.11

Ulcer Index

MPC:

19.44%

MRO:

6.95%

Daily Std Dev

MPC:

29.47%

MRO:

25.29%

Max Drawdown

MPC:

-79.67%

MRO:

-91.74%

Current Drawdown

MPC:

-37.41%

MRO:

-19.34%

Fundamentals

Market Cap

MPC:

$44.35B

MRO:

$15.97B

EPS

MPC:

$12.89

MRO:

$2.32

PE Ratio

MPC:

10.71

MRO:

12.31

PEG Ratio

MPC:

15.65

MRO:

26.45

Total Revenue (TTM)

MPC:

$142.17B

MRO:

$6.58B

Gross Profit (TTM)

MPC:

$11.45B

MRO:

$3.50B

EBITDA (TTM)

MPC:

$10.68B

MRO:

$4.23B

Returns By Period

In the year-to-date period, MPC achieves a -7.11% return, which is significantly lower than MRO's 20.15% return. Over the past 10 years, MPC has outperformed MRO with an annualized return of 15.58%, while MRO has yielded a comparatively lower 1.71% annualized return.


MPC

YTD

-7.11%

1M

-15.06%

6M

-20.85%

1Y

-10.38%

5Y*

21.00%

10Y*

15.58%

MRO

YTD

20.15%

1M

-1.52%

6M

5.32%

1Y

16.87%

5Y*

18.66%

10Y*

1.71%

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Risk-Adjusted Performance

MPC vs. MRO - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for MPC, currently valued at -0.31, compared to the broader market-4.00-2.000.002.00-0.310.75
The chart of Sortino ratio for MPC, currently valued at -0.24, compared to the broader market-4.00-2.000.002.004.00-0.241.26
The chart of Omega ratio for MPC, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.15
The chart of Calmar ratio for MPC, currently valued at -0.25, compared to the broader market0.002.004.006.00-0.250.47
The chart of Martin ratio for MPC, currently valued at -0.47, compared to the broader market0.0010.0020.00-0.472.73
MPC
MRO

The current MPC Sharpe Ratio is -0.31, which is lower than the MRO Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of MPC and MRO, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.31
0.75
MPC
MRO

Dividends

MPC vs. MRO - Dividend Comparison

MPC's dividend yield for the trailing twelve months is around 2.51%, more than MRO's 1.54% yield.


TTM20232022202120202019201820172016201520142013
MPC
Marathon Petroleum Corporation
2.51%2.07%2.14%3.63%5.61%3.52%3.12%2.30%2.70%2.20%2.04%1.68%
MRO
Marathon Oil Corporation
1.54%1.70%1.18%1.10%1.20%1.47%1.39%1.18%1.16%5.40%2.83%2.04%

Drawdowns

MPC vs. MRO - Drawdown Comparison

The maximum MPC drawdown since its inception was -79.67%, smaller than the maximum MRO drawdown of -91.74%. Use the drawdown chart below to compare losses from any high point for MPC and MRO. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-37.41%
-19.34%
MPC
MRO

Volatility

MPC vs. MRO - Volatility Comparison

Marathon Petroleum Corporation (MPC) has a higher volatility of 7.67% compared to Marathon Oil Corporation (MRO) at 1.65%. This indicates that MPC's price experiences larger fluctuations and is considered to be riskier than MRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
7.67%
1.65%
MPC
MRO

Financials

MPC vs. MRO - Financials Comparison

This section allows you to compare key financial metrics between Marathon Petroleum Corporation and Marathon Oil 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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