MPC vs. PSX

In the year-to-date period, MPC achieves a -0.91% return, which is significantly higher than PSX's -7.92% return. Over the past 10 years, MPC has outperformed PSX with an annualized return of 13.94%, while PSX has yielded a comparatively lower 6.31% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Marathon Petroleum Corporation (MPC) and Phillips 66 (PSX). 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 current MPC Sharpe Ratio is -0.81, which is comparable to the PSX Sharpe Ratio of -0.95. The chart below compares the historical Sharpe Ratios of MPC and PSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MPC's dividend yield for the trailing twelve months is around 2.52%, less than PSX's 4.42% yield.

The maximum MPC drawdown since its inception was -79.67%, which is greater than PSX's maximum drawdown of -64.21%. Use the drawdown chart below to compare losses from any high point for MPC and PSX. For additional features, visit the drawdowns tool.

Marathon Petroleum Corporation (MPC) and Phillips 66 (PSX) have volatilities of 21.88% and 22.39%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Marathon Petroleum Corporation and Phillips 66. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.