MPC vs. QQQ
Compare and contrast key facts about Marathon Petroleum Corporation (MPC) and Invesco QQQ (QQQ).
QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MPC or QQQ.
Performance
MPC vs. QQQ - Performance Comparison
Returns By Period
In the year-to-date period, MPC achieves a 7.72% return, which is significantly lower than QQQ's 21.78% return. Over the past 10 years, MPC has underperformed QQQ with an annualized return of 16.45%, while QQQ has yielded a comparatively higher 17.95% annualized return.
MPC
7.72%
-0.24%
-11.90%
10.14%
23.60%
16.45%
QQQ
21.78%
1.15%
10.25%
29.54%
20.42%
17.95%
Key characteristics
| MPC | QQQ | |
|---|---|---|
| Sharpe Ratio | 0.21 | 1.70 |
| Sortino Ratio | 0.49 | 2.29 |
| Omega Ratio | 1.06 | 1.31 |
| Calmar Ratio | 0.19 | 2.19 |
| Martin Ratio | 0.36 | 7.96 |
| Ulcer Index | 17.36% | 3.72% |
| Daily Std Dev | 29.45% | 17.39% |
| Max Drawdown | -79.67% | -82.98% |
| Current Drawdown | -27.43% | -3.42% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between MPC and QQQ is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
MPC vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Marathon Petroleum Corporation (MPC) and Invesco QQQ (QQQ). 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. QQQ - Dividend Comparison
MPC's dividend yield for the trailing twelve months is around 1.57%, more than QQQ's 0.61% 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% |
QQQ Invesco QQQ | 0.61% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
MPC vs. QQQ - Drawdown Comparison
The maximum MPC drawdown since its inception was -79.67%, roughly equal to the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for MPC and QQQ. For additional features, visit the drawdowns tool.
Volatility
MPC vs. QQQ - Volatility Comparison
Marathon Petroleum Corporation (MPC) has a higher volatility of 8.22% compared to Invesco QQQ (QQQ) at 5.62%. This indicates that MPC's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.