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.
Key characteristics
| MPC | QQQ | |
|---|---|---|
| YTD Return | 23.92% | 4.38% |
| 1Y Return | 69.95% | 35.44% |
| 3Y Return (Ann) | 51.54% | 8.99% |
| 5Y Return (Ann) | 29.62% | 18.27% |
| 10Y Return (Ann) | 18.03% | 18.12% |
| Sharpe Ratio | 2.14 | 2.12 |
| Daily Std Dev | 28.01% | 16.27% |
| Max Drawdown | -79.67% | -82.98% |
| Current Drawdown | -16.51% | -4.36% |
Correlation
The correlation between MPC and QQQ is 0.37, 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.
Performance
MPC vs. QQQ - Performance Comparison
In the year-to-date period, MPC achieves a 23.92% return, which is significantly higher than QQQ's 4.38% return. Both investments have delivered pretty close results over the past 10 years, with MPC having a 18.03% annualized return and QQQ not far ahead at 18.12%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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 1.72%, more than QQQ's 0.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MPC Marathon Petroleum Corporation | 1.72% | 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 | 0.62% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
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 11.41% compared to Invesco QQQ (QQQ) at 5.61%. 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.