MPC vs. VLO
Compare and contrast key facts about Marathon Petroleum Corporation (MPC) and Valero Energy Corporation (VLO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MPC or VLO.
Key characteristics
| MPC | VLO | |
|---|---|---|
| YTD Return | 21.22% | 20.65% |
| 1Y Return | 56.44% | 45.20% |
| 3Y Return (Ann) | 51.78% | 33.20% |
| 5Y Return (Ann) | 29.08% | 17.14% |
| 10Y Return (Ann) | 17.78% | 14.82% |
| Sharpe Ratio | 1.75 | 1.41 |
| Daily Std Dev | 28.33% | 27.93% |
| Max Drawdown | -79.67% | -81.53% |
| Current Drawdown | -18.33% | -15.12% |
Fundamentals
| MPC | VLO | |
|---|---|---|
| Market Cap | $71.49B | $54.62B |
| EPS | $23.63 | $20.38 |
| PE Ratio | 8.40 | 8.14 |
| PEG Ratio | 15.65 | 0.21 |
| Revenue (TTM) | $149.35B | $134.36B |
| Gross Profit (TTM) | $26.57B | $19.22B |
| EBITDA (TTM) | $16.95B | $12.33B |
Correlation
The correlation between MPC and VLO is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
MPC vs. VLO - Performance Comparison
The year-to-date returns for both stocks are quite close, with MPC having a 21.22% return and VLO slightly lower at 20.65%. Over the past 10 years, MPC has outperformed VLO with an annualized return of 17.78%, while VLO has yielded a comparatively lower 14.82% annualized return. 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. VLO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Marathon Petroleum Corporation (MPC) and Valero Energy Corporation (VLO). 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. VLO - Dividend Comparison
MPC's dividend yield for the trailing twelve months is around 1.76%, less than VLO's 2.65% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MPC Marathon Petroleum Corporation | 1.76% | 2.07% | 2.14% | 3.63% | 5.61% | 3.52% | 3.12% | 2.30% | 2.70% | 2.20% | 2.04% | 1.68% |
VLO Valero Energy Corporation | 2.65% | 3.14% | 3.09% | 5.22% | 6.93% | 3.84% | 4.27% | 3.05% | 3.51% | 2.40% | 2.12% | 1.62% |
Drawdowns
MPC vs. VLO - Drawdown Comparison
The maximum MPC drawdown since its inception was -79.67%, roughly equal to the maximum VLO drawdown of -81.53%. Use the drawdown chart below to compare losses from any high point for MPC and VLO. For additional features, visit the drawdowns tool.
Volatility
MPC vs. VLO - Volatility Comparison
Marathon Petroleum Corporation (MPC) has a higher volatility of 11.28% compared to Valero Energy Corporation (VLO) at 7.79%. This indicates that MPC's price experiences larger fluctuations and is considered to be riskier than VLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
MPC vs. VLO - Financials Comparison
This section allows you to compare key financial metrics between Marathon Petroleum Corporation and Valero 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.
Total Revenue: Total amount of money received from sales and other business activities