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

Correlation

The correlation between MPC and VLO is 0.45, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

MPC vs. VLO - Performance Comparison

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

600.00%700.00%800.00%900.00%1,000.00%NovemberDecember2025FebruaryMarchApril
871.96%
647.58%
MPC
VLO

Key characteristics

Sharpe Ratio

MPC:

-0.80

VLO:

-0.80

Sortino Ratio

MPC:

-0.98

VLO:

-0.99

Omega Ratio

MPC:

0.87

VLO:

0.87

Calmar Ratio

MPC:

-0.65

VLO:

-0.72

Martin Ratio

MPC:

-1.37

VLO:

-1.72

Ulcer Index

MPC:

21.32%

VLO:

17.25%

Daily Std Dev

MPC:

36.72%

VLO:

37.05%

Max Drawdown

MPC:

-79.67%

VLO:

-87.50%

Current Drawdown

MPC:

-35.90%

VLO:

-36.35%

Fundamentals

Market Cap

MPC:

$41.84B

VLO:

$36.01B

EPS

MPC:

$10.30

VLO:

$8.74

PE Ratio

MPC:

13.04

VLO:

13.10

PEG Ratio

MPC:

2.26

VLO:

5.29

PS Ratio

MPC:

0.30

VLO:

0.29

PB Ratio

MPC:

2.31

VLO:

1.47

Total Revenue (TTM)

MPC:

$106.60B

VLO:

$98.07B

Gross Profit (TTM)

MPC:

$9.07B

VLO:

$2.68B

EBITDA (TTM)

MPC:

$7.05B

VLO:

$4.41B

Returns By Period

In the year-to-date period, MPC achieves a -0.84% return, which is significantly higher than VLO's -6.77% return. Over the past 10 years, MPC has outperformed VLO with an annualized return of 13.90%, while VLO has yielded a comparatively lower 11.03% annualized return.


MPC

YTD

-0.84%

1M

-7.75%

6M

-8.99%

1Y

-29.46%

5Y*

44.54%

10Y*

13.90%

VLO

YTD

-6.77%

1M

-14.12%

6M

-12.34%

1Y

-30.11%

5Y*

21.73%

10Y*

11.03%

*Annualized

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Risk-Adjusted Performance

MPC vs. VLO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MPC
The Risk-Adjusted Performance Rank of MPC is 1313
Overall Rank
The Sharpe Ratio Rank of MPC is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of MPC is 1414
Sortino Ratio Rank
The Omega Ratio Rank of MPC is 1414
Omega Ratio Rank
The Calmar Ratio Rank of MPC is 1212
Calmar Ratio Rank
The Martin Ratio Rank of MPC is 1414
Martin Ratio Rank

VLO
The Risk-Adjusted Performance Rank of VLO is 1010
Overall Rank
The Sharpe Ratio Rank of VLO is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of VLO is 1313
Sortino Ratio Rank
The Omega Ratio Rank of VLO is 1414
Omega Ratio Rank
The Calmar Ratio Rank of VLO is 99
Calmar Ratio Rank
The Martin Ratio Rank of VLO is 44
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for MPC, currently valued at -0.80, compared to the broader market-2.00-1.000.001.002.003.00
MPC: -0.80
VLO: -0.80
The chart of Sortino ratio for MPC, currently valued at -0.98, compared to the broader market-6.00-4.00-2.000.002.004.00
MPC: -0.98
VLO: -0.99
The chart of Omega ratio for MPC, currently valued at 0.87, compared to the broader market0.501.001.502.00
MPC: 0.87
VLO: 0.87
The chart of Calmar ratio for MPC, currently valued at -0.65, compared to the broader market0.001.002.003.004.005.00
MPC: -0.65
VLO: -0.72
The chart of Martin ratio for MPC, currently valued at -1.37, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
MPC: -1.37
VLO: -1.72

The current MPC Sharpe Ratio is -0.80, which is comparable to the VLO Sharpe Ratio of -0.80. The chart below compares the historical Sharpe Ratios of MPC and VLO, 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 Ratio-1.00-0.500.000.50NovemberDecember2025FebruaryMarchApril
-0.80
-0.80
MPC
VLO

Dividends

MPC vs. VLO - Dividend Comparison

MPC's dividend yield for the trailing twelve months is around 2.52%, less than VLO's 3.83% yield.


TTM20242023202220212020201920182017201620152014
MPC
Marathon Petroleum Corporation
2.52%2.43%2.07%2.14%3.63%5.61%3.52%3.12%2.30%2.70%2.20%2.04%
VLO
Valero Energy Corporation
3.83%3.49%3.14%3.09%5.22%6.93%3.84%4.27%3.05%3.51%2.40%2.12%

Drawdowns

MPC vs. VLO - Drawdown Comparison

The maximum MPC drawdown since its inception was -79.67%, smaller than the maximum VLO drawdown of -87.50%. Use the drawdown chart below to compare losses from any high point for MPC and VLO. For additional features, visit the drawdowns tool.


-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%NovemberDecember2025FebruaryMarchApril
-35.90%
-36.35%
MPC
VLO

Volatility

MPC vs. VLO - Volatility Comparison

Marathon Petroleum Corporation (MPC) and Valero Energy Corporation (VLO) have volatilities of 21.90% and 22.64%, 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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
21.90%
22.64%
MPC
VLO

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items