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.
Performance
MPC vs. VLO - Performance Comparison
Returns By Period
In the year-to-date period, MPC achieves a 7.72% return, which is significantly lower than VLO's 10.11% return. Over the past 10 years, MPC has outperformed VLO with an annualized return of 16.45%, while VLO has yielded a comparatively lower 15.27% annualized return.
MPC
7.72%
-0.24%
-11.90%
10.14%
23.60%
16.45%
VLO
10.11%
3.42%
-14.45%
17.41%
11.57%
15.27%
Fundamentals
| MPC | VLO | |
|---|---|---|
| Market Cap | $49.88B | $43.38B |
| EPS | $12.89 | $11.37 |
| PE Ratio | 12.04 | 12.05 |
| PEG Ratio | 15.65 | 0.21 |
| Total Revenue (TTM) | $142.17B | $134.49B |
| Gross Profit (TTM) | $11.45B | $5.88B |
| EBITDA (TTM) | $10.28B | $7.73B |
Key characteristics
| MPC | VLO | |
|---|---|---|
| Sharpe Ratio | 0.21 | 0.48 |
| Sortino Ratio | 0.49 | 0.85 |
| Omega Ratio | 1.06 | 1.10 |
| Calmar Ratio | 0.19 | 0.47 |
| Martin Ratio | 0.36 | 0.91 |
| Ulcer Index | 17.36% | 15.19% |
| Daily Std Dev | 29.45% | 29.11% |
| Max Drawdown | -79.67% | -81.92% |
| Current Drawdown | -27.43% | -22.53% |
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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.
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 1.57%, less than VLO's 2.29% 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% |
VLO Valero Energy Corporation | 2.29% | 3.14% | 3.09% | 5.22% | 6.93% | 3.84% | 4.27% | 3.05% | 3.51% | 2.40% | 2.12% | 1.29% |
Drawdowns
MPC vs. VLO - Drawdown Comparison
The maximum MPC drawdown since its inception was -79.67%, roughly equal to the maximum VLO drawdown of -81.92%. 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) and Valero Energy Corporation (VLO) have volatilities of 8.22% and 7.84%, 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.
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