MPC vs. XEMD
MPC (Marathon Petroleum Corporation) is a stock, while XEMD (BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF) is Emerging Markets Bonds fund tracking the JP Morgan EMBI Global Diversified Liquid 1-10 Y Maturity Index - Benchmark TR Gross. Over the past 3 years, MPC returned 31.91%/yr vs 10.41%/yr for XEMD. Their 0.12 correlation means their historical movements had little consistent relationship.
Performance
MPC vs. XEMD - Performance Comparison
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Returns By Period
In the year-to-date period, MPC achieves a 84.70% return, which is significantly higher than XEMD's 3.27% return.
MPC
- 1D
- -4.75%
- 1M
- 10.69%
- 6M
- 53.32%
- YTD
- 84.70%
- 1Y
- 79.72%
- 3Y*
- 31.91%
- 5Y*
- 42.32%
- 10Y*
- 25.42%
- ALL TIME*
- 22.76%
XEMD
- 1D
- 0.02%
- 1M
- -0.08%
- 6M
- 2.25%
- YTD
- 3.27%
- 1Y
- 8.99%
- 3Y*
- 10.41%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 9.41%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $652.11M | $637.87M | $630.23M | |
| $2.39M | $8.93M | $8.15M |
MPC vs. XEMD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
MPC Marathon Petroleum Corporation | 84.70% | 19.17% | -4.06% | 30.46% | 39.48% |
XEMD BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF | 3.27% | 13.98% | 8.77% | 10.26% | 2.40% |
Correlation
The correlation between MPC and XEMD is -0.10, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.10 |
Correlation (3Y) Balances recent behavior with more history. | 0.07 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2022 | 0.12 |
The correlation between MPC and XEMD shifts across timeframes, from -0.10 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MPC vs. XEMD — Risk / Return Rank
MPC
XEMD
MPC vs. XEMD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Marathon Petroleum Corporation (MPC) and BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MPC | XEMD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.52 | ||
| Sortino ratioReturn per unit of downside risk | +0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.36 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 4.37 | 2.56 | +1.81 |
| Martin ratioReturn relative to average drawdown | 12.31 | 11.08 | +1.24 |
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Drawdowns
MPC vs. XEMD - Drawdown Comparison
The maximum MPC drawdown since its inception was -79.67%, which is greater than XEMD's maximum drawdown of -10.01%. Use the drawdown chart below to compare losses from any high point for MPC and XEMD.
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Drawdown Indicators
| MPC | XEMD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.67% | -10.01% | -69.66% |
Max Drawdown (1Y)Largest decline over 1 year | -18.33% | -3.52% | -14.81% |
Max Drawdown (3Y)Largest decline over 3 years | -44.75% | -4.23% | -40.52% |
Max Drawdown (5Y)Largest decline over 5 years | -44.75% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -79.67% | — | — |
Current DrawdownCurrent decline from peak | -6.88% | -0.20% | -6.68% |
Average DrawdownAverage peak-to-trough decline | -17.19% | -1.23% | -15.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.55% | 0.81% | +5.74% |
Volatility
MPC vs. XEMD - Volatility Comparison
Marathon Petroleum Corporation (MPC) has a higher volatility of 10.81% compared to BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD) at 1.07%. This indicates that MPC's price experiences larger fluctuations and is considered to be riskier than XEMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MPC | XEMD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.81% | 1.07% | +9.74% |
Volatility (6M)Calculated over the trailing 6-month period | 26.26% | 3.82% | +22.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.07% | 4.75% | +28.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.07% | 6.79% | +26.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.97% | 6.79% | +33.18% |
Dividends
MPC vs. XEMD - Dividend Comparison
MPC's dividend yield for the trailing twelve months is around 1.31%, less than XEMD's 5.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MPC Marathon Petroleum Corporation | 1.31% | 2.29% | 2.43% | 2.07% | 2.14% | 3.63% | 5.61% | 3.52% | 3.12% | 2.30% | 2.70% | 2.20% |
XEMD BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF | 5.76% | 6.15% | 6.30% | 6.19% | 3.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MPC and XEMD have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MPC has higher volatility (10.81%) compared to XEMD (1.07%). In terms of maximum drawdown, MPC dropped -79.67% vs XEMD's -10.01%.
MPC currently has the higher Sharpe Ratio (2.42 vs 1.90), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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