PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
MPLX vs. AM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MPLX and AM is 0.54, 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.


-0.50.00.51.00.5

Performance

MPLX vs. AM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MPLX LP (MPLX) and Antero Midstream Corporation (AM). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
17.44%
0.78%
MPLX
AM

Key characteristics

Sharpe Ratio

MPLX:

2.81

AM:

0.98

Sortino Ratio

MPLX:

3.90

AM:

1.49

Omega Ratio

MPLX:

1.49

AM:

1.18

Calmar Ratio

MPLX:

3.83

AM:

1.80

Martin Ratio

MPLX:

17.62

AM:

6.32

Ulcer Index

MPLX:

2.21%

AM:

3.15%

Daily Std Dev

MPLX:

13.84%

AM:

20.26%

Max Drawdown

MPLX:

-85.72%

AM:

-89.37%

Current Drawdown

MPLX:

-10.16%

AM:

-10.96%

Fundamentals

Market Cap

MPLX:

$48.60B

AM:

$7.11B

EPS

MPLX:

$4.24

AM:

$0.80

PE Ratio

MPLX:

11.25

AM:

18.48

PEG Ratio

MPLX:

2.27

AM:

1.17

Total Revenue (TTM)

MPLX:

$10.91B

AM:

$1.15B

Gross Profit (TTM)

MPLX:

$4.95B

AM:

$723.83M

EBITDA (TTM)

MPLX:

$6.10B

AM:

$891.43M

Returns By Period

In the year-to-date period, MPLX achieves a 37.42% return, which is significantly higher than AM's 21.06% return.


MPLX

YTD

37.42%

1M

-2.21%

6M

18.47%

1Y

38.48%

5Y*

24.95%

10Y*

4.92%

AM

YTD

21.06%

1M

-8.14%

6M

0.92%

1Y

20.00%

5Y*

29.45%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

MPLX vs. AM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MPLX LP (MPLX) and Antero Midstream Corporation (AM). 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.


Sharpe ratio
The chart of Sharpe ratio for MPLX, currently valued at 2.81, compared to the broader market-4.00-2.000.002.002.810.98
The chart of Sortino ratio for MPLX, currently valued at 3.90, compared to the broader market-4.00-2.000.002.004.003.901.49
The chart of Omega ratio for MPLX, currently valued at 1.49, compared to the broader market0.501.001.502.001.491.18
The chart of Calmar ratio for MPLX, currently valued at 3.83, compared to the broader market0.002.004.006.003.831.80
The chart of Martin ratio for MPLX, currently valued at 17.62, compared to the broader market0.0010.0020.0017.626.32
MPLX
AM

The current MPLX Sharpe Ratio is 2.81, which is higher than the AM Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of MPLX and AM, 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 Ratio1.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.81
0.98
MPLX
AM

Dividends

MPLX vs. AM - Dividend Comparison

MPLX's dividend yield for the trailing twelve months is around 7.56%, more than AM's 6.33% yield.


TTM20232022202120202019201820172016201520142013
MPLX
MPLX LP
7.56%8.65%8.80%11.30%12.71%10.42%8.22%6.23%5.86%4.33%1.83%2.32%
AM
Antero Midstream Corporation
6.33%7.18%8.34%10.15%15.98%14.27%4.04%0.44%0.00%0.00%0.00%0.00%

Drawdowns

MPLX vs. AM - Drawdown Comparison

The maximum MPLX drawdown since its inception was -85.72%, roughly equal to the maximum AM drawdown of -89.37%. Use the drawdown chart below to compare losses from any high point for MPLX and AM. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.16%
-10.96%
MPLX
AM

Volatility

MPLX vs. AM - Volatility Comparison

The current volatility for MPLX LP (MPLX) is 6.86%, while Antero Midstream Corporation (AM) has a volatility of 7.32%. This indicates that MPLX experiences smaller price fluctuations and is considered to be less risky than AM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
6.86%
7.32%
MPLX
AM

Financials

MPLX vs. AM - Financials Comparison

This section allows you to compare key financial metrics between MPLX LP and Antero Midstream 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab