PortfoliosLab logoPortfoliosLab logo
MPLX vs. CNEQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MPLX vs. CNEQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MPLX LP (MPLX) and Alger Concentrated Equity ETF (CNEQ). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, MPLX achieves a 10.77% return, which is significantly lower than CNEQ's 13.44% return.


MPLX

1D
0.67%
1M
2.34%
YTD
10.77%
6M
7.78%
1Y
18.58%
3Y*
29.42%
5Y*
23.64%
10Y*
15.85%

CNEQ

1D
0.41%
1M
-2.01%
YTD
13.44%
6M
14.69%
1Y
40.95%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MPLX vs. CNEQ - Yearly Performance Comparison


2026 (YTD)20252024
MPLX
MPLX LP
10.77%20.54%20.19%
CNEQ
Alger Concentrated Equity ETF
13.44%33.61%29.82%

Correlation

The correlation between MPLX and CNEQ is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.01

Correlation (All Time)
Calculated using the full available price history since Apr 5, 2024

0.17

The correlation between MPLX and CNEQ shifts across timeframes, from -0.01 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

MPLX vs. CNEQ — Risk / Return Rank

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

MPLX
MPLX Risk / Return Rank: 7676
Overall Rank
MPLX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
MPLX Sortino Ratio Rank: 7272
Sortino Ratio Rank
MPLX Omega Ratio Rank: 7070
Omega Ratio Rank
MPLX Calmar Ratio Rank: 8080
Calmar Ratio Rank
MPLX Martin Ratio Rank: 7979
Martin Ratio Rank

CNEQ
CNEQ Risk / Return Rank: 5050
Overall Rank
CNEQ Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
CNEQ Sortino Ratio Rank: 5151
Sortino Ratio Rank
CNEQ Omega Ratio Rank: 5353
Omega Ratio Rank
CNEQ Calmar Ratio Rank: 4646
Calmar Ratio Rank
CNEQ Martin Ratio Rank: 4444
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MPLX vs. CNEQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MPLX LP (MPLX) and Alger Concentrated Equity ETF (CNEQ). 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.


MPLXCNEQDifference
Sharpe ratioReturn per unit of total volatility

-0.49

Sortino ratioReturn per unit of downside risk

-0.50

Omega ratioGain probability vs. loss probability

1.21

1.29

-0.08

Calmar ratioReturn relative to maximum drawdown

2.42

2.04

+0.39

Martin ratioReturn relative to average drawdown

5.66

6.33

-0.68

MPLX vs. CNEQ - Sharpe Ratio Comparison

The current MPLX Sharpe Ratio is 1.20, which is comparable to the CNEQ Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of MPLX and CNEQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

MPLX vs. CNEQ - Drawdown Comparison

The maximum MPLX drawdown since its inception was -85.72%, which is greater than CNEQ's maximum drawdown of -27.58%. Use the drawdown chart below to compare losses from any high point for MPLX and CNEQ.


Loading charts...

Drawdown Indicators


MPLXCNEQDifference

Max Drawdown

Largest peak-to-trough decline

-85.72%

-27.58%

-58.14%

Max Drawdown (1Y)

Largest decline over 1 year

-7.71%

-19.30%

+11.59%

Max Drawdown (3Y)

Largest decline over 3 years

-14.58%

Max Drawdown (5Y)

Largest decline over 5 years

-18.46%

Max Drawdown (10Y)

Largest decline over 10 years

-75.21%

Current Drawdown

Current decline from peak

-2.01%

-6.11%

+4.10%

Average Drawdown

Average peak-to-trough decline

-29.94%

-4.89%

-25.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.30%

6.20%

-2.90%

Volatility

MPLX vs. CNEQ - Volatility Comparison

The current volatility for MPLX LP (MPLX) is 4.40%, while Alger Concentrated Equity ETF (CNEQ) has a volatility of 8.66%. This indicates that MPLX experiences smaller price fluctuations and is considered to be less risky than CNEQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


MPLXCNEQDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.40%

8.66%

-4.26%

Volatility (6M)

Calculated over the trailing 6-month period

11.38%

18.32%

-6.94%

Volatility (1Y)

Calculated over the trailing 1-year period

15.54%

23.32%

-7.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.38%

26.77%

-7.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.62%

26.77%

+3.85%

Dividends

MPLX vs. CNEQ - Dividend Comparison

MPLX's dividend yield for the trailing twelve months is around 7.36%, more than CNEQ's 0.46% yield.


PositionTTM20252024202320222021202020192018201720162015
CNEQ
Alger Concentrated Equity ETF
0.46%0.52%0.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MPLX
MPLX LP
7.36%7.39%7.33%8.65%8.80%11.30%12.70%10.41%8.22%6.23%5.86%4.33%

Frequently Asked Questions


MPLX and CNEQ have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CNEQ has higher volatility (8.66%) compared to MPLX (4.40%). In terms of maximum drawdown, MPLX dropped -85.72% vs CNEQ's -27.58%.

CNEQ currently has the higher Sharpe Ratio (1.69 vs 1.20), 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.

Portfolio Optimizer

Find the right allocation for MPLX and CNEQ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer