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MPLX vs. O
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MPLX and O is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

MPLX vs. O - Performance Comparison

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

0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
17.44%
2.35%
MPLX
O

Key characteristics

Sharpe Ratio

MPLX:

2.81

O:

-0.07

Sortino Ratio

MPLX:

3.90

O:

0.02

Omega Ratio

MPLX:

1.49

O:

1.00

Calmar Ratio

MPLX:

3.83

O:

-0.05

Martin Ratio

MPLX:

17.62

O:

-0.15

Ulcer Index

MPLX:

2.21%

O:

7.90%

Daily Std Dev

MPLX:

13.84%

O:

17.28%

Max Drawdown

MPLX:

-85.72%

O:

-48.45%

Current Drawdown

MPLX:

-10.16%

O:

-20.03%

Fundamentals

Market Cap

MPLX:

$48.60B

O:

$47.72B

EPS

MPLX:

$4.24

O:

$1.05

PE Ratio

MPLX:

11.25

O:

51.92

PEG Ratio

MPLX:

2.27

O:

5.69

Total Revenue (TTM)

MPLX:

$10.91B

O:

$5.02B

Gross Profit (TTM)

MPLX:

$4.95B

O:

$3.47B

EBITDA (TTM)

MPLX:

$6.10B

O:

$4.51B

Returns By Period

In the year-to-date period, MPLX achieves a 37.42% return, which is significantly higher than O's -3.20% return. Over the past 10 years, MPLX has underperformed O with an annualized return of 4.92%, while O has yielded a comparatively higher 5.88% annualized return.


MPLX

YTD

37.42%

1M

-2.21%

6M

18.47%

1Y

38.48%

5Y*

24.95%

10Y*

4.92%

O

YTD

-3.20%

1M

-6.55%

6M

2.18%

1Y

-2.27%

5Y*

-0.91%

10Y*

5.88%

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Risk-Adjusted Performance

MPLX vs. O - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MPLX LP (MPLX) and Realty Income Corporation (O). 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-4.00-2.000.002.002.81-0.07
The chart of Sortino ratio for MPLX, currently valued at 3.90, compared to the broader market-4.00-2.000.002.004.003.900.02
The chart of Omega ratio for MPLX, currently valued at 1.49, compared to the broader market0.501.001.502.001.491.00
The chart of Calmar ratio for MPLX, currently valued at 3.83, compared to the broader market0.002.004.006.003.83-0.05
The chart of Martin ratio for MPLX, currently valued at 17.62, compared to the broader market0.0010.0020.0017.62-0.15
MPLX
O

The current MPLX Sharpe Ratio is 2.81, which is higher than the O Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of MPLX and O, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.81
-0.07
MPLX
O

Dividends

MPLX vs. O - Dividend Comparison

MPLX's dividend yield for the trailing twelve months is around 7.56%, more than O's 5.92% 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%
O
Realty Income Corporation
5.92%5.33%4.69%3.88%4.51%3.69%4.19%4.45%4.19%4.42%4.59%5.84%

Drawdowns

MPLX vs. O - Drawdown Comparison

The maximum MPLX drawdown since its inception was -85.72%, which is greater than O's maximum drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for MPLX and O. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.16%
-20.03%
MPLX
O

Volatility

MPLX vs. O - Volatility Comparison

MPLX LP (MPLX) has a higher volatility of 6.86% compared to Realty Income Corporation (O) at 4.61%. This indicates that MPLX's price experiences larger fluctuations and is considered to be riskier than O 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%JulyAugustSeptemberOctoberNovemberDecember
6.86%
4.61%
MPLX
O

Financials

MPLX vs. O - Financials Comparison

This section allows you to compare key financial metrics between MPLX LP and Realty Income 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
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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.

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