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

Performance

MRO vs. ARCC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Marathon Oil Corporation (MRO) and Ares Capital Corporation (ARCC). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
9.89%
5.62%
MRO
ARCC

Returns By Period

In the year-to-date period, MRO achieves a 21.42% return, which is significantly higher than ARCC's 15.14% return. Over the past 10 years, MRO has underperformed ARCC with an annualized return of 0.14%, while ARCC has yielded a comparatively higher 13.06% annualized return.


MRO

YTD

21.42%

1M

8.38%

6M

10.93%

1Y

14.77%

5Y (annualized)

22.03%

10Y (annualized)

0.14%

ARCC

YTD

15.14%

1M

-0.65%

6M

5.87%

1Y

20.22%

5Y (annualized)

13.23%

10Y (annualized)

13.06%

Fundamentals


MROARCC
Market Cap$15.84B$13.91B
EPS$2.32$2.60
PE Ratio12.218.28
PEG Ratio26.453.95
Total Revenue (TTM)$6.58B$2.34B
Gross Profit (TTM)$3.50B$1.99B
EBITDA (TTM)$4.33B$1.30B

Key characteristics


MROARCC
Sharpe Ratio0.731.76
Sortino Ratio1.222.48
Omega Ratio1.141.32
Calmar Ratio0.482.87
Martin Ratio2.6212.17
Ulcer Index7.08%1.64%
Daily Std Dev25.29%11.36%
Max Drawdown-91.74%-79.36%
Current Drawdown-18.49%-0.97%

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.00.4

The correlation between MRO and ARCC is 0.36, 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.

Risk-Adjusted Performance

MRO vs. ARCC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Marathon Oil Corporation (MRO) and Ares Capital Corporation (ARCC). 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 MRO, currently valued at 0.73, compared to the broader market-4.00-2.000.002.004.000.731.79
The chart of Sortino ratio for MRO, currently valued at 1.22, compared to the broader market-4.00-2.000.002.004.001.222.52
The chart of Omega ratio for MRO, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.33
The chart of Calmar ratio for MRO, currently valued at 0.48, compared to the broader market0.002.004.006.000.482.92
The chart of Martin ratio for MRO, currently valued at 2.62, compared to the broader market0.0010.0020.0030.002.6212.39
MRO
ARCC

The current MRO Sharpe Ratio is 0.73, which is lower than the ARCC Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of MRO and ARCC, 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.73
1.79
MRO
ARCC

Dividends

MRO vs. ARCC - Dividend Comparison

MRO's dividend yield for the trailing twelve months is around 1.53%, less than ARCC's 8.93% yield.


TTM20232022202120202019201820172016201520142013
MRO
Marathon Oil Corporation
1.53%1.70%1.18%1.10%1.20%1.47%1.39%1.18%1.16%5.40%2.83%2.04%
ARCC
Ares Capital Corporation
8.93%9.59%10.12%7.65%9.47%9.01%9.88%9.67%9.22%11.02%10.06%8.84%

Drawdowns

MRO vs. ARCC - Drawdown Comparison

The maximum MRO drawdown since its inception was -91.74%, which is greater than ARCC's maximum drawdown of -79.36%. Use the drawdown chart below to compare losses from any high point for MRO and ARCC. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-18.49%
-0.97%
MRO
ARCC

Volatility

MRO vs. ARCC - Volatility Comparison

Marathon Oil Corporation (MRO) has a higher volatility of 8.17% compared to Ares Capital Corporation (ARCC) at 3.18%. This indicates that MRO's price experiences larger fluctuations and is considered to be riskier than ARCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
8.17%
3.18%
MRO
ARCC

Financials

MRO vs. ARCC - Financials Comparison

This section allows you to compare key financial metrics between Marathon Oil Corporation and Ares Capital 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