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

Performance

MRO vs. BP - Performance Comparison

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

-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
9.89%
-19.82%
MRO
BP

Returns By Period

In the year-to-date period, MRO achieves a 21.42% return, which is significantly higher than BP's -13.58% return. Over the past 10 years, MRO has underperformed BP with an annualized return of 0.14%, while BP has yielded a comparatively higher 2.24% annualized return.


MRO

YTD

21.42%

1M

8.38%

6M

10.93%

1Y

14.77%

5Y (annualized)

22.03%

10Y (annualized)

0.14%

BP

YTD

-13.58%

1M

-6.01%

6M

-20.31%

1Y

-14.09%

5Y (annualized)

-0.39%

10Y (annualized)

2.24%

Fundamentals


MROBP
Market Cap$15.84B$74.25B
EPS$2.32$1.00
PE Ratio12.2128.16
PEG Ratio26.4513.74
Total Revenue (TTM)$6.58B$190.73B
Gross Profit (TTM)$3.50B$31.16B
EBITDA (TTM)$4.33B$24.20B

Key characteristics


MROBP
Sharpe Ratio0.73-0.67
Sortino Ratio1.22-0.80
Omega Ratio1.140.90
Calmar Ratio0.48-0.54
Martin Ratio2.62-1.32
Ulcer Index7.08%10.66%
Daily Std Dev25.29%20.90%
Max Drawdown-91.74%-69.44%
Current Drawdown-18.49%-24.09%

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.00.5

The correlation between MRO and BP is 0.48, 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.

Risk-Adjusted Performance

MRO vs. BP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Marathon Oil Corporation (MRO) and BP p.l.c. (BP). 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-4.00-2.000.002.004.000.73-0.61
The chart of Sortino ratio for MRO, currently valued at 1.22, compared to the broader market-4.00-2.000.002.004.001.22-0.70
The chart of Omega ratio for MRO, currently valued at 1.14, compared to the broader market0.501.001.502.001.140.91
The chart of Calmar ratio for MRO, currently valued at 0.48, compared to the broader market0.002.004.006.000.48-0.48
The chart of Martin ratio for MRO, currently valued at 2.62, compared to the broader market0.0010.0020.0030.002.62-1.17
MRO
BP

The current MRO Sharpe Ratio is 0.73, which is higher than the BP Sharpe Ratio of -0.67. The chart below compares the historical Sharpe Ratios of MRO and BP, 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 Ratio-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
0.73
-0.61
MRO
BP

Dividends

MRO vs. BP - Dividend Comparison

MRO's dividend yield for the trailing twelve months is around 1.53%, less than BP's 6.31% 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%
BP
BP p.l.c.
6.31%4.71%3.94%4.83%9.21%6.51%6.36%5.66%6.37%7.63%6.14%4.51%

Drawdowns

MRO vs. BP - Drawdown Comparison

The maximum MRO drawdown since its inception was -91.74%, which is greater than BP's maximum drawdown of -69.44%. Use the drawdown chart below to compare losses from any high point for MRO and BP. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%JuneJulyAugustSeptemberOctoberNovember
-18.49%
-24.09%
MRO
BP

Volatility

MRO vs. BP - Volatility Comparison

Marathon Oil Corporation (MRO) and BP p.l.c. (BP) have volatilities of 8.17% and 8.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
8.17%
8.02%
MRO
BP

Financials

MRO vs. BP - Financials Comparison

This section allows you to compare key financial metrics between Marathon Oil Corporation and BP p.l.c.. 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