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MRO vs. MPC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MRO and MPC is 0.56, 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.


-0.50.00.51.00.6

Performance

MRO vs. MPC - Performance Comparison

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

-20.00%-15.00%-10.00%-5.00%0.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.40%
-23.39%
MRO
MPC

Key characteristics

Sharpe Ratio

MRO:

0.58

MPC:

-0.43

Sortino Ratio

MRO:

1.02

MPC:

-0.41

Omega Ratio

MRO:

1.12

MPC:

0.95

Calmar Ratio

MRO:

0.38

MPC:

-0.32

Martin Ratio

MRO:

2.11

MPC:

-0.65

Ulcer Index

MRO:

6.95%

MPC:

19.59%

Daily Std Dev

MRO:

25.29%

MPC:

29.55%

Max Drawdown

MRO:

-91.74%

MPC:

-79.67%

Current Drawdown

MRO:

-19.34%

MPC:

-38.99%

Fundamentals

Market Cap

MRO:

$15.97B

MPC:

$44.35B

EPS

MRO:

$2.32

MPC:

$12.89

PE Ratio

MRO:

12.31

MPC:

10.71

PEG Ratio

MRO:

26.45

MPC:

15.65

Total Revenue (TTM)

MRO:

$6.58B

MPC:

$142.17B

Gross Profit (TTM)

MRO:

$3.50B

MPC:

$11.45B

EBITDA (TTM)

MRO:

$4.23B

MPC:

$10.68B

Returns By Period

In the year-to-date period, MRO achieves a 20.15% return, which is significantly higher than MPC's -9.46% return. Over the past 10 years, MRO has underperformed MPC with an annualized return of 1.70%, while MPC has yielded a comparatively higher 15.28% annualized return.


MRO

YTD

20.15%

1M

-0.70%

6M

3.39%

1Y

18.63%

5Y*

18.66%

10Y*

1.70%

MPC

YTD

-9.46%

1M

-16.62%

6M

-23.39%

1Y

-12.56%

5Y*

20.36%

10Y*

15.28%

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Risk-Adjusted Performance

MRO vs. MPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Marathon Oil Corporation (MRO) and Marathon Petroleum Corporation (MPC). 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 0.69, compared to the broader market-4.00-2.000.002.000.69-0.43
The chart of Sortino ratio for MRO, currently valued at 1.19, compared to the broader market-4.00-2.000.002.004.001.19-0.41
The chart of Omega ratio for MRO, currently valued at 1.14, compared to the broader market0.501.001.502.001.140.95
The chart of Calmar ratio for MRO, currently valued at 0.44, compared to the broader market0.002.004.006.000.44-0.32
The chart of Martin ratio for MRO, currently valued at 2.53, compared to the broader market0.0010.0020.002.53-0.65
MRO
MPC

The current MRO Sharpe Ratio is 0.58, which is higher than the MPC Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of MRO and MPC, 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-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.69
-0.43
MRO
MPC

Dividends

MRO vs. MPC - Dividend Comparison

MRO's dividend yield for the trailing twelve months is around 1.54%, less than MPC's 2.57% yield.


TTM20232022202120202019201820172016201520142013
MRO
Marathon Oil Corporation
1.54%1.70%1.18%1.10%1.20%1.47%1.39%1.18%1.16%5.40%2.83%2.04%
MPC
Marathon Petroleum Corporation
2.57%2.07%2.14%3.63%5.61%3.52%3.12%2.30%2.70%2.20%2.04%1.68%

Drawdowns

MRO vs. MPC - Drawdown Comparison

The maximum MRO drawdown since its inception was -91.74%, which is greater than MPC's maximum drawdown of -79.67%. Use the drawdown chart below to compare losses from any high point for MRO and MPC. For additional features, visit the drawdowns tool.


-40.00%-35.00%-30.00%-25.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-19.34%
-38.99%
MRO
MPC

Volatility

MRO vs. MPC - Volatility Comparison

The current volatility for Marathon Oil Corporation (MRO) is 1.44%, while Marathon Petroleum Corporation (MPC) has a volatility of 7.87%. This indicates that MRO experiences smaller price fluctuations and is considered to be less risky than MPC 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%JulyAugustSeptemberOctoberNovemberDecember
1.44%
7.87%
MRO
MPC

Financials

MRO vs. MPC - Financials Comparison

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