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MRO vs. SCHG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MRO and SCHG 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.


Performance

MRO vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Marathon Oil Corporation (MRO) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period


MRO

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SCHG

YTD

-1.16%

1M

12.23%

6M

0.14%

1Y

16.33%

5Y*

19.56%

10Y*

15.80%

*Annualized

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Risk-Adjusted Performance

MRO vs. SCHG — Risk-Adjusted Performance Rank

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

MRO
The Risk-Adjusted Performance Rank of MRO is 6565
Overall Rank
The Sharpe Ratio Rank of MRO is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of MRO is 6363
Sortino Ratio Rank
The Omega Ratio Rank of MRO is 5959
Omega Ratio Rank
The Calmar Ratio Rank of MRO is 6565
Calmar Ratio Rank
The Martin Ratio Rank of MRO is 6969
Martin Ratio Rank

SCHG
The Risk-Adjusted Performance Rank of SCHG is 7070
Overall Rank
The Sharpe Ratio Rank of SCHG is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHG is 7272
Sortino Ratio Rank
The Omega Ratio Rank of SCHG is 7272
Omega Ratio Rank
The Calmar Ratio Rank of SCHG is 7575
Calmar Ratio Rank
The Martin Ratio Rank of SCHG is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MRO vs. SCHG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Marathon Oil Corporation (MRO) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.



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Dividends

MRO vs. SCHG - Dividend Comparison

MRO has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.41%.


TTM20242023202220212020201920182017201620152014
MRO
Marathon Oil Corporation
0.77%1.54%1.70%1.18%1.10%1.20%1.47%1.39%1.18%1.16%5.40%2.83%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.41%0.40%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%

Drawdowns

MRO vs. SCHG - Drawdown Comparison


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Volatility

MRO vs. SCHG - Volatility Comparison


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