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

Correlation

The correlation between MRO and SCHG is 0.40, 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.


-0.50.00.51.00.4

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.

-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
3.39%
11.36%
MRO
SCHG

Key characteristics

Sharpe Ratio

MRO:

0.58

SCHG:

2.05

Sortino Ratio

MRO:

1.02

SCHG:

2.68

Omega Ratio

MRO:

1.12

SCHG:

1.37

Calmar Ratio

MRO:

0.38

SCHG:

2.91

Martin Ratio

MRO:

2.11

SCHG:

11.49

Ulcer Index

MRO:

6.95%

SCHG:

3.13%

Daily Std Dev

MRO:

25.29%

SCHG:

17.49%

Max Drawdown

MRO:

-91.74%

SCHG:

-34.59%

Current Drawdown

MRO:

-19.34%

SCHG:

-3.88%

Returns By Period

In the year-to-date period, MRO achieves a 20.15% return, which is significantly lower than SCHG's 35.44% return. Over the past 10 years, MRO has underperformed SCHG with an annualized return of 1.70%, while SCHG has yielded a comparatively higher 16.66% annualized return.


MRO

YTD

20.15%

1M

-0.70%

6M

3.39%

1Y

18.63%

5Y*

18.66%

10Y*

1.70%

SCHG

YTD

35.44%

1M

3.33%

6M

10.58%

1Y

35.25%

5Y*

19.99%

10Y*

16.66%

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for MRO, currently valued at 0.75, compared to the broader market-4.00-2.000.002.000.752.05
The chart of Sortino ratio for MRO, currently valued at 1.26, compared to the broader market-4.00-2.000.002.004.001.262.68
The chart of Omega ratio for MRO, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.37
The chart of Calmar ratio for MRO, currently valued at 0.47, compared to the broader market0.002.004.006.000.472.91
The chart of Martin ratio for MRO, currently valued at 2.73, compared to the broader market0.0010.0020.002.7311.49
MRO
SCHG

The current MRO Sharpe Ratio is 0.58, which is lower than the SCHG Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of MRO and SCHG, 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.75
2.05
MRO
SCHG

Dividends

MRO vs. SCHG - Dividend Comparison

MRO's dividend yield for the trailing twelve months is around 1.54%, more than SCHG's 0.42% 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%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.42%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%1.07%

Drawdowns

MRO vs. SCHG - Drawdown Comparison

The maximum MRO drawdown since its inception was -91.74%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for MRO and SCHG. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-19.34%
-3.88%
MRO
SCHG

Volatility

MRO vs. SCHG - Volatility Comparison

The current volatility for Marathon Oil Corporation (MRO) is 1.65%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 5.05%. This indicates that MRO experiences smaller price fluctuations and is considered to be less risky than SCHG 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%JulyAugustSeptemberOctoberNovemberDecember
1.65%
5.05%
MRO
SCHG
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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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