MRO vs. SCHG
Compare and contrast key facts about Marathon Oil Corporation (MRO) and Schwab U.S. Large-Cap Growth ETF (SCHG).
SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Total Return Index. It was launched on Dec 11, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MRO or SCHG.
Key characteristics
| MRO | SCHG | |
|---|---|---|
| YTD Return | 15.36% | 7.76% |
| 1Y Return | 21.19% | 41.11% |
| 3Y Return (Ann) | 39.14% | 8.92% |
| 5Y Return (Ann) | 11.36% | 17.24% |
| 10Y Return (Ann) | -1.04% | 15.68% |
| Sharpe Ratio | 0.66 | 2.40 |
| Daily Std Dev | 28.82% | 15.92% |
| Max Drawdown | -91.74% | -34.59% |
| Current Drawdown | -22.56% | -4.31% |
Correlation
The correlation between MRO and SCHG is 0.41, 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
In the year-to-date period, MRO achieves a 15.36% return, which is significantly higher than SCHG's 7.76% return. Over the past 10 years, MRO has underperformed SCHG with an annualized return of -1.04%, while SCHG has yielded a comparatively higher 15.68% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Dividends
MRO vs. SCHG - Dividend Comparison
MRO's dividend yield for the trailing twelve months is around 1.51%, more than SCHG's 0.45% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MRO Marathon Oil Corporation | 1.51% | 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 | 0.45% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 0.82% | 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.
Volatility
MRO vs. SCHG - Volatility Comparison
Marathon Oil Corporation (MRO) has a higher volatility of 5.73% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 4.90%. This indicates that MRO's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.