MRO vs. SCHW
Compare and contrast key facts about Marathon Oil Corporation (MRO) and The Charles Schwab Corporation (SCHW).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MRO or SCHW.
Performance
MRO vs. SCHW - Performance Comparison
Returns By Period
In the year-to-date period, MRO achieves a 21.42% return, which is significantly higher than SCHW's 18.95% return. Over the past 10 years, MRO has underperformed SCHW with an annualized return of 0.14%, while SCHW has yielded a comparatively higher 12.24% annualized return.
MRO
21.42%
8.38%
10.93%
14.77%
22.03%
0.14%
SCHW
18.95%
12.26%
3.12%
47.00%
14.34%
12.24%
Fundamentals
MRO | SCHW | |
---|---|---|
Market Cap | $15.84B | $143.13B |
EPS | $2.32 | $2.56 |
PE Ratio | 12.21 | 30.54 |
PEG Ratio | 26.45 | 1.25 |
Total Revenue (TTM) | $6.58B | $11.07B |
Gross Profit (TTM) | $3.50B | $2.70B |
EBITDA (TTM) | $4.33B | -$1.65B |
Key characteristics
MRO | SCHW | |
---|---|---|
Sharpe Ratio | 0.73 | 1.66 |
Sortino Ratio | 1.22 | 2.34 |
Omega Ratio | 1.14 | 1.34 |
Calmar Ratio | 0.48 | 1.15 |
Martin Ratio | 2.62 | 4.29 |
Ulcer Index | 7.08% | 10.71% |
Daily Std Dev | 25.29% | 27.67% |
Max Drawdown | -91.74% | -86.79% |
Current Drawdown | -18.49% | -11.91% |
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Correlation
The correlation between MRO and SCHW is 0.29, 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.
Risk-Adjusted Performance
MRO vs. SCHW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Marathon Oil Corporation (MRO) and The Charles Schwab Corporation (SCHW). 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. SCHW - Dividend Comparison
MRO's dividend yield for the trailing twelve months is around 1.53%, more than SCHW's 1.24% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
The Charles Schwab Corporation | 1.24% | 1.45% | 1.01% | 0.86% | 1.36% | 1.43% | 1.11% | 0.62% | 0.68% | 0.73% | 0.79% | 0.92% |
Drawdowns
MRO vs. SCHW - Drawdown Comparison
The maximum MRO drawdown since its inception was -91.74%, which is greater than SCHW's maximum drawdown of -86.79%. Use the drawdown chart below to compare losses from any high point for MRO and SCHW. For additional features, visit the drawdowns tool.
Volatility
MRO vs. SCHW - Volatility Comparison
The current volatility for Marathon Oil Corporation (MRO) is 8.17%, while The Charles Schwab Corporation (SCHW) has a volatility of 9.31%. This indicates that MRO experiences smaller price fluctuations and is considered to be less risky than SCHW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
MRO vs. SCHW - Financials Comparison
This section allows you to compare key financial metrics between Marathon Oil Corporation and The Charles Schwab 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.
Total Revenue: Total amount of money received from sales and other business activities